/* nag_nag_opt_sparse_nlp_solve (e04vhc) Example Program. * * Copyright 2004 Numerical Algorithms Group. * * Mark 8, 2004. */ #include #include #include #include #include #include #include #ifdef __cplusplus extern "C" { #endif static void NAG_CALL usrfun(Integer *status, Integer n, const double x[], Integer needf, Integer nf, double f[], Integer needg, Integer leng, double g[], Nag_Comm *comm); #ifdef __cplusplus } #endif int main(int argc, char *argv[]) { FILE *fpin, *fpout; char *outfile; /* Scalars */ double objadd, sinf; Integer exit_status = 0; Integer i, lena, leng, n, nea, neg, nf, nfname, ninf, ns, nxname; Integer objrow; /* Arrays */ char nag_enum_arg[40]; char **fnames = 0, **xnames = 0; char prob[9]; double *a = 0, *f = 0, *flow = 0, *fmul = 0, *fupp = 0, *x = 0; double *xlow = 0, *xmul = 0, *xupp = 0; Integer *fstate = 0, *iafun = 0, *igfun = 0, *iw = 0, *javar = 0; Integer *jgvar = 0, *xstate = 0; /*Nag Types*/ Nag_E04State state; NagError fail; Nag_Start start; Nag_Comm comm; Nag_FileID fileid; INIT_FAIL(fail); /* Check for command-line IO options */ fpin = nag_example_file_io(argc, argv, "-data", NULL); fpout = nag_example_file_io(argc, argv, "-results", NULL); (void) nag_example_file_io(argc, argv, "-nag_write", &outfile); fprintf(fpout, "nag_opt_sparse_nlp_solve (e04vhc) Example Program Results\n"); /* Skip heading in data file */ fscanf(fpin, "%*[^\n] "); fscanf(fpin, "%ld%ld%*[^\n] ", &n, &nf); fscanf(fpin, "%ld%ld%ld %s %*[^\n] ", &nea, &neg, &objrow, nag_enum_arg); /* nag_enum_name_to_value(x04nac). * Converts NAG enum member name to value */ start = (Nag_Start) nag_enum_name_to_value(nag_enum_arg); if (n > 0 && nf > 0 && nea >= 0 && neg >= 0) { nxname = n; nfname = nf; lena = MAX(1, nea); leng = MAX(1, neg); /* Allocate memory */ if (!(fnames = NAG_ALLOC(nfname, char *)) || !(xnames = NAG_ALLOC(nxname, char *)) || !(a = NAG_ALLOC(lena, double)) || !(f = NAG_ALLOC(nf, double)) || !(flow = NAG_ALLOC(nf, double)) || !(fmul = NAG_ALLOC(nf, double)) || !(fupp = NAG_ALLOC(nf, double)) || !(x = NAG_ALLOC(n, double)) || !(xlow = NAG_ALLOC(n, double)) || !(xmul = NAG_ALLOC(n, double)) || !(xupp = NAG_ALLOC(n, double)) || !(fstate = NAG_ALLOC(nf, Integer)) || !(iafun = NAG_ALLOC(lena, Integer)) || !(igfun = NAG_ALLOC(leng, Integer)) || !(javar = NAG_ALLOC(lena, Integer)) || !(jgvar = NAG_ALLOC(leng, Integer)) || !(xstate = NAG_ALLOC(n, Integer))) { fprintf(fpout, "Allocation failure\n"); exit_status = -1; goto END; } } else { fprintf(fpout, "Invalid n or nf or nea or neg\n"); exit_status = 1; return exit_status; } objadd = 0.; strcpy(prob, ""); /* Read the variable names xnames */ for (i = 1; i <= nxname; ++i) { xnames[i-1] = NAG_ALLOC(9, char); fscanf(fpin, " ' %8s '", xnames[i-1]); } fscanf(fpin, "%*[^\n] "); /* Read the function names fnames */ for (i = 1; i <= nfname; ++i) { fnames[i -1] = NAG_ALLOC(9, char); fscanf(fpin, " '%8s'", fnames[i-1]); } fscanf(fpin, "%*[^\n] "); /* Read the sparse matrix a, the linear part of f */ for (i = 1; i <= nea; ++i) { /* For each element read row, column, A(row,column) */ fscanf(fpin, "%ld%ld%lf%*[^\n] ", &iafun[i - 1], &javar[i - 1], &a[i - 1]); } /* Read the structure of sparse matrix G, the nonlinear part of f */ for (i = 1; i <= neg; ++i) { /* For each element read row, column */ fscanf(fpin, "%ld%ld%*[^\n] ", &igfun[i - 1], &jgvar[i - 1]); } /* Read the lower and upper bounds on the variables */ for (i = 1; i <= n; ++i) { fscanf(fpin, "%lf%lf%*[^\n] ", &xlow[i - 1], &xupp[i - 1]); } /* Read the lower and upper bounds on the functions */ for (i = 1; i <= nf; ++i) { fscanf(fpin, "%lf%lf%*[^\n] ", &flow[i - 1], &fupp[i - 1]); } /* Initialise x, xstate, xmul, f, fstate, fmul */ for (i = 1; i <= n; ++i) { fscanf(fpin, "%lf", &x[i - 1]); } fscanf(fpin, "%*[^\n] "); for (i = 1; i <= n; ++i) { fscanf(fpin, "%ld", &xstate[i - 1]); } fscanf(fpin, "%*[^\n] "); for (i = 1; i <= n; ++i) { fscanf(fpin, "%lf", &xmul[i - 1]); } fscanf(fpin, "%*[^\n] "); for (i = 1; i <= nf; ++i) { fscanf(fpin, "%lf", &f[i - 1]); } fscanf(fpin, "%*[^\n] "); for (i = 1; i <= nf; ++i) { fscanf(fpin, "%ld", &fstate[i - 1]); } fscanf(fpin, "%*[^\n] "); for (i = 1; i <= nf; ++i) { fscanf(fpin, "%lf", &fmul[i - 1]); } fscanf(fpin, "%*[^\n] "); /* Call nag_opt_sparse_nlp_init (e04vgc) to initialise e04vhf. */ /* nag_opt_sparse_nlp_init (e04vgc). * Initialization function for nag_opt_sparse_nlp_solve (e04vhc) */ nag_opt_sparse_nlp_init(&state, &fail); if (fail.code != NE_NOERROR) { fprintf( fpout, "Initialisation of nag_opt_sparse_nlp_init (e04vgc) failed.