/* nag_opt_nlp (e04ucc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 5 revised, 1998.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

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


#ifdef __cplusplus
extern "C" {
#endif
  static void objfun(Integer n, double x[], double *objf,
                     double objgrd[], Nag_Comm *comm);
  static void confun(Integer n, Integer ncnlin, Integer needc[],
                     double x[], double conf[], double conjac[],
                     Nag_Comm *comm);
  static void objfun1(Integer n, double x[], double *objf,
                      double objgrd[], Nag_Comm *comm);
  static void confun1(Integer n, Integer ncnlin, Integer needc[],
                      double x[], double conf[], double conjac[],
                      Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

static int ex1(void);
static int ex2(void);
static void objfun(Integer n, double x[], double *objf,
                   double objgrd[], Nag_Comm *comm)
{
  /* Routine to evaluate objective function and its 1st derivatives. */

  if (comm->flag == 0 || comm->flag == 2)
    *objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];

  if (comm->flag == 2)
    {
      objgrd[0] = x[3] * (2.0*x[0] + x[1] + x[2]);
      objgrd[1] = x[0] * x[3];
      objgrd[2] = x[0] * x[3] + 1.0;
      objgrd[3] = x[0] * (x[0] + x[1] + x[2]);
    }
} /* objfun */
static void confun(Integer n, Integer ncnlin, Integer needc[],
                   double x[], double conf[], double conjac[],
                   Nag_Comm *comm)
{
#define CONJAC(I,J) conjac[((I)-1)*n + (J) - 1]

  Integer i, j;

  /* Routine to evaluate the nonlinear constraints and
   * their 1st derivatives.
   */

  /* Function Body */
  if (comm->first)
    {
      /* First call to confun.  Set all Jacobian elements to zero.
       * Note that this will only work when con_deriv = TRUE
       * (the default; see Section 4 (confun) and 8.2 (con_deriv)).
       */
      for (j = 1; j <= n; ++j)
        for (i = 1; i <= ncnlin; ++i)
          CONJAC(i,j) = 0.0;
    }

  if (needc[0] > 0)
    {
      if (comm->flag == 0 || comm->flag == 2)
        conf[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];

      if (comm->flag == 2)
        {
          CONJAC(1,1) = x[0] * 2.0;
          CONJAC(1,2) = x[1] * 2.0;
          CONJAC(1,3) = x[2] * 2.0;
          CONJAC(1,4) = x[3] * 2.0;
        }
    }

  if (needc[1] > 0)
    {
      if (comm->flag == 0 || comm->flag == 2)
        conf[1] = x[0] * x[1] * x[2] * x[3];

      if (comm->flag == 2)
        {
          CONJAC(2,1) = x[1] * x[2] * x[3];
          CONJAC(2,2) = x[0] * x[2] * x[3];
          CONJAC(2,3) = x[0] * x[1] * x[3];
          CONJAC(2,4) = x[0] * x[1] * x[2];
        }
    }
} /* confun */
static void objfun1(Integer n, double x[], double *objf,
                    double objgrd[], Nag_Comm *comm)
{
  /* Routine to evaluate objective function and its 1st derivatives. */

  if (comm->flag == 0 || comm->flag == 2)
    *objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];

  /* Note, elements of the objective gradient have not been
     specified.
  */
} /* objfun1 */
static void confun1(Integer n, Integer ncnlin, Integer needc[],
                    double x[], double conf[], double conjac[],
                    Nag_Comm *comm)
{
#define CONJAC(I,J) conjac[((I)-1)*n + (J) - 1]

  /* Routine to evaluate the nonlinear constraints and
   * their 1st derivatives.
   */

  /* Function Body */
  if (needc[0] > 0)
    {
      if (comm->flag == 0 || comm->flag == 2)
        conf[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];

      if (comm->flag == 2)
        {
          CONJAC(1,3) = x[2] * 2.0;
          /* Note only one constraint gradient has been specified
           * in the first row of the constraint Jacobian.
           */
        }

    }
  if (needc[1] > 0)
    {
      if (comm->flag == 0 || comm->flag == 2)
        conf[1] = x[0] * x[1] * x[2] * x[3];
      if (comm->flag == 2)
        {
          CONJAC(2,2) = x[0] * x[2] * x[3];
          CONJAC(2,3) = x[0] * x[1] * x[3];
          /* Note only two constraint gradients have been specified
           * in the second row of the constraint Jacobian.
           */
        }
    }
} /* confun */


int main(void)
{
  /* Two examples are called, ex1() uses the
   * default settings to solve a problem while
   * ex2() solves another problem with some
   * of the optional parameters set by the user.
   */

