/* nag_opt_check_deriv (e04hcc) Example Program
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 7 revised, 2001.
 *
 */

#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 *f,
                   double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

#define NMAX 4


static void objfun(Integer n, double x[], double *objf,
                   double g[], Nag_Comm *comm)
{
  /* objfun evaluates the objective function and its derivatives. */

  double x1, x2, x3, x4;
  double tmp, tmp1, tmp2, tmp3, tmp4;

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

  /* Supply a single function value */
  tmp1 = x1 + 10.0*x2;
  tmp2 = x3 - x4;
  tmp3 = x2 - 2.0*x3, tmp3 *= tmp3;
  tmp4 = x1 - x4, tmp4 *= tmp4;
  *objf = tmp1*tmp1 + 5.0*tmp2*tmp2 + tmp3*tmp3 + 10.0*tmp4*tmp4;

  if (comm->flag != 0)
    {
      /* Calculate the derivatives */
      tmp = x1 - x4;
      g[0] = 2.0*(x1 + 10.0*x2) + 40.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[1] = 20.0*(x1 + 10.0*x2) + 4.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[2] = 10.0*(x3 - x4) - 8.0*tmp*tmp*tmp;
      tmp = x1 - x4;
      g[3] = 10.0*(x4 - x3) - 40.0*tmp*tmp*tmp;
    }
}                               /* objfun */

int main(void)
{
  double x[NMAX], g[NMAX];

  double objf;
  Integer i, n;
  static NagError fail;

  fail.print = TRUE;

  Vprintf("e04hcc Example Program Results.\n");

  n = NMAX;
  x[0] = 1.46;
  x[1] = -0.82;
  x[2] = 0.57;
  x[3] = 1.21;

  Vprintf("\nThe test point is:\n");
  for (i = 0; i < n; ++i)
    Vprintf(" %8.4f", x[i]);
  Vprintf("\n");

  /* Call derivative checker */
  e04hcc(n, objfun, x, &objf, g, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR) return EXIT_FAILURE;

  Vprintf("\nFirst derivatives are consistent with function values.\n\n");
  Vprintf("At the test point, objfun gives the function value %11.4e\n", objf);
  Vprintf("and the 1st derivatives\n\n");
  for (i = 0; i < n; ++i)
    Vprintf("  %9.3e ", g[i]);
  Vprintf("\n");
  return EXIT_SUCCESS;
}