// SPDX-License-Identifier: EPL-2.0 OR GPL-2.0-or-later
// SPDX-FileCopyrightText: Bradley M. Bell <bradbell@seanet.com>
// SPDX-FileContributor: 2003-22 Bradley M. Bell
// ----------------------------------------------------------------------------

/*
{xrst_begin abs_min_linear.cpp}
{xrst_spell
   affine
   minimizer
}

abs_min_linear: Example and Test
################################

Purpose
*******
The function
:math:`f : \B{R}^3 \rightarrow \B{R}` defined by

.. math::
   :nowrap:

   \begin{eqnarray}
   f( x_0, x_1  )
   & = &
   | d_0 - x_0 | + | d_1 - x_0 | + | d_2 - x_0 |
   \\
   & + &
   | d_3 - x_1 | + | d_4 - x_1 | + | d_5 - x_1 |
   \\
   \end{eqnarray}

is affine, except for its absolute value terms.
For this case, the abs_normal approximation should be equal
to the function itself.
In addition, the function is convex and
:ref:`abs_min_linear-name` should find its global minimizer.
The minimizer of this function is
:math:`x_0 = \R{median}( d_0, d_1, d_2 )`
and
:math:`x_1 = \R{median}( d_3, d_4, d_5 )`

Source
******
{xrst_literal
   // BEGIN C++
   // END C++
}

{xrst_end abs_min_linear.cpp}
-------------------------------------------------------------------------------
*/
// BEGIN C++
# include <cppad/cppad.hpp>
# include "abs_min_linear.hpp"

namespace {
   CPPAD_TESTVECTOR(double) join(
      const CPPAD_TESTVECTOR(double)& x ,
      const CPPAD_TESTVECTOR(double)& u )
   {  size_t n = x.size();
      size_t s = u.size();
      CPPAD_TESTVECTOR(double) xu(n + s);
      for(size_t j = 0; j < n; j++)
         xu[j] = x[j];
      for(size_t j = 0; j < s; j++)
         xu[n + j] = u[j];
      return xu;
   }
}
bool abs_min_linear(void)
{  bool ok = true;
   //
   using CppAD::AD;
   using CppAD::ADFun;
   //
   typedef CPPAD_TESTVECTOR(size_t)       s_vector;
   typedef CPPAD_TESTVECTOR(double)       d_vector;
   typedef CPPAD_TESTVECTOR( AD<double> ) ad_vector;
   //
   size_t dpx   = 3;          // number of data points per x variable
   size_t level = 0;          // level of tracing
   size_t n     = 2;          // size of x
   size_t m     = 1;          // size of y
   size_t s     = dpx * n;    // number of data points and absolute values
   // data points
   d_vector  data(s);
   for(size_t i = 0; i < s; i++)
      data[i] = double(s - i) + 5.0 - double(i % 2) / 2.0;
   //
   // record the function f(x)
   ad_vector ad_x(n), ad_y(m);
   for(size_t j = 0; j < n; j++)
      ad_x[j] = double(j + 1);
   Independent( ad_x );
   AD<double> sum = 0.0;
   for(size_t j = 0; j < n; j++)
      for(size_t k = 0; k < dpx; k++)
         sum += abs( data[j * dpx + k] - ad_x[j] );
   ad_y[0] = sum;
   ADFun<double> f(ad_x, ad_y);

   // create its abs_normal representation in g, a
   ADFun<double> g, a;
   f.abs_normal_fun(g, a);

   // check dimension of domain and range space for g
   ok &= g.Domain() == n + s;
   ok &= g.Range()  == m + s;

   // check dimension of domain and range space for a
   ok &= a.Domain() == n;
   ok &= a.Range()  == s;

   // --------------------------------------------------------------------
   // Choose a point x_hat
   d_vector x_hat(n);
   for(size_t j = 0; j < n; j++)
      x_hat[j] = double(0.0);

   // value of a_hat = a(x_hat)
   d_vector a_hat = a.Forward(0, x_hat);

   // (x_hat, a_hat)
   d_vector xu_hat = join(x_hat, a_hat);

   // value of g[ x_hat, a_hat ]
   d_vector g_hat = g.Forward(0, xu_hat);

   // Jacobian of g[ x_hat, a_hat ]
   d_vector g_jac = g.Jacobian(xu_hat);

   // trust region bound (make large enough to include solutuion)
   d_vector bound(n);
   for(size_t j = 0; j < n; j++)
      bound[j] = 10.0;

   // convergence criteria
   d_vector epsilon(2);
   double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
   epsilon[0]   = eps99;
   epsilon[1]   = eps99;

   // maximum number of iterations
   s_vector maxitr(2);
   maxitr[0] = 10; // maximum number of abs_min_linear iterations
   maxitr[1] = 35; // maximum number of qp_interior iterations

   // minimize the approxiamtion for f, which is equal to f because
   // f is affine, except for absolute value terms
   d_vector delta_x(n);
   ok &= CppAD::abs_min_linear(
      level, n, m, s, g_hat, g_jac, bound, epsilon, maxitr, delta_x
   );

   // number of data points per variable is odd
   ok &= dpx % 2 == 1;

   // check that the solution is the median of the corresponding data`
   for(size_t j = 0; j < n; j++)
   {  // data[j * dpx + 0] , ... , data[j * dpx + dpx - 1] corresponds to x[j]
      // the median of this data has index j * dpx + dpx / 2
      size_t j_median = j * dpx + (dpx / 2);
      //
      ok &= CppAD::NearEqual( delta_x[j], data[j_median], eps99, eps99 );
   }

   return ok;
}
// END C++
