// Copyright (C) 2005, International Business Machines
// Corporation and others.  All Rights Reserved.

#include "CoinMpsIO.hpp"
#include "ClpInterior.hpp"
#include "ClpSimplex.hpp"
#include "ClpCholeskyBase.hpp"
#include "ClpQuadraticObjective.hpp"
#include <cassert>
int main (int argc, const char *argv[])
{
  /* Read quadratic model in two stages to test loadQuadraticObjective.

     And is also possible to just read into ClpSimplex/Interior which sets it all up in one go.
     But this is only if it is in QUADOBJ format.

     If no arguments does share2qp using ClpInterior (also creates quad.mps which is in QUADOBJ format)
     If one argument uses simplex e.g. testit quad.mps
     If > one uses barrier via ClpSimplex input and then ClpInterior borrow
  */
  if (argc<2) {
    CoinMpsIO  m;
    int status=m.readMps("../../Data/Sample/share2qp","mps");
    if (status) {
      printf("errors on input\n");
      exit(77);
    }
    ClpInterior model;
    model.loadProblem(*m.getMatrixByCol(),m.getColLower(),m.getColUpper(),
                      m.getObjCoefficients(),
                      m.getRowLower(),m.getRowUpper());
    // get quadratic part
    int * start=NULL;
    int * column = NULL;
    double * element = NULL;
    m.readQuadraticMps(NULL,start,column,element,2);
    int j;
    for (j=0;j<79;j++) {
      if (start[j]<start[j+1]) {
        int i;
        printf("Column %d ",j);
        for (i=start[j];i<start[j+1];i++) {
          printf("( %d, %g) ",column[i],element[i]);
        }
        printf("\n");
      }
    }
    model.loadQuadraticObjective(model.numberColumns(),start,column,element);
    // share2qp is in old style qp format - convert to new so other options can use
    model.writeMps("quad.mps");
    ClpCholeskyBase * cholesky = new ClpCholeskyBase();
    cholesky->setKKT(true);
    model.setCholesky(cholesky);
    model.primalDual();
    double *primal;
    double *dual;
    primal = model.primalColumnSolution();
    dual = model.dualRowSolution();
    int i;
    int numberColumns = model.numberColumns();
    int numberRows = model.numberRows();
    for ( i=0;i<numberColumns;i++) {
      if (fabs(primal[i])>1.0e-8)
        printf("%d primal %g\n",i,primal[i]);
    }
    for ( i=0;i<numberRows;i++) {
      if (fabs(dual[i])>1.0e-8)
        printf("%d dual %g\n",i,dual[i]);
    }
  } else {
    // Could read into ClpInterior
    ClpSimplex model;
    if (model.readMps(argv[1])) {
      printf("errors on input\n");
      exit(77);
    }
    model.writeMps("quad");
    if (argc<3) {
      // simplex - just primal as dual does not work
      // also I need to fix scaling of duals on output
      // (Was okay in first place - can't mix and match scaling techniques)
      // model.scaling(0);
      model.primal();
    } else {
      // barrier
      ClpInterior barrier;
      barrier.borrowModel(model);
      ClpCholeskyBase * cholesky = new ClpCholeskyBase();
      cholesky->setKKT(true);
      barrier.setCholesky(cholesky);
      barrier.primalDual();
      barrier.returnModel(model);
    }
    // Just check if share2qp (quad.mps here) 
    // this is because I am not checking if variables at ub
    if (model.numberColumns()==79) {
      double *primal;
      double *dual;
      primal = model.primalColumnSolution();
      dual = model.dualRowSolution();
      // Check duals by hand 
      const ClpQuadraticObjective * quadraticObj = 
        (dynamic_cast<const ClpQuadraticObjective*>(model.objectiveAsObject()));
      assert (quadraticObj);
      CoinPackedMatrix * quad = quadraticObj->quadraticObjective();
      const int * columnQuadratic = quad->getIndices();
      const CoinBigIndex * columnQuadraticStart = quad->getVectorStarts();
      const int * columnQuadraticLength = quad->getVectorLengths();
      const double * quadraticElement = quad->getElements();
      int numberColumns = model.numberColumns();
      int numberRows = model.numberRows();
      double * gradient = new double [numberColumns];
      // move linear objective
      memcpy(gradient,quadraticObj->linearObjective(),numberColumns*sizeof(double));
      int iColumn;
      for ( iColumn=0;iColumn<numberColumns;iColumn++) {
        double valueI = primal[iColumn];
        CoinBigIndex j;
        for (j=columnQuadraticStart[iColumn];
             j<columnQuadraticStart[iColumn]+columnQuadraticLength[iColumn];j++) {
          int jColumn = columnQuadratic[j];
          double valueJ = primal[jColumn];
          double elementValue = quadraticElement[j];
          if (iColumn!=jColumn) {
            double gradientI = valueJ*elementValue;
            double gradientJ = valueI*elementValue;
            gradient[iColumn] += gradientI;
            gradient[jColumn] += gradientJ;
          } else {
            double gradientI = valueI*elementValue;
            gradient[iColumn] += gradientI;
          }
        }
        if (fabs(primal[iColumn])>1.0e-8)
          printf("%d primal %g\n",iColumn,primal[iColumn]);
      }
      for (int i=0;i<numberRows;i++) {
        if (fabs(dual[i])>1.0e-8)
          printf("%d dual %g\n",i,dual[i]);
      }
      // Now use duals to get reduced costs
      // Can't use this as will try and use scaling
      // model.transposeTimes(-1.0,dual,gradient);
      // So ...
      CoinPackedMatrix * matrix = model.matrix();
      const int * row = matrix->getIndices();
      const CoinBigIndex * columnStart = matrix->getVectorStarts();
      const int * columnLength = matrix->getVectorLengths();
      const double * element = matrix->getElements();
      for ( iColumn=0;iColumn<numberColumns;iColumn++) {
        double dj = gradient[iColumn];
        CoinBigIndex j;
        for (j=columnStart[iColumn];
             j<columnStart[iColumn]+columnLength[iColumn];j++) {
          int jRow = row[j];
          dj -= element[j]*dual[jRow];
        }
        if (model.getColumnStatus(iColumn)==ClpSimplex::basic) {
          assert (fabs(dj)<1.0e-5);
        } else {
          assert (dj>-1.0e-5);
        }
      }
      delete [] gradient;
    }
  }
  return 0;
}    
