// Copyright (C) 2005, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter              IBM    2005-10-127

#include "LuksanVlcek3.hpp"

#include <cmath>
#include <cstdio>

using namespace Ipopt;

LuksanVlcek3::LuksanVlcek3(
   Number g_l,
   Number g_u
)
{
   g_l_ = g_l;
   g_u_ = g_u;
}

bool LuksanVlcek3::InitializeProblem(
   Index N
)
{
   N_ = N;
   if( N_ <= 5 || 4 * ((N_ + 2) / 4) != N_ + 2 )
   {
      printf("N needs to be at least 6 and N+2 needs to be a multiple of 4.\n");
      return false;
   }
   return true;
}

// returns the size of the problem
bool LuksanVlcek3::get_nlp_info(
   Index&          n,
   Index&          m,
   Index&          nnz_jac_g,
   Index&          nnz_h_lag,
   IndexStyleEnum& index_style
)
{
   // The problem described in LuksanVlcek3.hpp has 4 variables, x[0] through x[3]
   n = N_ + 2;

   m = 2;

   nnz_jac_g = 4;

   nnz_h_lag = 5 * N_ / 2 + 3;

   // use the C style numbering of matrix indices (starting at 0)
   index_style = TNLP::C_STYLE;

   return true;
}

// returns the variable bounds
bool LuksanVlcek3::get_bounds_info(
   Index   n,
   Number* x_l,
   Number* x_u,
   Index   m,
   Number* g_l,
   Number* g_u
)
{
   // none of the variables have bounds
   for( Index i = 0; i < n; i++ )
   {
      x_l[i] = -1e20;
      x_u[i] = 1e20;
   }

   // Set the bounds for the constraints
   for( Index i = 0; i < m; i++ )
   {
      g_l[i] = g_l_;
      g_u[i] = g_u_;
   }

   return true;
}

// returns the initial point for the problem
bool LuksanVlcek3::get_starting_point(
   Index   n,
   bool    init_x,
   Number* x,
   bool    init_z,
   Number* /*z_L*/,
   Number* /*z_U*/,
   Index   /*m*/,
   bool    init_lambda,
   Number* /*lambda*/
)
{
   if( !init_x || init_z || init_lambda )
   {
      return false;
   }

   // set the starting point
   for( Index i = 0; i < n / 4; i++ )
   {
      x[4 * i] = 3.;
      x[4 * i + 1] = -1.;
      x[4 * i + 2] = 0.;
      x[4 * i + 3] = 1.;
   }

   return true;
}

// returns the value of the objective function
bool LuksanVlcek3::eval_f(
   Index         /*n*/,
   const Number* x,
   bool          /*new_x*/,
   Number&       obj_value
)
{
   obj_value = 0.;
   for( Index i = 0; i < N_ / 2; i++ )
   {
      Number a1 = x[2 * i] + 10. * x[2 * i + 1];
      Number a2 = x[2 * i + 2] - x[2 * i + 3];
      Number a3 = x[2 * i + 1] - 2. * x[2 * i + 2];
      Number a4 = x[2 * i] - x[2 * i + 3];
      obj_value += a1 * a1 + 5. * a2 * a2 + pow(a3, 4) + 10. * pow(a4, 4);
   }

   return true;
}

// return the gradient of the objective function grad_{x} f(x)
bool LuksanVlcek3::eval_grad_f(
   Index         /*n*/,
   const Number* x,
   bool          /*new_x*/,
   Number*       grad_f
)
{
   grad_f[0] = 0.;
   grad_f[1] = 0.;
   for( Index i = 0; i < N_ / 2; i++ )
   {
      Number a1 = x[2 * i] + 10. * x[2 * i + 1];
      Number a2 = x[2 * i + 2] - x[2 * i + 3];
      Number a3 = x[2 * i + 1] - 2. * x[2 * i + 2];
      Number a4 = x[2 * i] - x[2 * i + 3];
      grad_f[2 * i] += 2. * a1 + 40. * pow(a4, 3);
      grad_f[2 * i + 1] += 20. * a1 + 4. * pow(a3, 3);
      grad_f[2 * i + 2] = 10. * a2 - 8. * pow(a3, 3);
      grad_f[2 * i + 3] = -10. * a2 - 40. * pow(a4, 3);
   }

