/* nag_opt_bounds_no_deriv (e04jbc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <math.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <nage04.h>
#include <nagx02.h>

#ifdef __cplusplus
extern "C" {
#endif
  static void objfun(Integer n, double x[], double *f,
                     double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
static int ex1(void);
static int ex2(void);

#define NMAX 4

int main(void)
{
  Integer exit_status_ex1=0;
  Integer exit_status_ex2=0;

  /* Two examples are called, ex1() which uses the
   * default settings to solve the problem and
   * ex2() which solves the same problem with
   * some optional parameters set by the user.
   */

  Vprintf("nag_opt_bounds_no_deriv (e04jbc) Example Program Results.\n");

  exit_status_ex1 = ex1();
  exit_status_ex2 = ex2();

  return exit_status_ex1 == 0 && exit_status_ex2 == 0 ? 0 : 1;
}
static void objfun(Integer n, double x[], double *objf,
                   double g[], Nag_Comm *comm)
{
  /* Routine to evaluate objective function. */

  double a, b, c, d, x1, x2, x3, x4;

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

  /* Supply a single function value */
  a = x1 + 10.0*x2;
  b = x3 - x4;
  c = x2 - 2.0*x3, c *= c;
  d = x1 - x4, d *= d;
  *objf = a*a + 5.0*b*b + c*c + 10.0*d*d;
}                               /* objfun */

static int ex1(void)
{
  Integer exit_status=0, n;
  NagError fail;
  Nag_BoundType bound;
  double *bl=0, *bu=0, *g=0, objf, *x=0;

  INIT_FAIL(fail);

  Vprintf("\nnag_opt_bounds_no_deriv (e04jbc) example 1: no option setting.\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)) )
        {
          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] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

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

  /* Call optimization routine */
  /* nag_opt_bounds_no_deriv (e04jbc).
   * Bound constrained nonlinear minimization (no derivatives
   * required)
   */
  nag_opt_bounds_no_deriv(n, objfun, bound, bl, bu, x, &objf,
                          g, E04_DEFAULT, NAGCOMM_NULL, &fail);

  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error/Warning from nag_opt_bounds_no_deriv (e04jbc).\n%s\n",
              fail.message);
      if (fail.code != NW_COND_MIN)
        exit_status = 1;
      goto END;
    }
 END:
  if (x) NAG_FREE(x);
  if (g) NAG_FREE(g);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);
  return exit_status;
} /* ex1 */


static int ex2(void)
{
  Nag_Boolean print;
  Integer exit_status=0, n;
  NagError fail;
  Nag_BoundType bound;
  Nag_E04_Opt options;
  double *bl=0, *bu=0, *g=0, objf, *x=0;

  INIT_FAIL(fail);
  Vprintf("\n\nnag_opt_bounds_no_deriv (e04jbc) example 2: using option"
          " setting.\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)) )
        {
          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] = -1.0;
  x[2] = 0.0;
  x[3] = 1.0;

  /* Initialise options structure */
  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);

  /* nag_machine_precision (x02ajc).
   * The machine precision
   */
  options.optim_tol = 100*sqrt(X02AJC); /* Specify accuracy of solution */

  /* Read remaining option values from file */
  print = Nag_TRUE;
  /* nag_opt_read (e04xyc).
   * Read options from a text file
   */
  nag_opt_read("e04jbc", "stdin", &options, print, "stdout", &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
      exit_status = 1;
      goto END;
    }

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

  /* Call optimization routine */
  /* nag_opt_bounds_no_deriv (e04jbc), see above. */
  nag_opt_bounds_no_deriv(n, objfun, bound, bl, bu, x, &objf,
                          g, &options, NAGCOMM_NULL, &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error/Warning from nag_opt_bounds_no_deriv (e04jbc).\n%s\n",
              fail.message);
      if (fail.code != NW_COND_MIN)
        exit_status = 1;
    }

  /* Free Nag allocated memory */
  /* nag_opt_free (e04xzc).
   * Memory freeing function for use with option setting
   */
  nag_opt_free(&options, "all", &fail);
  if (fail.code != NE_NOERROR)
    {
      Vprintf("Error from nag_opt_free (e04xzc).\n%s\n", fail.message);
      exit_status = 2;
    }
 END:
  if (x) NAG_FREE(x);
  if (g) NAG_FREE(g);
  if (bl) NAG_FREE(bl);
  if (bu) NAG_FREE(bu);

  return exit_status;
} /* ex2 */