/* nag_opt_bounds_qa_no_deriv (e04jcc) Example Program.
 *
 * Copyright 2011 Numerical Algorithms Group.
 *
 * Mark 23, 2011.
 *
 */

#include <nag.h>
#include <math.h>
#include <stdio.h>
#include <string.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagx04.h>

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL objfun(Integer n, const double x[], double *f,
                            Nag_Comm *comm, Integer *inform);
static void NAG_CALL monfun(Integer n, Integer nf, const double x[], double f,
                            double rho, Nag_Comm *comm, Integer *inform);
#ifdef __cplusplus
}
#endif

int main(void)
{
  Integer       exit_status = 0;
  double        rhobeg, rhoend, f;
  Integer       i, n, nf, npt, maxcal;
  double        *bl = 0, *bu = 0, *x = 0;
  NagError      fail;
  Nag_Comm    comm;

  INIT_FAIL(fail);

  printf("nag_opt_bounds_qa_no_deriv (e04jcc) Example Program Results\n");

  maxcal = 500;
  rhobeg = 1.0e-1;
  rhoend = 1.0e-6;
  n = 4;
  npt = 2*n + 1;

  if (!(x = NAG_ALLOC(n, double)) ||
      !(bl = NAG_ALLOC(n, double)) ||
      !(bu = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }

  /* Set bounds on variables */
  /* x[2] is not bounded, so we set bl[2] to a large negative
   * number and bu[2] to a large positive number
   */
  bl[0] = 1.0;
  bl[1] = -2.0;
  bl[2] = -1.0e10;
  bl[3] = 1.0;
  bu[0] = 3.0;
  bu[1] = 0.0;
  bu[2] = 1.0e10;
  bu[3] = 3.0;
  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

  /* Call optimization routine */
  /* nag_opt_bounds_qa_no_deriv (e04jcc).
     Bound-constrained optimization by quadration approximations. */
  /* Pass monfun instead of NULL to output monitoring information */
  nag_opt_bounds_qa_no_deriv(objfun, n, npt, x, bl, bu, rhobeg, rhoend,
                             NULL, maxcal, &f, &nf, &comm, &fail);

  if (fail.code == NE_NOERROR ||
      fail.code == NE_TOO_MANY_FEVALS ||
      fail.code == NE_TR_STEP_FAILED ||
      fail.code == NE_RESCUE_FAILED ||
      fail.code == NE_USER_STOP)
    {

      if (fail.code == NE_NOERROR)
        {
          printf("Successful exit.\n");
        }

      printf("Function value at lowest point found is %13.5f\n", f);
      printf("The corresponding x is:");

      for (i = 0; i <= n-1; ++i)
        {
          printf(" %13.5f", x[i]);
        }

      printf("\n");
    }
  else
    {
      exit_status = 1;
    }

  if (fail.code != NE_NOERROR)
    {
      printf("%s\n", fail.message);
    }

 END:
  if (x) NAG_FREE(x);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);

  return exit_status;
}

static void NAG_CALL objfun(Integer n, const double x[], double *f,
                            Nag_Comm *comm, Integer *inform)
{
  /* Routine to evaluate objective function. */

  double a, b, c, d, x1, x2, x3, x4;

  *inform = 0;
  x1 = x[0];
  x2 = x[1];
  x3 = x[2];
  x4 = x[3];

  /* Supply a single function value */
  a = x1 + 10.0*x2;
  b = x3 - x4;
  c = x2 - 2.0*x3, c *= c;
  d = x1 - x4, d *= d;
  *f = a*a + 5.0*b*b + c*c + 10.0*d*d;
}

static void NAG_CALL monfun(Integer n, Integer nf, const double x[], double f,
                            double rho, Nag_Comm *comm, Integer *inform)
{
  /* Monitoring routine */
  Integer j;

  *inform = 0;
  printf("\nNew rho = %13.5f, number of function evaluations = %16"
          NAG_IFMT "\n", rho, nf);
  printf("Current function value = %13.5f\n", f);
  printf("\nThe corresponding x is:\n");
  for (j = 0; j <= n-1; ++j)
    {
      printf(" %13.5e", x[j]);
    }
  printf("\n");
}