   return true;
}

// return the value of the constraints: g(x)
bool LuksanVlcek3::eval_g(
   Index         n,
   const Number* x,
   bool          /*new_x*/,
   Index         /*m*/,
   Number*       g
)
{
   g[0] = 3. * pow(x[0], 3) + 2. * x[1] - 5. + sin(x[0] - x[1]) * sin(x[0] + x[1]);
   g[1] = 4. * x[n - 3] - x[n - 4] * exp(x[n - 4] - x[n - 3]) - 3;

   return true;
}

// return the structure or values of the Jacobian
bool LuksanVlcek3::eval_jac_g(
   Index         n,
   const Number* x,
   bool          /*new_x*/,
   Index         /*m*/,
   Index         nele_jac,
   Index*        iRow,
   Index*        jCol,
   Number*       values
)
{
   if( values == NULL )
   {
      // return the structure of the jacobian

      Index ijac = 0;
      iRow[ijac] = 0;
      jCol[ijac] = 0;
      ijac++;
      iRow[ijac] = 0;
      jCol[ijac] = 1;
      ijac++;
      iRow[ijac] = 1;
      jCol[ijac] = n - 4;
      ijac++;
      iRow[ijac] = 1;
      jCol[ijac] = n - 3;
      ijac++;

      DBG_ASSERT(ijac == nele_jac);
      (void) nele_jac;
   }
   else
   {
      // return the values of the jacobian of the constraints

      Index ijac = 0;
      values[ijac] = 9. * x[0] * x[0] + cos(x[0] - x[1]) * sin(x[0] + x[1]) + sin(x[0] - x[1]) * cos(x[0] + x[1]);
      ijac++;
      values[ijac] = 2. - cos(x[0] - x[1]) * sin(x[0] + x[1]) + sin(x[0] - x[1]) * cos(x[0] + x[1]);
      ijac++;
      values[ijac] = -(1. + x[n - 4]) * exp(x[n - 4] - x[n - 3]);
      ijac++;
      values[ijac] = 4. + x[n - 4] * exp(x[n - 4] - x[n - 3]);
      ijac++;
   }

