/* nag_opt_nlp (e04ucc) Example Program.
 *
 * Copyright 1996 Numerical Algorithms Group.
 *
 * Mark 4, 1996.
 * Mark 5 revised, 1998.
 * 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 *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 void ex1(void);
static void 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.
   */

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

  ex1();
  ex2();
  return EXIT_SUCCESS;
}

static void ex1(void)
{
#define NMAX 10
#define NCLIN 10
#define NCNLIN 10
#define TOTALVARS NMAX+NCLIN+NCNLIN
#define TDA NMAX

  /* Local variables */
  Integer i, j, n, tda;
  Integer nclin, ncnlin;

  double objf;
  double x[NMAX], a[NCLIN][NMAX],  bl[TOTALVARS],
  bu[TOTALVARS], objgrd[NMAX];

  Vprintf("\ne04ucc example 1: no option setting.\n");
  /* Skip heading in data file */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &n, &nclin, &ncnlin);
  if (n <= 10 && nclin <= 10 && ncnlin <= 10)
    {
      tda = NMAX;
      /* 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]");

      e04ucc(n, nclin, ncnlin, &a[0][0], tda, bl, bu,
             objfun, confun, x, &objf, objgrd,
             E04_DEFAULT, NAGCOMM_NULL, NAGERR_DEFAULT);
    }
}

static void ex2(void)
{
#define NMAX 10
#define NCLIN 10
#define NCNLIN 10
#define TOTALVARS NMAX+NCLIN+NCNLIN
#define TDA NMAX

  /* Local variables */
  Integer i, j, n, tda;
  Integer nclin, ncnlin;

  double objf;
  double x[NMAX], a[NCLIN][NMAX], bl[TOTALVARS],
  bu[TOTALVARS], objgrd[NMAX];

  Nag_E04_Opt options;

  Vprintf("\ne04ucc example 2: using option setting.\n");
  /* Skip heading in data file */
  Vscanf(" %*[^\n]");
  Vscanf("%ld%ld%ld%*[^\n]", &n, &nclin, &ncnlin);
  if (n <= 10 && nclin <= 10 && ncnlin <= 10)
    {
      tda = NMAX;
      /* 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]");

      e04xxc(&options);
      e04xyc("e04ucc", "stdin", &options, (Boolean)TRUE, "stdout", NAGERR_DEFAULT);

      e04ucc(n, nclin, ncnlin, &a[0][0], tda, bl, bu,
             objfun1, confun1, x, &objf, objgrd,
             &options, NAGCOMM_NULL, NAGERR_DEFAULT);
      e04xzc(&options, "all", NAGERR_DEFAULT);
    }
}