Example description
/* E04WB_P0W_F C++ Header Example Program.
 *
 * Copyright 2019 Numerical Algorithms Group.
 * Mark 27, 2019.
 */

#include <nag.h>
#include <nagad.h>
#include <stdio.h>
#include <math.h>
#include <iostream>
#include <string>
using namespace std;

extern "C"
{
  static void NAG_CALL objfun(void* &ad_handle, Integer &mode,
                              const Integer &m, const Integer &n,
                              const Integer &ldfj, const Integer &needfi,
                              const double x[], double f[], double fjac[],
                              const Integer &nstate, Integer iuser[],
                              double ruser[]);
  static void NAG_CALL confun(void* &ad_handle, Integer &mode,
                              const Integer &ncnln, const Integer &n,
                              const Integer &ldcj, const Integer needc[],
                              const double x[], double c[], double cjac[],
                              const Integer &nstate, Integer iuser[],
                              double ruser[]);
}

int main(void)
{
  // Scalars
  int               exit_status = 0;

  cout << "E04WB_P0W_F C++ Header Example Program Results\n\n";

  Integer ifail = 0;
  void    *ad_handle = 0;

  // Skip first line of data file
  string mystr;
  getline (cin, mystr);

  // Read problem sizes
  Integer m, n, nclin, ncnln;
  cin >> m;
  cin >> n;
  cin >> nclin;
  cin >> ncnln;

  Integer liwork = 3*n + nclin + 2*ncnln;
  Integer lda = nclin, sda = n, ldcj = ncnln, ldfj = m, ldr = n;
  Integer lwork;

  lwork = 20*n + m*(n+3);
  if (nclin>0) {
    lwork = lwork + 2*n*n + 11*nclin;
  }
  if (ncnln>0) {
    lwork = lwork + n*nclin + (2*n+21)*ncnln;
  }
  Integer lb = n + nclin + ncnln;
  double  *a=0,    *bl=0,     *bu=0, *y=0, *c=0, *cjac=0, *f=0;
  double  *fjac=0, *clamda=0, *r=0,  *x=0, *work=0, *rwsav=0;
  Integer *istate=0, *iwork=0, *iwsav=0;
  logical *lwsav=0;
  a      = new double  [lda*sda];
  bl     = new double  [lb];
  bu     = new double  [lb];
  y      = new double  [m];
  c      = new double  [ncnln];
  cjac   = new double  [ncnln*n];
  f      = new double  [m];
  fjac   = new double  [m*n];
  clamda = new double  [lb];
  r      = new double  [ldr*n];
  x      = new double  [n];
  work   = new double  [lwork];
  rwsav  = new double  [475];
  lwsav  = new logical [120];
  istate = new Integer [lb];
  iwork  = new Integer [liwork];
  iwsav  = new Integer [610];
  
  // Read problem parameters and register for differentiation
  for (int i=0; i<nclin; i++) {
    for (int j=0; j<sda; j++) {
      Integer k = i + j*nclin;
      cin >> a[k];
    }
  }
  for (int i=0; i<m; i++) {
      cin >> y[i];
  }
  for (int i=0; i<lb; i++) {
    cin >> bl[i];
  }
  for (int i=0; i<lb; i++) {
    cin >> bu[i];
  }
  for (int i=0; i<n; i++) {
    cin >> x[i];
  }

  double ruser[44] = {8.0,8.0,10.0,10.0,10.0,10.0,12.0,12.0,12.0,12.0,14.0,14.0,
                      14.0,16.0,16.0,16.0,18.0,18.0,20.0,20.0,20.0,22.0,22.0,
                      22.0,24.0,24.0,24.0,26.0,26.0,26.0,28.0,28.0,30.0,30.0,
                      30.0,32.0,32.0,34.0,36.0,36.0,38.0,38.0,40.0,42.0};
  // Initialize sav arrays
  ifail = 0;
  char cwsav[1];
  e04wb_p0w_f_("E04USA",cwsav,1,lwsav,120,iwsav,610,rwsav,475,ifail,6,1);
    
  // Solve the problem
  Integer iter, iuser[1];
  double  objf;
  ifail = -1;
  e04us_p0w_f_(ad_handle,m,n,nclin,ncnln,lda,ldcj,ldfj,ldr,a,bl,bu,y,
               confun,objfun,iter,istate,c,cjac,f,fjac,clamda,objf,r,
               x,iwork,liwork,work,lwork,iuser,ruser,lwsav,iwsav,rwsav,ifail);
    
  // Primal results
  cout.setf(ios::scientific,ios::floatfield);
  if (ifail==0 || ifail>1) {
    cout.precision(4);
    cout << "\n Optimal objective function value = ";
    cout.width(12); cout << objf;
    cout << "\n Solution point = ";
    for (int i=0; i<n; i++) {
      cout.width(12); cout << x[i];
    }
    cout << endl;
  } else {
    cout << "e04us_p0w_f_ failed with ifail = " << ifail << endl;
  }
  
  delete [] a;
  delete [] bl;
  delete [] bu;
  delete [] y;
  delete [] c;
  delete [] cjac;
  delete [] f;
  delete [] fjac;
  delete [] clamda;
  delete [] r;
  delete [] x;
  delete [] work;
  delete [] rwsav;
  delete [] lwsav;
  delete [] istate;
  delete [] iwork;
  delete [] iwsav;
  return exit_status;
}

static void NAG_CALL objfun(void* &ad_handle, Integer &mode,
                            const Integer &m, const Integer &n,
                            const Integer &ldfj, const Integer &needfi,
                            const double x[], double f[], double fjac[],
                            const Integer &nstate, Integer iuser[],
                            double ruser[])
{
  double x1, x2;
  x1 = x[0];
  x2 = x[1];

  if (mode==0 && needfi>0) {
    f[needfi-1] = x1 + (0.49-x1)*exp(-x2*(ruser[needfi-1]-8.0));
  } else {
    for (int i=0; i<m; ++i) {
      double ai   = ruser[i] - 8.0;
      double temp = exp(-x2*ai);

      if (mode==0 || mode==2) {
        f[i] = x1 + (0.49-x1)*temp;
      }
      if (mode==1 || mode==2) {
        fjac[i] = 1.0 - temp;
        fjac[i+m] = -(0.49-x1)*ai*temp;
      }
    }
  }
  return;
}
static void NAG_CALL confun(void* &ad_handle, Integer &mode,
                            const Integer &ncnln, const Integer &n,
                            const Integer &ldcj, const Integer needc[],
                            const double x[], double c[], double cjac[],
                            const Integer &nstate, Integer iuser[],
                            double ruser[])
{
  if (nstate==1) {
    for (int i = 0; i<ncnln*n; ++i) {
      cjac[i] = 0.0;
    }
  }
  if (needc[0]>0) {
    if (mode==0 || mode==2) {
      c[0] = -0.09 - x[0]*x[1] + 0.49*x[1];
    }
    if (mode==1 || mode==2) {
      cjac[0] = -x[1];
      cjac[ncnln] = -x[0] + 0.49;
    }
  }
  return;
}