/* nag_opt_nlp_solve (e04wdc) Example Program.
 *
 * Copyright 2004 Numerical Algorithms Group.
 *
 * Mark 8, 2004.
 */
#include <stdio.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagx04.h>

static void NAG_CALL confun(Integer *mode, Integer ncnln, Integer n,
                            Integer ldcj, const Integer needc[],
                            const double x[], double ccon[], double cjac[],
                            Integer nstate, Nag_Comm *comm);

static void NAG_CALL objfun(Integer *mode, Integer n, const double x[],
                            double *objf, double grad[], Integer nstate,
                            Nag_Comm *comm);

int main(void)
{

  /* Scalars */
  double objf;
  Integer exit_status, i, j, majits, n, nclin, ncnln, nctotal, pda, pdcj, pdh;

  /* Arrays */
  double *a=0, *bl=0, *bu=0, *ccon=0, *cjac=0, *clamda=0, *grad=0, *hess=0;
  double *x=0;
  Integer *istate=0;

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

#define A(I,J) a[(I-1)*pda + J - 1]

  exit_status = 0;
  INIT_FAIL(fail);
  Vprintf("nag_opt_nlp_solve (e04wdc) Example Program Results\n");

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

  Vscanf("%ld%ld%ld%*[^\n] ",   &n,  &nclin,  &ncnln);
  if (n >0 && nclin >= 0 && ncnln >= 0)
    {
      /* Allocate memory */
      nctotal = n + nclin + ncnln;
      if ( !(a = NAG_ALLOC(ncnln*n, double)) ||
           !(bl = NAG_ALLOC(nctotal, double)) ||
           !(bu = NAG_ALLOC(nctotal, double)) ||
           !(ccon = NAG_ALLOC(ncnln, double)) ||
           !(cjac = NAG_ALLOC(ncnln*n, double)) ||
           !(clamda = NAG_ALLOC(nctotal, double)) ||
           !(grad = NAG_ALLOC(n, double)) ||
           !(hess = NAG_ALLOC(n*n, double)) ||
           !(x = NAG_ALLOC(n, double)) ||
           !(istate = NAG_ALLOC(nctotal, Integer))  )
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
      pda = n;
      pdcj = n;
      pdh = n;

      /* Read a, bl, bu and x from data file */
      if (nclin > 0)
        {

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

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

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

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

      /* Call nag_opt_nlp_init (e04wcc) to initialise e04wdc. */
      /* nag_opt_nlp_init (e04wcc).
       * Initialization function for nag_opt_nlp_solve (e04wdc)
       */
      nag_opt_nlp_init(&state, &fail);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Initialisation of nag_opt_nlp_init (e04wcc) failed.\n");
          exit_status = 1;
          goto END;
        }

      /* By default nag_opt_nlp_solve (e04wdc) 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);
      if (fail.code != NE_NOERROR)
        {
          Vprintf("Fileid could not be obtained.\n");
          exit_status = 1;
          goto END;
        }
      /* nag_opt_nlp_option_set_integer (e04wgc).
       * Set a single option for nag_opt_nlp_solve (e04wdc) from
       * an integer argument
       */
      nag_opt_nlp_option_set_integer("Print file", fileid, &state, &fail);

      /* Solve the problem. */
      /* nag_opt_nlp_solve (e04wdc).
       * Solves the nonlinear programming (NP) problem
       */
      nag_opt_nlp_solve(n, nclin, ncnln, n, n, n, a, bl, bu,
                        confun, objfun, &majits, istate, ccon, cjac, clamda,
                        &objf, grad, hess, x, &state, &comm, &fail);

      if (fail.code == NE_NOERROR)
        {
          Vprintf("\n\nFinal objective value = %11.3f\n",   objf);

          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_nlp_solve (e04wdc) %s\n",
                   fail.message);
        }
    }
 END:
  if (a) NAG_FREE(a);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (ccon) NAG_FREE(ccon);
  if (cjac) NAG_FREE(cjac);
  if (clamda) NAG_FREE(clamda);
  if (grad) NAG_FREE(grad);
  if (hess) NAG_FREE(hess);
  if (x) NAG_FREE(x);
  if (istate) NAG_FREE(istate);


  return exit_status;
}

#undef A


static void objfun(Integer *mode, Integer n, const double x[],
                   double *objf, double grad[], Integer nstate,  Nag_Comm *comm)
{
  /* Routine to evaluate objective function and its 1st derivatives. */

  /* Function Body */
  if (*mode == 0 || *mode == 2)
    {
      *objf = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
    }

  if (*mode == 1 || *mode == 2)
    {
      grad[0] = x[3] * (x[0] * 2. + x[1] + x[2]);
      grad[1] = x[0] * x[3];
      grad[2] = x[0] * x[3] + 1.;
      grad[3] = x[0] * (x[0] + x[1] + x[2]);
    }

  return;
} /* objfun */


static void confun(Integer *mode, Integer ncnln, Integer n,
                   Integer pdcj, const Integer needc[], const double x[],
                   double ccon[], double cjac[], Integer nstate,
                   Nag_Comm *comm)
{
  /* Scalars */
  Integer i, j;

#define CJAC(I,J) cjac[(I-1)*pdcj + J-1]

  /* Routine to evaluate the nonlinear constraints and their 1st */
  /* derivatives. */


  /* Function Body */
  if (nstate == 1)
    {
      /* First call to confun.  Set all Jacobian elements to zero. */
      /* Note that this will only work when 'Derivative Level = 3' */
      /* (the default; see Section 11.2). */
      for (j = 1; j <= n; ++j)
        {
          for (i = 1; i <= ncnln; ++i)
            {
              CJAC(i, j) = 0.;
            }
        }
    }

  if (needc[0] > 0)
    {
      if (*mode == 0 || *mode == 2)
        {
          ccon[0] = x[0] * x[0] + x[1] * x[1] + x[2] * x[2] + x[3] * x[3];
        }
      if (*mode == 1 || *mode == 2)
        {
          CJAC(1, 1) = x[0] * 2.;
          CJAC(1, 2) = x[1] * 2.;
          CJAC(1, 3) = x[2] * 2.;
          CJAC(1, 4) = x[3] * 2.;
        }
    }

  if (needc[1] > 0)
    {
      if (*mode == 0 || *mode == 2)
        {
          ccon[1] = x[0] * x[1] * x[2] * x[3];
        }
      if (*mode == 1 || *mode == 2)
        {
          CJAC(2, 1) = x[1] * x[2] * x[3];
          CJAC(2, 2) = x[0] * x[2] * x[3];
          CJAC(2, 3) = x[0] * x[1] * x[3];
          CJAC(2, 4) = x[0] * x[1] * x[2];
        }
    }

  return;
} /* confun */

#undef CJAC