\n%s\n", fail.message); exit_status = 1; goto END; } /* By default e04vhf does not print monitoring */ /* information. Call nag_open_file (x04acc) to set the print file fileid */ /* nag_open_file (x04acc). * Open unit number for reading, writing or appending, and * associate unit with named file */ if (outfile) fclose(fpout); nag_open_file(outfile, 2, &fileid, &fail); /* nag_opt_sparse_nlp_option_set_integer (e04vmc). * Set a single option for nag_opt_sparse_nlp_solve (e04vhc) * from an integer argument */ nag_opt_sparse_nlp_option_set_integer("Print file", fileid, &state, &fail); /* Solve the problem. */ /* nag_opt_sparse_nlp_solve (e04vhc). * General sparse nonlinear optimizer */ nag_opt_sparse_nlp_solve(start, nf, n, nxname, nfname, objadd, objrow, prob, usrfun, iafun, javar, a, lena, nea, igfun, jgvar, leng, neg, xlow, xupp, xnames, flow, fupp, fnames, x, xstate, xmul, f, fstate, fmul, &ns, &ninf, &sinf, &state, &comm, &fail); if (outfile && !(fpout = fopen(outfile, "a"))) { exit_status = 2; goto END; } if (fail.code == NE_NOERROR) { fprintf(fpout, "Final objective value = %11.1f\n", f[objrow - 1]); fprintf(fpout, "Optimal X = "); for (i = 1; i <= n; ++i) { fprintf(fpout, "%9.2f%s", x[i - 1], i%7 == 0 || i == n?"\n":" "); } } else { fprintf(fpout, "Error message from nag_opt_sparse_nlp_solve (e04vhc).\n%s\n", fail.message); exit_status = 1; goto END; } nag_close_file(fileid, &fail); if (fail.code != NE_NOERROR) { exit_status = 2; } END: if (fpin != stdin) fclose(fpin); if (fpout != stdout) fclose(fpout); for (i = 0; i < nxname; i++) { NAG_FREE(xnames[i]); } for (i = 0; i < nfname; i++) { NAG_FREE(fnames[i]); } if (fnames) NAG_FREE(fnames); if (xnames) NAG_FREE(xnames); if (a) NAG_FREE(a); if (f) NAG_FREE(f); if (flow) NAG_FREE(flow); if (fmul) NAG_FREE(fmul); if (fupp) NAG_FREE(fupp); if (x) NAG_FREE(x); if (xlow) NAG_FREE(xlow); if (xmul) NAG_FREE(xmul); if (xupp) NAG_FREE(xupp); if (fstate) NAG_FREE(fstate); if (iafun) NAG_FREE(iafun); if (igfun) NAG_FREE(igfun); if (iw) NAG_FREE(iw); if (javar) NAG_FREE(javar); if (jgvar) NAG_FREE(jgvar); if (xstate) NAG_FREE(xstate); return exit_status; } static void NAG_CALL usrfun(Integer *status, Integer n, const double x[], Integer needf, Integer nf, double f[], Integer needg, Integer leng, double g[], Nag_Comm *comm) { /* Parameter adjustments */ #define X(I) x[(I) -1] #define F(I) f[(I) -1] #define G(I) g[(I) -1] /* Function Body */ if (needf > 0) { /* The nonlinear components of F_i(x) need to be assigned, */ /* for i = 1 to nf */ F(1) = sin(-X(1) - .25) * 1e3 + sin(-X(2) - .25) * 1e3; F(2) = sin(X(1) - .25) * 1e3 + sin(X(1) - X(2) - .25) * 1e3; F(3) = sin(X(2) - X(1) - .25) * 1e3 + sin(X(2) - .25) * 1e3; /* N.B. in this example there is no need to assign for the wholly */ /* linear components f_4(x) and f_5(x). */ F(6) = X(3) * (X(3) * X(3)) * 1e-6 + X(4) * (X(4) * X(4)) * 2e-6 / 3.; } if (needg > 0) { /* The derivatives of the function F_i(x) need to be assigned. * G(k) should be set to partial derivative df_i(x)/dx_j where * i = IGFUN(k) and j = IGVAR(k), for k = 1 to leng. */ G(1) = cos(-X(1) - .25) * -1e3; G(2) = cos(-X(2) - .25) * -1e3; G(3) = cos(X(1) - .25) * 1e3 + cos(X(1) - X(2) - .25) * 1e3; G(4) = cos(X(1) - X(2) - .25) * -1e3; G(5) = cos(X(2) - X(1) - .25) * -1e3; G(6) = cos(X(2) - X(1) - .25) * 1e3 + cos(X(2) - .25) * 1e3; G(7) = X(3) * X(3) * 3e-6; G(8) = X(4) * X(4) * 2e-6; } return; } /* usrfun */