/* nag_opt_conj_grad (e04dgc) Example Program.
 *
 * Copyright 2017 Numerical Algorithms Group.
 *
 * Mark 26.1, 2017.
 *
 */

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

#ifdef __cplusplus
extern "C"
{
#endif
  static void NAG_CALL objfun(Integer n, const double x[], double *objf,
                              double g[], Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void)
{
  const char *optionsfile = "e04dgce.opt";
  static double ruser[1] = { -1.0 };
  Integer exit_status = 0;
  Nag_Boolean print;
  Integer n;
  Nag_E04_Opt options;
  double *g = 0, objf, *x = 0;
  Nag_Comm comm;
  NagError fail;

  INIT_FAIL(fail);

  printf("nag_opt_conj_grad (e04dgc) Example Program Results\n");

  /* For communication with user-supplied functions: */
  comm.user = ruser;

  fflush(stdout);

  /* Initialize options structure and read option values from file */
  print = Nag_TRUE;
  n = 2; /* Number of variables */
  if (n >= 1) {
    if (!(x = NAG_ALLOC(n, double)) || !(g = NAG_ALLOC(n, double)))
    {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  }
  else {
    printf("Invalid n.\n");
    exit_status = 1;
    return exit_status;
  }
  /* nag_opt_init (e04xxc).
   * Initialization function for option setting
   */
  nag_opt_init(&options);
  /* nag_opt_read (e04xyc).
   * Read options from a text file
   */
  nag_opt_read("e04dgc", optionsfile, &options, print, "stdout", &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_read (e04xyc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }
  /* Set the initial estimate of the solution. */
  x[0] = -1.0;
  x[1] = 1.0;

  /* Solve the problem. */
  /* nag_opt_conj_grad (e04dgc), see above. */
  nag_opt_conj_grad(n, objfun, x, &objf, g, &options, &comm, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Error from nag_opt_conj_grad (e04dgc).\n%s\n", fail.message);
    exit_status = 1;
    goto END;
  }

END:
  NAG_FREE(x);
  NAG_FREE(g);

  return exit_status;
}

static void NAG_CALL objfun(Integer n, const double x[], double *objf,
                            double g[], Nag_Comm *comm)
{
  /* Function to evaluate objective function and its 1st derivatives. */

  double ex1, x1, x2;

  if (comm->user[0] == -1.0) {
    printf("(User-supplied callback objfun, first invocation.)\n");
    fflush(stdout);
    comm->user[0] = 0.0;
  }

  ex1 = exp(x[0]);
  x1 = x[0];
  x2 = x[1];

  *objf = ex1 * (4 * x1 * x1 + 2 * x2 * x2 + 4 * x1 * x2 + 2 * x2 + 1);

  g[0] = 4 * ex1 * (2 * x1 + x2) + *objf;
  g[1] = 2 * ex1 * (2 * x2 + 2 * x1 + 1);
} /* objfun */