/* nag_opt_lin_lsq (e04ncc) Example Program.
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5, 1998.
 *
 * Mark 6 revised, 2000.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>

static int ex1(void);
static int ex2(void);

int main(void)
{

  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  Vprintf("nag_opt_lin_lsq (e04ncc) Example Program Results.\n");

  exit_status_ex1 = ex1();
  exit_status_ex2 = ex2();

  return exit_status_ex1 == 0 && exit_status_ex2 == 0 ? 0 : 1;
}

#define A(I,J) a[(I)*tda + J]
#define H(I,J) h[(I)*tdh + J]


static int ex1(void)
{

  /* Local variables */
  Integer exit_status=0, i, j, *kx=0, m, n, nbnd, nclin, tda, tdh;
  NagError fail;
  double *a=0, *b=0, *bl=0, *bu=0, *h=0, objf=0.0, *x=0;

  INIT_FAIL(fail);

  Vprintf("\nExample 1: default options\n");
  Vscanf(" %*[^\n]"); /* Skip heading in data file */
  Vscanf(" %*[^\n]");

  /* Read problem dimensions */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &m, &n, &nclin);

  if (m>0 && n>0 && nclin>=0)
    {
      nbnd = n + nclin;
      if ( !( a = NAG_ALLOC(nclin*n, double)) ||
           !( b = NAG_ALLOC(m, double)) ||
           !( bl = NAG_ALLOC(nbnd, double)) ||
           !( bu = NAG_ALLOC(nbnd, double)) ||
           !( h = NAG_ALLOC(m*n, double)) ||
           !( x = NAG_ALLOC(n, double)) ||
           !( kx = NAG_ALLOC(n, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tda = n;
      tdh = n;
    }
  else
    {
      Vprintf("Invalid m or n or nclin.\n");
      exit_status = 1;
      return exit_status;

    }

  /* Read h, b, a, bl, bu and x from data file */

  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    for (j = 0; j < n; ++j)
      Vscanf("%lf",&H(i,j));

  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    Vscanf("%lf",&b[i]);

  if (nclin > 0)
    {
      Vscanf(" %*[^\n]");
      for (i = 0; i < nclin; ++i)
        for (j = 0; j < n; ++j)
          Vscanf("%lf",&A(i,j));
    }

  /* Read lower bounds */
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf",&bl[i]);

  /* Read upper bounds */
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf",&bu[i]);

  /* Read the initial point x */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf",&x[i]);

  /* nag_opt_lin_lsq (e04ncc).
   * Solves linear least-squares and convex quadratic
   * programming problems (non-sparse)
   */
  nag_opt_lin_lsq(m, n, nclin, a, tda, bl, bu, (double*)0, b,
                  h, tdh, kx, x, &objf,
                  E04_DEFAULT, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_lin_lsq (e04ncc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (a) NAG_FREE(a);
  if (b) NAG_FREE(b);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (h) NAG_FREE(h);
  if (x) NAG_FREE(x);
  if (kx) NAG_FREE(kx);
  return exit_status;


} /* ex1 */

static int ex2(void)
{

  /* Local variables */
  Integer exit_status=0, i, j, *kx=0, m, n, nbnd, nclin, tda, tdh;
  NagError fail;
  Nag_E04_Opt options;
  double *a=0, *bl=0, *bu=0, *cvec=0, *h=0, objf, *x=0;

  INIT_FAIL(fail);

  Vprintf("\nExample 2: some options are set\n");
  Vscanf(" %*[^\n]"); /* Skip heading in data file */

  /* Read problem dimensions */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &m, &n, &nclin);

  if (m>0 && n>0 && nclin>=0)
    {
      nbnd = n + nclin;
      if ( !( a = NAG_ALLOC(nclin*n, double)) ||
           !( bl = NAG_ALLOC(nbnd, double)) ||
           !( bu = NAG_ALLOC(nbnd, double)) ||
           !( cvec = NAG_ALLOC(n, double)) ||
           !( h = NAG_ALLOC(m*n, double)) ||
           !( x = NAG_ALLOC(n, double)) ||
           !( kx = NAG_ALLOC(n, Integer)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tda = n;
      tdh = n;
    }
  else
    {
      Vprintf("Invalid m or n or nclin.\n");
      exit_status = 1;
      return exit_status;
    }

  /* We solve a QP2 type problem in this example */

  /* Read cvec, h, a, bl, bu and x from data file */

  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    Vscanf("%lf",&cvec[i]);

  Vscanf(" %*[^\n]");
  for (i = 0; i < m; ++i)
    for (j = 0; j < n; ++j)
      Vscanf("%lf",&H(i,j));

  if (nclin > 0)
    {
      Vscanf(" %*[^\n]");
      for (i = 0; i < nclin; ++i)
        for (j = 0; j < n; ++j)
          Vscanf("%lf",&A(i,j));
    }

  /* Read lower bounds */
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf",&bl[i]);

  /* Read upper bounds */
  Vscanf(" %*[^\n]");
  for (i = 0; i < nbnd; ++i)
    Vscanf("%lf",&bu[i]);

  /* Read the initial point x */
  Vscanf(" %*[^\n]");
  for (i = 0; i < n; ++i)
    Vscanf("%lf",&x[i]);

  /* Change the problem type */
  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  options.prob = Nag_QP2;

  /* nag_opt_lin_lsq (e04ncc), see above. */
  nag_opt_lin_lsq(m, n, nclin, a, tda, bl, bu, cvec, (double*)0,
                  h, tdh, kx, x, &objf,
                  &options, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_lin_lsq (e04ncc).\n%s\n", fail.message);
      exit_status = 1;
    }

  /* Free options memory */
  /* nag_opt_free (e04xzc).
   * Memory freeing function for use with option setting
   */
  nag_opt_free(&options, "all", &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (a) NAG_FREE(a);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (cvec) NAG_FREE(cvec);
  if (h) NAG_FREE(h);
  if (x) NAG_FREE(x);
  if (kx) NAG_FREE(kx);
  return exit_status;
} /* ex2 */