/* nag_opt_sparse_nlp_solve (e04vhc) Example Program.
*
* Copyright 2014 Numerical Algorithms Group.
*
* Mark 8, 2004.
*/
#include <stdio.h>
#include <string.h>
#include <math.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nage04.h>
#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm);
#ifdef __cplusplus
}
#endif
int main(void)
{
/* Scalars */
double objadd, sinf;
Integer exit_status = 0;
Integer i, lena, leng, n, nea, neg, nf, nfname, ninf, ns, nxname;
Integer objrow;
/* Arrays */
char nag_enum_arg[40];
char **fnames = 0, **xnames = 0;
char prob[9];
double *a = 0, *f = 0, *flow = 0, *fmul = 0, *fupp = 0, *x = 0;
double *xlow = 0, *xmul = 0, *xupp = 0;
Integer *fstate = 0, *iafun = 0, *igfun = 0, *iw = 0, *javar = 0;
Integer *jgvar = 0, *xstate = 0;
/* Nag Types */
Nag_E04State state;
NagError fail;
Nag_Start start;
Nag_Comm comm;
Nag_FileID fileid;
INIT_FAIL(fail);
printf("nag_opt_sparse_nlp_solve (e04vhc) Example Program Results\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%ld%ld%*[^\n] ", &n, &nf);
scanf("%ld%ld%ld %39s %*[^\n] ", &nea, &neg,
&objrow, nag_enum_arg);
/* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
start = (Nag_Start) nag_enum_name_to_value(nag_enum_arg);
if (n > 0 && nf > 0 && nea >= 0 && neg >= 0)
{
nxname = n;
nfname = nf;
lena = MAX(1, nea);
leng = MAX(1, neg);
/* Allocate memory */
if (!(fnames = NAG_ALLOC(nfname, char *)) ||
!(xnames = NAG_ALLOC(nxname, char *)) ||
!(a = NAG_ALLOC(lena, double)) ||
!(f = NAG_ALLOC(nf, double)) ||
!(flow = NAG_ALLOC(nf, double)) ||
!(fmul = NAG_ALLOC(nf, double)) ||
!(fupp = NAG_ALLOC(nf, double)) ||
!(x = NAG_ALLOC(n, double)) ||
!(xlow = NAG_ALLOC(n, double)) ||
!(xmul = NAG_ALLOC(n, double)) ||
!(xupp = NAG_ALLOC(n, double)) ||
!(fstate = NAG_ALLOC(nf, Integer)) ||
!(iafun = NAG_ALLOC(lena, Integer)) ||
!(igfun = NAG_ALLOC(leng, Integer)) ||
!(javar = NAG_ALLOC(lena, Integer)) ||
!(jgvar = NAG_ALLOC(leng, Integer)) ||
!(xstate = NAG_ALLOC(n, Integer)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else
{
printf("Invalid n or nf or nea or neg\n");
exit_status = 1;
return exit_status;
}
objadd = 0.;
strcpy(prob, " ");
/* Read the variable names xnames */
for (i = 1; i <= nxname; ++i)
{
xnames[i-1] = NAG_ALLOC(9, char);
scanf(" ' %8s '", xnames[i-1]);
}
scanf("%*[^\n] ");
/* Read the function names fnames */
for (i = 1; i <= nfname; ++i)
{
fnames[i -1] = NAG_ALLOC(9, char);
scanf(" '%8s'", fnames[i-1]);
}
scanf("%*[^\n] ");
/* Read the sparse matrix a, the linear part of f */
for (i = 1; i <= nea; ++i)
{
/* For each element read row, column, A(row,column) */
scanf("%ld%ld%lf%*[^\n] ", &iafun[i - 1], &javar[i - 1],
&a[i - 1]);
}
/* Read the structure of sparse matrix G, the nonlinear part of f */
for (i = 1; i <= neg; ++i)
{
/* For each element read row, column */
scanf("%ld%ld%*[^\n] ", &igfun[i - 1], &jgvar[i - 1]);
}
/* Read the lower and upper bounds on the variables */
for (i = 1; i <= n; ++i)
scanf("%lf%lf%*[^\n] ", &xlow[i - 1], &xupp[i - 1]);
/* Read the lower and upper bounds on the functions */
for (i = 1; i <= nf; ++i)
scanf("%lf%lf%*[^\n] ", &flow[i - 1], &fupp[i - 1]);
/* Initialise x, xstate, xmul, f, fstate, fmul */
for (i = 1; i <= n; ++i)
scanf("%lf", &x[i - 1]);
scanf("%*[^\n] ");
for (i = 1; i <= n; ++i)
scanf("%ld", &xstate[i - 1]);
scanf("%*[^\n] ");
for (i = 1; i <= n; ++i)
{
scanf("%lf", &xmul[i - 1]);
}
scanf("%*[^\n] ");
for (i = 1; i <= nf; ++i)
{
scanf("%lf", &f[i - 1]);
}
scanf("%*[^\n] ");
for (i = 1; i <= nf; ++i)
{
scanf("%ld", &fstate[i - 1]);
}
scanf("%*[^\n] ");
for (i = 1; i <= nf; ++i)
{
scanf("%lf", &fmul[i - 1]);
}
scanf("%*[^\n] ");
/* Call nag_opt_sparse_nlp_init (e04vgc) to initialise e04vhc. */
/* nag_opt_sparse_nlp_init (e04vgc).
