/* nag_opt_bounds_no_deriv (e04jbc) Example Program
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 7 revised, 2001.
 *
 */

#include <nag.h>
#include <math.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagx02.h>

#ifdef __cplusplus
extern "C" {
#endif
static void objfun(Integer n, double x[], double *f,
                   double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static void ex1(void);
static void ex2(void);

#define NMAX 4

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

  Vprintf("e04jbc Example Program Results.\n");
  ex1();
  ex2();
  return EXIT_SUCCESS;
}

static void objfun(Integer n, double x[], double *objf,
                   double g[], Nag_Comm *comm)
{
  /* Routine to evaluate objective function. */

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

  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;
  *objf = a*a + 5.0*b*b + c*c + 10.0*d*d;
}                               /* objfun */

static void ex1(void)
{
  double x[NMAX], g[NMAX], bl[NMAX], bu[NMAX];

  double objf;
  Integer n;
  Nag_BoundType bound;
  static NagError fail;

  Vprintf("\ne04jbc example 1: no option setting.\n");

  fail.print = TRUE;

  n = NMAX;
  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

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

  /* Call optimization routine */
  e04jbc(n, objfun, bound, bl, bu, x, &objf,
         g, E04_DEFAULT, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR && fail.code != NW_COND_MIN) exit(EXIT_FAILURE);
} /* ex1 */


static void ex2(void)
{
  double x[NMAX], g[NMAX], bl[NMAX], bu[NMAX];

  Boolean print;
  double objf;
  Integer n;
  Nag_BoundType bound;
  Nag_E04_Opt options;
  static NagError fail, fail2;

  Vprintf("\n\ne04jbc example 2: using option setting.\n");

  fail.print = TRUE;
  fail2.print = TRUE;

  n = NMAX;
  x[0] = 3.0;
  x[1] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

  /* Initialise options structure */
  e04xxc(&options);

  options.optim_tol = 100*sqrt(X02AJC); /* Specify accuracy of solution */

  /* Read remaining option values from file */
  print = TRUE;
  e04xyc("e04jbc", "stdin", &options, print, "stdout", &fail);

  if (fail.code == NE_NOERROR)
    {
      /* Set bounds on variables */
      bound = Nag_Bounds;
      bl[0] = 1.0;
      bu[0] = 3.0;
      bl[1] = -2.0;
      bu[1] = 0.0;
      /* x[2] is not bounded, so we set bl[2] to a large negative
       * number and bu[2] to a large positive number
       */
      bl[2] = -1.0e10;
      bu[2] = 1.0e10;
      bl[3] = 1.0;
      bu[3] = 3.0;

      /* Call optimization routine */
      e04jbc(n, objfun, bound, bl, bu, x, &objf,
             g, &options, NAGCOMM_NULL, &fail);

      /* Free Nag allocated memory */
      e04xzc(&options, "all", &fail2);
    }
  if ((fail.code != NE_NOERROR && fail.code != NW_COND_MIN)
      || fail2.code != NE_NOERROR) exit(EXIT_FAILURE);
} /* ex2 */