/* nag_opt_nlp_option_set_file (e04wec) 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 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 objfun(Integer *mode, Integer n, const double x[],
                   double *objf, double grad[], Integer nstate, Nag_Comm *comm);

int main(void)
{

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

  /* Arrays */
  double *a=0, *bl=0, *bu=0, *ccon=0, *cjac=0, *clamda=0, *grad=0, *hess=0;
  double *ruser=0, *x=0;
  Integer *istate=0, *iuser=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("%s", "nag_opt_sparse_nlp_option_set_file (e04wec) Example Program"
          " Results");
  Vprintf("\n");

  /* This program demonstrates the use of routines to set and get values of
   * optional parameters associated with nag_opt_nlp_solve (e04wdc).
   */

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


  Vscanf("%ld %ld %ld ", &n, &nclin, &ncnln);
  Vscanf("%*[^\n] ");

  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)) ||
           !(ruser = NAG_ALLOC(1, double)) ||
           !(x = NAG_ALLOC(n, double)) ||
           !(istate = NAG_ALLOC(nctotal, Integer)) ||
           !(iuser = NAG_ALLOC(1, 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;
    }

  /* Use nag_opt_nlp_option_set_integer (e04wgc) to set the Integer-valued
   *  option 'Print file' */
  /* 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);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_nlp_option_set_integer (e04wgc) failed to set Print"
              " File\n");
      exit_status = 1;
      goto END;
    }

  /* Use nag_opt_sparse_nlp_option_set_file (e04wec) to read some options from
   * the end of the input data file. Call nag_open_file (x04acc) to set the
   * stdin fileid.
   */
  /* nag_open_file (x04acc), see above. */
  nag_open_file("", 0, &fileid, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Fileid could not be obtained.\n");
      exit_status = 1;
      goto END;
    }
  /* nag_opt_nlp_option_set_file (e04wec).
   * Supply optional parameter values for nag_opt_nlp_solve
   * (e04wdc) from external file
   */
  nag_opt_nlp_option_set_file(fileid, &state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_sparse_nlp_option_set_file (e04wec) could not read input"
              " File\n");
      exit_status = 1;
      goto END;
    }

  Vprintf("\n");

  /* Use nag_opt_nlp_option_get_integer (e04wkc) to find the value of
   * Integer-valued option 'Elastic mode'.
   */
  /* nag_opt_nlp_option_get_integer (e04wkc).
   * Get the setting of an integer valued option of
   * nag_opt_nlp_solve (e04wdc)
   */
  nag_opt_nlp_option_get_integer("Elastic mode", &elmode, &state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_nlp_option_get_integer (e04wkc) failed to find the value"
              " of Elastic Mode\n");
      exit_status = 1;
      goto END;
    }
  Vprintf("%1s", "");
  Vprintf("Option 'Elastic mode' has the value ");

  Vprintf("%3ld", elmode);

  Vprintf(".");

  Vprintf("\n");

  /* Use nag_opt_nlp_option_set_double (e04whc) to set the value of real-valued
   *  option 'Infinite bound size'.
   */
  bndinf = 1e10;
  /* nag_opt_nlp_option_set_double (e04whc).
   * Set a single option for nag_opt_nlp_solve (e04wdc) from a
   * double argument
   */
  nag_opt_nlp_option_set_double("Infinite bound size", bndinf, &state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_nlp_option_set_double (e04whc) failed to set Infinite"
              " bound size\n");
      exit_status = 1;
      goto END;
    }

  /* Use nag_opt_nlp_option_get_double (e04wlc) to find the value of real-valued
   *  option 'Feasibility tolerance'.
   */
  /* nag_opt_nlp_option_get_double (e04wlc).
   * Get the setting of a double valued option of
   * nag_opt_nlp_solve (e04wdc)
   */
  nag_opt_nlp_option_get_double("Feasibility tolerance", &featol, &state,
                                &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_nlp_option_get_double (e04wlc) failed to find the value"
              " of a real-valued option\n");
      exit_status = 1;
      goto END;
    }
  Vprintf("Option 'Feasibility tolerance' has the value %13.5e.\n", featol);

  /* Use nag_opt_nlp_option_set_string (e04wfc) to set the option 'Major
   *  iterations limit'.
   */
  /* nag_opt_nlp_option_set_string (e04wfc).
   * Set a single option for nag_opt_nlp_solve (e04wdc) from a
   * character string
   */
  nag_opt_nlp_option_set_string("Major iterations limit 50", &state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("nag_opt_nlp_option_set_string (e04wfc) failed to set Major"
              " iterations limit\n");
      exit_status = 1;
      goto END;
    }

  /* 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("\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 (ruser) NAG_FREE(ruser);
  if (x) NAG_FREE(x);
  if (istate) NAG_FREE(istate);
  if (iuser) NAG_FREE(iuser);

  return exit_status;
}

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 ldcj, 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)*ldcj + 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 */