const15.f90

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!> @file const15.f90
!! @ingroup FORT1THREAD_EXAMPLES
!!
!! 
!! Model with derivatives that become constant after other variables are fixed.
!! 
!! This is a CONOPT implementation of the GAMS model:
!! 
!! @verbatim
!! e1: max x1+x3
!! e2: x1*x2 + sqr(x3) =l= -5
!! x2.fx = 1;
!! -5  <= x1 <= 10; x1.l = 3
!! -10 <= x3 <= 10; x3.l = 3
!! @endverbatim
!! 
!! The model is similar to const14 but the right hand side is changed to -5. The feasible space
!! has only one point, (x1,x3) = (-5,0), but it is not defined by sharp constraints.
!! e1 is post-triangular.
!! The expected solution is: x1 = -5 as a soft upper bound and x3 = 0 giving objective = -5.
!! Since the marginal on e2 is infinite we will probably get a solution with x3 slightly positive.
!! The solution should be labeled locally optimal.
!! 
!!
!! For more information about the individual callbacks, please have a look at the source code.
 
#if defined(_WIN32) && !defined(_WIN64)
#define dec_directives_win32
#endif
 
!> Main program. A simple setup and call of CONOPT
!!
Program const15
 
   Use proginfo
   Use conopt
   implicit None
!
!  Declare the user callback routines as Integer, External:
!
   Integer, External :: con_readmatrix ! Mandatory Matrix definition routine defined below
   Integer, External :: con_fdeval     ! Function and Derivative evaluation routine
                                       ! needed a nonlinear model.
   Integer, External :: con_fdinterval ! Function and Derivative evaluation routine
                                       ! optional for a nonlinear model.
   Integer, External :: std_status     ! Standard callback for displaying solution status
   Integer, External :: std_solution   ! Standard callback for displaying solution values
   Integer, External :: std_message    ! Standard callback for managing messages
   Integer, External :: std_errmsg     ! Standard callback for managing error messages
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_ReadMatrix
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_FDEval
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_FDInterval
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Status
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Solution
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Message
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_ErrMsg
#endif
!
!  Control vector
!
   INTEGER, Dimension(:), Pointer :: cntvect
   INTEGER :: coi_error
!
!  Create and initialize a Control Vector
!
   call startup
 
   coi_error = coi_create( cntvect )
!
!  Tell CONOPT about the size of the model by populating the Control Vector:
!
   coi_error = max( coi_error, coidef_numvar( cntvect, 3 ) )  ! # variables
   coi_error = max( coi_error, coidef_numcon( cntvect, 2 ) )  ! # constraints
   coi_error = max( coi_error, coidef_numnz( cntvect, 5 ) )  ! # nonzeros in the Jacobian
   coi_error = max( coi_error, coidef_numnlnz( cntvect, 3 ) )  ! # of which are nonlinear
   coi_error = max( coi_error, coidef_optdir( cntvect, 1 ) )  ! Maximize
   coi_error = max( coi_error, coidef_objcon( cntvect, 1 ) )  ! Objective is constraint 1
   coi_error = max( coi_error, coidef_optfile( cntvect, 'const15.opt' ) )
!
!  Tell CONOPT about the callback routines:
!
   coi_error = max( coi_error, coidef_readmatrix( cntvect, con_readmatrix ) )
   coi_error = max( coi_error, coidef_fdeval( cntvect, con_fdeval     ) )
   coi_error = max( coi_error, coidef_fdinterval( cntvect, con_fdinterval ) )
   coi_error = max( coi_error, coidef_status( cntvect, std_status     ) )
   coi_error = max( coi_error, coidef_solution( cntvect, std_solution   ) )
   coi_error = max( coi_error, coidef_message( cntvect, std_message    ) )
   coi_error = max( coi_error, coidef_errmsg( cntvect, std_errmsg     ) )
 
#if defined(CONOPT_LICENSE_INT_1) && defined(CONOPT_LICENSE_INT_2) && defined(CONOPT_LICENSE_INT_3) && defined(CONOPT_LICENSE_TEXT)
   coi_error = max( coi_error, coidef_license( cntvect, conopt_license_int_1, conopt_license_int_2, conopt_license_int_3, conopt_license_text) )
#endif
 
   If ( coi_error .ne. 0 ) THEN
      write(*,*)
      write(*,*) '**** Fatal Error while loading CONOPT Callback routines.'
      write(*,*)
      call flog( "Skipping Solve due to setup errors", 1 )
   ENDIF
!
!  Save the solution so we can check the duals:
!
   do_allocate = .true.
!
!  Start CONOPT:
!
   coi_error = coi_solve( cntvect )
 
   write(*,*)
   write(*,*) 'End of const15 example. Return code=',coi_error
 
   If ( coi_error /= 0 ) then
      call flog( "Errors encountered during solution", 1 )
   elseif ( stacalls == 0 .or. solcalls == 0 ) then
      call flog( "Status or Solution routine was not called", 1 )
   elseif ( sstat /= 1 .or. mstat /= 2 ) then
      call flog( "Solver and Model Status was not as expected (1,2)", 1 )
   elseif ( abs( obj-(-5.0d0 ) ) > 0.001d0 ) then
      call flog( "Incorrect objective returned", 1 )
   Else
      Call checkdual( 'const15', maximize )
   endif
 
   if ( coi_free(cntvect) /= 0 ) call flog( "Error while freeing control vector",1)
 
   call flog( "Successful Solve", 0 )
 
End Program const15
!
! ============================================================================
!  Define information about the model:
!
 