* Initialization function for nag_opt_sparse_nlp_solve (e04vhc)
*/
nag_opt_sparse_nlp_init(&state, &fail);
if (fail.code != NE_NOERROR)
{
printf(
"Initialisation of nag_opt_sparse_nlp_init (e04vgc) failed.\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
/* By default e04vhc 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);
/* nag_opt_sparse_nlp_option_set_integer (e04vmc).
* Set a single option for nag_opt_sparse_nlp_solve (e04vhc)
* from an integer argument
*/
nag_opt_sparse_nlp_option_set_integer("Print file", fileid, &state, &fail);
/* Illustrate how to pass information to the user-supplied
function usrfun via the comm structure */
comm.p = 0;
/* Solve the problem. */
/* nag_opt_sparse_nlp_solve (e04vhc).
* General sparse nonlinear optimizer
*/
fflush(stdout);
nag_opt_sparse_nlp_solve(start, nf, n, nxname, nfname, objadd, objrow, prob,
usrfun, iafun, javar, a, lena, nea, igfun, jgvar,
leng, neg, xlow, xupp,
(const char **) xnames, flow,
fupp,
(const char **) fnames, x, xstate, xmul, f,
fstate, fmul, &ns, &ninf, &sinf, &state, &comm,
&fail);
if (fail.code == NE_NOERROR)
{
printf("Final objective value = %11.1f\n", f[objrow - 1]);
printf("Optimal X = ");
for (i = 1; i <= n; ++i)
printf("%9.2f%s", x[i - 1], i%7 == 0 || i == n ? "\n" : " ");
}
else
{
printf("Error message from nag_opt_sparse_nlp_solve (e04vhc).\n%s\n",
fail.message);
exit_status = 1;
goto END;
}
fflush(stdout);
if (fail.code != NE_NOERROR)
exit_status = 2;
END:
for (i = 0; i < nxname; i++)
NAG_FREE(xnames[i]);
for (i = 0; i < nfname; i++)
NAG_FREE(fnames[i]);
NAG_FREE(fnames);
NAG_FREE(xnames);
NAG_FREE(a);
NAG_FREE(f);
NAG_FREE(flow);
NAG_FREE(fmul);
NAG_FREE(fupp);
NAG_FREE(x);
NAG_FREE(xlow);
NAG_FREE(xmul);
NAG_FREE(xupp);
NAG_FREE(fstate);
NAG_FREE(iafun);
NAG_FREE(igfun);
NAG_FREE(iw);
NAG_FREE(javar);
NAG_FREE(jgvar);
NAG_FREE(xstate);
return exit_status;
}
static void NAG_CALL usrfun(Integer *status, Integer n, const double x[],
Integer needf, Integer nf, double f[],
Integer needg, Integer leng, double g[],
Nag_Comm *comm)
{
/* Parameter adjustments */
#define X(I) x[(I) -1]
#define F(I) f[(I) -1]
#define G(I) g[(I) -1]
/* Check whether information came from the main program
via the comm structure. Even if it was, we ignore it
in this example. */
if (comm->p)
printf("Pointer %p was passed to usrfun via the comm struct\n", comm->p);
/* Function Body */
if (needf > 0)
{
/* The nonlinear components of F_i(x) need to be assigned, */
/* for i = 1 to nf */
F(1) = sin(-X(1) - .25) * 1e3 + sin(-X(2) - .25) * 1e3;
F(2) = sin(X(1) - .25) * 1e3 + sin(X(1) - X(2) - .25) * 1e3;
F(3) = sin(X(2) - X(1) - .25) * 1e3 + sin(X(2) - .25) * 1e3;
/* N.B. in this example there is no need to assign for the wholly */
/* linear components f_4(x) and f_5(x). */
F(6) = X(3) * (X(3) * X(3)) * 1e-6 + X(4) * (X(4) * X(4)) * 2e-6 / 3.;
}
if (needg > 0)
{
/* The derivatives of the function F_i(x) need to be assigned.
* G(k) should be set to partial derivative df_i(x)/dx_j where
* i = IGFUN(k) and j = IGVAR(k), for k = 1 to leng.
*/
G(1) = cos(-X(1) - .25) * -1e3;
G(2) = cos(-X(2) - .25) * -1e3;
G(3) = cos(X(1) - .25) * 1e3 + cos(X(1) - X(2) - .25) * 1e3;
G(4) = cos(X(1) - X(2) - .25) * -1e3;
G(5) = cos(X(2) - X(1) - .25) * -1e3;
G(6) = cos(X(2) - X(1) - .25) * 1e3 + cos(X(2) - .25) * 1e3;
G(7) = X(3) * X(3) * 3e-6;
G(8) = X(4) * X(4) * 2e-6;
}
return;
} /* usrfun */