/* nag_nag_opt_sparse_nlp_solve (e04vhc) Example Program.
 *
 * Copyright 2004 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */

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

static void usrfun(Integer *status, Integer n, const double x[],
                   Integer needf, Integer nf, double f[], Integer needg,
                   Integer leng, double g[], Nag_Comm *comm);

int main(void)
{

  /* Scalars */
  double objadd, sinf;
  Integer exit_status, i, lena, leng, n, nea, neg, nf, nfname, ninf, ns, nxname;
  Integer objrow, start_int;

  /* Arrays */
  char  **fnames=0, **xnames=0;
  char prob[9];
  double *a=0, *f=0, *flow=0, *fmul=0, *fupp=0, *x=0, *xlow=0, *xmul=0, *xupp=0;
  Integer *fstate=0, *iafun=0, *igfun=0, *iw=0, *javar=0, *jgvar=0, *xstate=0;

  /*Nag Types*/
  Nag_E04State state;
  NagError fail;
  Nag_Start start;
  Nag_Comm comm;
  Nag_FileID fileid;

  exit_status = 0;
  INIT_FAIL(fail);
  Vprintf("nag_opt_sparse_nlp_solve (e04vhc) Example Program Results\n");

  /* Skip heading in data file */
  Vscanf("%*[^\n] ");
  Vscanf("%ld%ld%*[^\n] ", &n, &nf);

  Vscanf("%ld%ld%ld%ld%*[^\n] ",
         &nea,  &neg,  &objrow,  &start_int);

  if (n > 0 && nf > 0 && nea >= 0 && neg >= 0)
    {
      if (start_int == 0)
        {
          start = Nag_Cold;
        }
      else
        {
          start = Nag_Warm;
        }
      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)) )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      Vprintf("Invalid n or nf or nea or neg\n");
      exit_status = 1;
      goto END;
    }
  objadd = 0.;
  strcpy(prob, "");

  /* Read the variable names xnames */
  for (i = 1; i <= nxname; ++i)
    {
      xnames[i-1] = NAG_ALLOC(9, char);
      Vscanf(" ' %8s '", xnames[i-1]);
    }
  Vscanf("%*[^\n] ");

  /* Read the function names fnames */
  for (i = 1; i <= nfname; ++i)
    {
      fnames[i -1] = NAG_ALLOC(9, char);
      Vscanf(" '%8s'", fnames[i-1]);
    }
  Vscanf("%*[^\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) */
      Vscanf("%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 */
      Vscanf("%ld%ld%*[^\n] ",   &igfun[i - 1],  &jgvar[i - 1]);
    }

  /* Read the lower and upper bounds on the variables */
  for (i = 1; i <= n; ++i)
    {
      Vscanf("%lf%lf%*[^\n] ",   &xlow[i - 1],  &xupp[i - 1]);
    }

  /* Read the lower and upper bounds on the functions */
  for (i = 1; i <= nf; ++i)
    {
      Vscanf("%lf%lf%*[^\n] ",   &flow[i - 1],  &fupp[i - 1]);
    }

  /* Initialise x, xstate, xmul, f, fstate, fmul */
  for (i = 1; i <= n; ++i)
    {
      Vscanf("%lf", &x[i - 1]);
    }
  Vscanf("%*[^\n] ");


  for (i = 1; i <= n; ++i)
    {
      Vscanf("%ld", &xstate[i - 1]);
    }
  Vscanf("%*[^\n] ");


  for (i = 1; i <= n; ++i)
    {
      Vscanf("%lf", &xmul[i - 1]);
    }
  Vscanf("%*[^\n] ");

  for (i = 1; i <= nf; ++i)
    {
      Vscanf("%lf", &f[i - 1]);
    }
  Vscanf("%*[^\n] ");


  for (i = 1; i <= nf; ++i)
    {
      Vscanf("%ld", &fstate[i - 1]);
    }
  Vscanf("%*[^\n] ");

  for (i = 1; i <= nf; ++i)
    {
      Vscanf("%lf", &fmul[i - 1]);
    }
  Vscanf("%*[^\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)
    {
      Vprintf("Initialisation of nag_opt_sparse_nlp_init (e04vgc) failed.\n");
      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
   */
  nag_open_file("", 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 (fail.code == NE_NOERROR)
    {
      Vprintf("Final objective value = %11.1f\n",   f[objrow - 1]);
      Vprintf("Optimal X = ");

      for (i = 1; i <= n; ++i)
        {
          Vprintf("%9.2f%s", x[i - 1], i%7 == 0 || i == n ?"\n":" ");
        }
    }
  else
    {
      Vprintf ("Error message from nag_opt_sparse_nlp_solve (e04vhc) %s\n",
               fail.message);
    }

 END:
  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 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 */