  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  Vprintf("nag_opt_nlp (e04ucc) Example Program Results\n");
  Vscanf(" %*[^\n]");  /* Skip heading in data file */

  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]

static int ex1(void)
{

  /* Local variables */
  Integer exit_status=0, i, j, n, nclin, ncnlin, tda, totalvars;
  NagError fail;
  double *a=0, *bl=0, *bu=0, objf, *objgrd=0, *x=0;

  INIT_FAIL(fail);

  Vprintf("\nnag_opt_nlp (e04ucc) example 1: no option setting.\n");
  /* Skip heading in data file */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &n, &nclin, &ncnlin);
  if (n>0 && nclin>=0 && ncnlin>=0)
    {
      totalvars = n + nclin + ncnlin;
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( a = NAG_ALLOC(nclin*n, double)) ||
           !( bl = NAG_ALLOC(totalvars, double)) ||
           !( bu = NAG_ALLOC(totalvars, double)) ||
           !( objgrd = NAG_ALLOC(n, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tda = n;
    }
  else
    {
      Vprintf("Invalid n or nclin or ncnlin.\n");
      exit_status = 1;
      return exit_status;
    }
  /* Read a, bl, bu and x from data file */

  /* Read the matrix of linear constraint coefficients */
  if (nclin > 0)
    {
      for (i = 0; i < nclin; ++i)
        for (j = 0; j < n; ++j)
          Vscanf("%lf", &A(i,j));
    }
  Vscanf("%*[^\n]"); /* Remove remainder of line */

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

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

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

  /* nag_opt_nlp (e04ucc).
   * Minimization with nonlinear constraints using a
   * sequential QP method
   */
  nag_opt_nlp(n, nclin, ncnlin, a, tda, bl, bu,
              objfun, confun, x, &objf, objgrd,
              E04_DEFAULT, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_nlp (e04ucc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }
 END:
  if (x) NAG_FREE(x);
  if (a) NAG_FREE(a);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (objgrd) NAG_FREE(objgrd);
  return exit_status;
}

static int ex2(void)
{

  /* Local variables */
  Integer exit_status=0, i, j, n, nclin, ncnlin, tda, totalvars;
  NagError fail;
  Nag_E04_Opt options;
  double *a=0, *bl=0, *bu=0, objf, *objgrd=0, *x=0;

  INIT_FAIL(fail);

  Vprintf("\nnag_opt_nlp (e04ucc) example 2: using option setting.\n");
  /* Skip heading in data file */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &n, &nclin, &ncnlin);
  if (n>0 && nclin>=0 && ncnlin>=0)
    {
      totalvars = n + nclin + ncnlin;
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( a = NAG_ALLOC(nclin*n, double)) ||
           !( bl = NAG_ALLOC(totalvars, double)) ||
           !( bu = NAG_ALLOC(totalvars, double)) ||
           !( objgrd = NAG_ALLOC(n, double)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      tda = n;
    }
  else
    {
      Vprintf("Invalid n or nclin or ncnlin.\n");
      exit_status = 1;
      return exit_status;
    }
  /* Read a, bl, bu and x from data file */

  /* Read the matrix of linear constraint coefficients */
  if (nclin > 0)
    {
      for (i = 0; i < nclin; ++i)
        for (j = 0; j < n; ++j)
          Vscanf("%lf", &A(i,j));
    }
  Vscanf("%*[^\n]"); /* Remove remainder of line */

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

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

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

  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  /* nag_opt_read (e04xyc).
   * Read options from a text file
   */
  nag_opt_read("e04ucc", "stdin", &options, (Nag_Boolean)Nag_TRUE, "stdout",
               &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }


  /* nag_opt_nlp (e04ucc), see above. */
  nag_opt_nlp(n, nclin, ncnlin, a, tda, bl, bu,
              objfun1, confun1, x, &objf, objgrd,
              &options, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_nlp (e04ucc).\n%s\n", fail.message);
      exit_status = 1;
    }

  /* 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 (x) NAG_FREE(x);
  if (a) NAG_FREE(a);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (objgrd) NAG_FREE(objgrd);
  return exit_status;

}