/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-16 Bradley M. Bell

CppAD is distributed under the terms of the
             Eclipse Public License Version 2.0.

This Source Code may also be made available under the following
Secondary License when the conditions for such availability set forth
in the Eclipse Public License, Version 2.0 are satisfied:
      GNU General Public License, Version 2.0 or later.
---------------------------------------------------------------------------- */

/*

$begin ipopt_nlp_get_started.cpp$$
$spell
    cppad_nlp
    IpoptDir
    CppAD
$$

$section Nonlinear Programming Using CppAD and Ipopt: Example and Test$$

$head Purpose$$
This example program demonstrates how to use the class cppad_ipopt_nlp to
solve the example problem in the Ipopt documentation; i.e., the problem
$latex \[
\begin{array}{lc}
{\rm minimize \; }      &  x_1 * x_4 * (x_1 + x_2 + x_3) + x_3
\\
{\rm subject \; to \; } &  x_1 * x_2 * x_3 * x_4  \geq 25
\\
                        &  x_1^2 + x_2^2 + x_3^2 + x_4^2 = 40
\\
                        &  1 \leq x_1, x_2, x_3, x_4 \leq 5
\end{array}
\] $$


$head Configuration Requirement$$
This example will be compiled and tested provided that
a value for $icode ipopt_prefix$$
is specified on the $cref cmake$$ command line.

$srcfile%cppad_ipopt/example/get_started.cpp%0%// BEGIN C++%// END C++%1%$$

$end
*/
// BEGIN C++

# include <cppad_ipopt_nlp.hpp>

namespace {
    using namespace cppad_ipopt;

    class FG_info : public cppad_ipopt_fg_info
    {
    private:
        bool retape_;
    public:
        // derived class part of constructor
        FG_info(bool retape_in)
        : retape_ (retape_in)
        { }
        // Evaluation of the objective f(x), and constraints g(x)
        // using an Algorithmic Differentiation (AD) class.
        ADVector eval_r(size_t k, const ADVector&  x)
        {   ADVector fg(3);

            // Fortran style indexing
            ADNumber x1 = x[0];
            ADNumber x2 = x[1];
            ADNumber x3 = x[2];
            ADNumber x4 = x[3];
            // f(x)
            fg[0] = x1 * x4 * (x1 + x2 + x3) + x3;
            // g_1 (x)
            fg[1] = x1 * x2 * x3 * x4;
            // g_2 (x)
            fg[2] = x1 * x1 + x2 * x2 + x3 * x3 + x4 * x4;
            return fg;
        }
        bool retape(size_t k)
        {   return retape_; }
    };
}

bool ipopt_get_started(void)
{   bool ok = true;
    size_t j;


    // number of independent variables (domain dimension for f and g)
    size_t n = 4;
    // number of constraints (range dimension for g)
    size_t m = 2;
    // initial value of the independent variables
    NumberVector x_i(n);
    x_i[0] = 1.0;
    x_i[1] = 5.0;
    x_i[2] = 5.0;
    x_i[3] = 1.0;
    // lower and upper limits for x
    NumberVector x_l(n);
    NumberVector x_u(n);
    for(j = 0; j < n; j++)
    {   x_l[j] = 1.0;
        x_u[j] = 5.0;
    }
    // lower and upper limits for g
    NumberVector g_l(m);
    NumberVector g_u(m);
    g_l[0] = 25.0;     g_u[0] = 1.0e19;
    g_l[1] = 40.0;     g_u[1] = 40.0;

    size_t icase;
    for(icase = 0; icase <= 1; icase++)
    {   // Should cppad_ipopt_nlp retape the operation sequence for
        // every new x. Can test both true and false cases because
        // the operation sequence does not depend on x (for this case).
        bool retape = icase != 0;

        // object in derived class
        FG_info fg_info(retape);

        // create the Ipopt interface
        cppad_ipopt_solution solution;
        Ipopt::SmartPtr<Ipopt::TNLP> cppad_nlp = new cppad_ipopt_nlp(
        n, m, x_i, x_l, x_u, g_l, g_u, &fg_info, &solution
        );

        // Create an instance of the IpoptApplication
        using Ipopt::IpoptApplication;
        Ipopt::SmartPtr<IpoptApplication> app = new IpoptApplication();

        // turn off any printing
        app->Options()->SetIntegerValue("print_level", 0);
        app->Options()->SetStringValue("sb", "yes");

        // maximum number of iterations
        app->Options()->SetIntegerValue("max_iter", 10);

        // approximate accuracy in first order necessary conditions;
        // see Mathematical Programming, Volume 106, Number 1,
        // Pages 25-57, Equation (6)
        app->Options()->SetNumericValue("tol", 1e-9);

        // derivative testing
        app->Options()->
        SetStringValue("derivative_test", "second-order");
        app->Options()-> SetNumericValue(
            "point_perturbation_radius", 0.
        );

        // Initialize the IpoptApplication and process the options
        Ipopt::ApplicationReturnStatus status = app->Initialize();
        ok    &= status == Ipopt::Solve_Succeeded;

        // Run the IpoptApplication
        status = app->OptimizeTNLP(cppad_nlp);
        ok    &= status == Ipopt::Solve_Succeeded;

        /*
        Check some of the solution values
        */
        ok &= solution.status == cppad_ipopt_solution::success;
        //
        double check_x[]   = { 1.000000, 4.743000, 3.82115, 1.379408 };
        double check_z_l[] = { 1.087871, 0.,       0.,      0.       };
        double check_z_u[] = { 0.,       0.,       0.,      0.       };
        double rel_tol     = 1e-6;  // relative tolerance
        double abs_tol     = 1e-6;  // absolute tolerance
        for(j = 0; j < n; j++)
        {   ok &= CppAD::NearEqual(
            check_x[j],   solution.x[j],   rel_tol, abs_tol
            );
            ok &= CppAD::NearEqual(
            check_z_l[j], solution.z_l[j], rel_tol, abs_tol
            );
            ok &= CppAD::NearEqual(
            check_z_u[j], solution.z_u[j], rel_tol, abs_tol
            );
        }
    }

    return ok;
}

// END C++
