/* nag_opt_bounds_deriv(e04kbc) Example Program
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 6 revised, 2000.
 * Mark 7, revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>

#ifdef E04KBC
  static void objfun(Integer n, double x[], double *f,
                     double g[], Nag_Comm *comm);
#else
  static void objfun(Integer *mode, Integer n, const double x[], double *objf,
			 double g[], Integer nstate, Nag_Comm *comm);
#endif

#define NMAX 4

int main(void)
{  

  Integer exit_status=0, n;
  Integer nclin, ncnln, majits;
  NagError fail;
  Nag_BoundType bound;
  Nag_E04State state;
  Nag_FileID fileid;
  double *bl=0, *bu=0, *g=0, objf, *x=0;
  double *hess, *clamda;
  Integer i, *istate;
  Nag_Comm comm;
  double a[1], ccon[1], cjac[1];

  INIT_FAIL(fail);
  Vprintf("e04kbc Example Program Results.\n");
  n = NMAX;

  if (n>=1)
    {
      if ( !( x = NAG_ALLOC(n, double)) ||
           !( g = NAG_ALLOC(n, double)) ||
           !( bl = NAG_ALLOC(n, double)) ||
           !( bu = NAG_ALLOC(n, double)) ||
	   !(clamda = NAG_ALLOC(n, double)) ||
	   !(hess = NAG_ALLOC(n*n, double)) ||
	   !(istate = NAG_ALLOC(n, Integer))
	   ) 
        {
          Vprintf("Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      Vprintf("Invalid n.\n");
      exit_status = 1;
      return exit_status;
    }
  x[0] = 3.0;
  x[1] = -0.9;
  x[2] = 0.13;
  x[3] = 1.1;

  /* Set bounds on variables */
  bound = Nag_Bounds;
  bl[0] = 1.0;
  bu[0] = 3.0;
  bl[1] = -2.0;
  bu[1] = 0.0;
  /* Third variable is not bounded, so third lower bound
   * is set to a large negative number and third upper
   * bound to a large positive number.
   */
  bl[2] = -1.0e10;
  bu[2] = 1.0e10;
  bl[3] = 1.0;
  bu[3] = 3.0;

#ifdef E04KBC
  /* Call optimization routine */
  e04kbc(n, objfun, bound, bl, bu, x, &objf,
         g, E04_DEFAULT, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error/Warning from e04kbc.\n%s\n", fail.message);
      if (fail.code != NW_COND_MIN)
        exit_status = 1;
      goto END;
    }
#else
  e04wcc(&state, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Initialisation of e04wcc failed.\n");
      exit_status = 1;
	  goto END;
    }
      x04acc("", 2, &fileid, &fail);
      if (fail.code != NE_NOERROR)
	{
	  Vprintf("Fileid could not be obtained.\n");
	  exit_status = 1;
	  goto END;
	}
      e04wgc("Print file", fileid, &state, &fail);

        /* Solve the problem. */
  nclin=0;
  ncnln=0;
  e04wdc(n, nclin, ncnln, n, n, n, a, bl, bu, 
              0, objfun, &majits, istate, ccon, cjac, clamda, 
              &objf, g, hess, x, &state, &comm, &fail);

      if (fail.code != NE_NOERROR)
	{
	  Vprintf ("Error message from e04wdc %s\n", fail.message);
	}

#endif
 END:
  if (x) NAG_FREE(x);
  if (g) NAG_FREE(g);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  if (clamda) NAG_FREE(clamda);
  if (hess) NAG_FREE(hess);
  if (istate) NAG_FREE(istate);
	
  return exit_status;
}
#ifdef E04KBC
static void objfun(Integer n, double x[], double *objf,
                   double g[], Nag_Comm *comm)
#else 
static void objfun(Integer *mode, Integer n, const double x[], double *objf,
                   double g[], Integer nstate, Nag_Comm *comm)
#endif
{
  /* Routine to evaluate objective function. */

  double x1, x2, x3, x4;
  double tmp, tmp1, tmp2, tmp3, tmp4;

  x1 = x[0];
  x2 = x[1];
  x3 = x[2];
  x4 = x[3];

  /* Supply a single function value */
  tmp1 = x1 + 10.0*x2;
  tmp2 = x3 - x4;
  tmp3 = x2 - 2.0*x3, tmp3 *= tmp3;
  tmp4 = x1 - x4, tmp4 *= tmp4;
#ifdef E04KBC
  *objf = tmp1*tmp1 + 5.0*tmp2*tmp2 + tmp3*tmp3 + 10.0*tmp4*tmp4;

  if (comm->flag != 0)
#else
  if (*mode == 0 || *mode == 2)
    *objf = tmp1*tmp1 + 5.0*tmp2*tmp2 + tmp3*tmp3 + 10.0*tmp4*tmp4;
  if (*mode == 1 || *mode == 2)
#endif
    {
      tmp = x1 - x4;
      g[0] = 2.0*(x1 + 10.0*x2) + 40.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[1] = 20.0*(x1 + 10.0*x2) + 4.0*tmp*tmp*tmp;
      tmp = x2 - 2.0*x3;
      g[2] = 10.0*(x3 - x4) - 8.0*tmp*tmp*tmp;
      tmp = x1 - x4;
      g[3] = 10.0*(x4 - x3) - 40.0*tmp*tmp*tmp;
    }
}                               /* objfun */