   return true;
}

//return the structure or values of the Hessian
bool LuksanVlcek3::eval_h(
   Index         n,
   const Number* x,
   bool          /*new_x*/,
   Number        obj_factor,
   Index         /*m*/,
   const Number* lambda,
   bool          /*new_lambda*/,
   Index         nele_hess,
   Index*        iRow,
   Index*        jCol,
   Number*       values
)
{
   if( values == NULL )
   {
      Index ihes = 0;
      for( Index i = 0; i < N_ / 2; i++ )
      {
         iRow[ihes] = 2 * i;
         jCol[ihes] = 2 * i;
         ihes++;
         iRow[ihes] = 2 * i;
         jCol[ihes] = 2 * i + 1;
         ihes++;
         iRow[ihes] = 2 * i;
         jCol[ihes] = 2 * i + 3;
         ihes++;
         iRow[ihes] = 2 * i + 1;
         jCol[ihes] = 2 * i + 1;
         ihes++;
         iRow[ihes] = 2 * i + 1;
         jCol[ihes] = 2 * i + 2;
         ihes++;
      }
      iRow[ihes] = N_;
      jCol[ihes] = N_;
      ihes++;
      iRow[ihes] = N_;
      jCol[ihes] = N_ + 1;
      ihes++;
      iRow[ihes] = N_ + 1;
      jCol[ihes] = N_ + 1;
      ihes++;
      DBG_ASSERT(ihes == nele_hess);
      (void) nele_hess;
   }
   else
   {
      Index ihes = 0;
      values[0] = 0.;
      values[1] = 0.;
      values[3] = 0.;
      for( Index i = 0; i < N_ / 2 - 1; i++ )
      {
         Number a3 = x[2 * i + 1] - 2. * x[2 * i + 2];
         Number a4 = x[2 * i] - x[2 * i + 3];
         // x[2*i] x[2*i]
         values[ihes] += obj_factor * (2. + 120. * a4 * a4);
         ihes++;
         // x[2*i] x[2*i+1]
         values[ihes] += obj_factor * 20.;
         ihes++;
         // x[2*i] x[2*i+3]
         values[ihes] = -obj_factor * 120. * a4 * a4;
         ihes++;
         // x[2*i+1] x[2*i+1]
         values[ihes] += obj_factor * (200. + 12. * a3 * a3);
         ihes++;
         // x[2*i+1] x[2*i+2]
         values[ihes] = -obj_factor * 24. * a3 * a3;
         ihes++;
         // x[2*i+2] x[2*i+2]
         values[ihes] = obj_factor * (10. + 48. * a3 * a3);
         // x[2*i+2] x[2*i+3]
         values[ihes + 1] = -obj_factor * 10.;
         // x[2*i+3] x[2*i+3]
         values[ihes + 3] = obj_factor * (10. + 120. * a4 * a4);
      }
      {
         Index i = N_ / 2 - 1;
         Number a3 = x[2 * i + 1] - 2. * x[2 * i + 2];
         Number a4 = x[2 * i] - x[2 * i + 3];
         // x[2*i] x[2*i]
         values[ihes] += obj_factor * (2. + 120. * a4 * a4);
         ihes++;
         // x[2*i] x[2*i+1]
         values[ihes] += obj_factor * 20.;
         ihes++;
         // x[2*i] x[2*i+3]
         values[ihes] = -obj_factor * 120. * a4 * a4;
         ihes++;
         // x[2*i+1] x[2*i+1]
         values[ihes] += obj_factor * (200. + 12. * a3 * a3);
         ihes++;
         // x[2*i+1] x[2*i+2]
         values[ihes] = -obj_factor * 24. * a3 * a3;
         ihes++;
         // x[2*i+2] x[2*i+2]
         values[ihes] = obj_factor * (10. + 48. * a3 * a3);
         // x[2*i+2] x[2*i+3]
         values[ihes + 1] = -obj_factor * 10.;
         // x[2*i+3] x[2*i+3]
         values[ihes + 2] = obj_factor * (10. + 120. * a4 * a4);
      }

      // Now the constraints
      ihes = 0;
      Number d1 = x[0] - x[1];
      Number d2 = x[0] + x[1];
      values[ihes] += lambda[0] * (18. * x[0] - 2. * sin(d1) * sin(d2) + 2. * cos(d1) * cos(d2));
      ihes += 3;
      values[ihes] += lambda[0] * (-2. * sin(d1) * sin(d2) - 2. * cos(d1) * cos(d2));

      d1 = x[n - 4] - x[n - 3];

      // x[n-4] x[n-4]
      ihes = nele_hess - 8;
      values[ihes] += -lambda[1] * (2. + x[n - 4]) * exp(d1);

      // x[n-4] x[n-3]
      ihes++;
      values[ihes] += lambda[1] * (1. + x[n - 4]) * exp(d1);

      // x[n-3] x[n-3]
      ihes += 2;
      values[ihes] += -lambda[1] * x[n - 4] * exp(d1);
   }
   return true;
}

void LuksanVlcek3::finalize_solution(
   SolverReturn               /*status*/,
   Index                      /*n*/,
   const Number*              /*x*/,
   const Number*              /*z_L*/,
   const Number*              /*z_U*/,
   Index                      /*m*/,
   const Number*              /*g*/,
   const Number*              /*lambda*/,
   Number                     /*obj_value*/,
   const IpoptData*           /*ip_data*/,
   IpoptCalculatedQuantities* /*ip_cq*/
)
{ }