!>  Define information about the model
!!
!! @include{doc} readMatrix_params.dox
Integer Function con_readmatrix( lower, curr, upper, vsta, type, rhs, esta,      &
                                 colsta, rowno, value, nlflag, n, m, nz,  &
                                 usrmem )
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_ReadMatrix
#endif
   implicit none
   integer, intent (in)                      :: n      ! number of variables
   integer, intent (in)                      :: m      ! number of constraints
   integer, intent (in)                      :: nz     ! number of nonzeros
   real*8,  intent (in out), dimension(n)    :: lower  ! vector of lower bounds
   real*8,  intent (in out), dimension(n)    :: curr   ! vector of initial values
   real*8,  intent (in out), dimension(n)    :: upper  ! vector of upper bounds
   integer, intent (in out), dimension(n)    :: vsta   ! vector of initial variable status
                                                       ! (not defined here)
   integer, intent (out),    dimension(m)    :: type   ! vector of equation types
   integer, intent (in out), dimension(m)    :: esta   ! vector of initial equation status
                                                       ! (not defined here)
   real*8,  intent (in out), dimension(m)    :: rhs    ! vector of right hand sides
   integer, intent (in out), dimension(n+1)  :: colsta ! vector with start of column indices
   integer, intent (out),    dimension(nz)   :: rowno  ! vector of row numbers
   integer, intent (in out), dimension(nz)   :: nlflag ! vector of nonlinearity flags
   real*8,  intent (in out), dimension(nz)   :: value  ! vector of matrix values
   real*8   usrmem(*)                                  ! optional user memory
!
!  Information about Variables:
!  Default: Lower = -Inf, Curr = 0, and Upper = +inf.
!  Default: the status information in Vsta is not used.
!
   lower(1) =  -5.0d0; curr(1) = 3.0d0; upper(1) = 10.0d0
   lower(2) =   1.0d0; curr(2) = 1.0d0; upper(2) =  1.0d0
   lower(3) = -10.0d0; curr(3) = 3.0d0; upper(3) = 10.0d0
!
!  Information about Constraints:
!  Default: Rhs = 0
!  Default: the status information in Esta and the function
!           value in FV are not used.
!  Default: Type: There is no default.
!           0 = Equality,
!           1 = Greater than or equal,
!           2 = Less than or equal,
!           3 = Non binding.
!
   type(1) = 3
   type(2) = 2
   rhs(2)  = -5.0d0
!
!  Information about the Jacobian. CONOPT expects a columnwise
!  representation in Rowno, Value, Nlflag and Colsta.
!
!  Colsta = Start of column indices (No Defaults):
!  Rowno  = Row indices
!  Value  = Value of derivative (by default only linear
!                                derivatives are used)
!  Nlflag = 0 for linear and 1 for nonlinear derivative
!           (not needed for completely linear models)
!
!  Indices
!       x(1)  x(2)  x(3)
!  1:    1           4
!  2:    2     3     5
!
   colsta(1) =  1
   colsta(2) =  3
   colsta(3) =  4
   colsta(4) =  6
   rowno(1)  =  1
   rowno(2)  =  2
   rowno(3)  =  2
   rowno(4)  =  1
   rowno(5)  =  2
!
!  Nonlinearity Structure: L = 0 are linear and NL = 1 are nonlinear
!       x(1)  x(2)  x(3)
!  1:    L           L
!  2:    NL    NL    NL
!
   nlflag(1) =  0
   nlflag(2) =  1
   nlflag(3) =  1
   nlflag(4) =  0
   nlflag(5) =  1
!
!  Value (Linear only)
!       x(1)  x(2)  x(3)
!  1:   +1           +1
!  2:    NL    NL    NL
!
   value(1)  = +1.d0
   value(4)  = +1.d0
 
  con_readmatrix = 0 ! Return value means OK
 
end Function con_readmatrix
!
!==========================================================================
!  Compute nonlinear terms and non-constant Jacobian elements
!
 
!>  Compute nonlinear terms and non-constant Jacobian elements
!!
!! @include{doc} fdeval_params.dox
Integer Function con_fdeval( x, g, jac, rowno, jcnm, mode, ignerr, errcnt, &
                             n, nz, thread, usrmem )
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_FDEval
#endif
   implicit none
   integer, intent (in)                      :: n      ! number of variables
   integer, intent (in)                      :: rowno  ! number of the row to be evaluated
   integer, intent (in)                      :: nz     ! number of nonzeros in this row
   real*8,  intent (in),     dimension(n)    :: x      ! vector of current solution values
   real*8,  intent (in out)                  :: g      ! constraint value
   real*8,  intent (in out), dimension(n)    :: jac    ! vector of derivatives for current constraint
   integer, intent (in),     dimension(nz)   :: jcnm   ! list of variables that appear nonlinearly
                                                       ! in this row. Ffor information only.
   integer, intent (in)                      :: mode   ! evaluation mode: 1 = function value
                                                       ! 2 = derivatives, 3 = both
   integer, intent (in)                      :: ignerr ! if 1 then errors can be ignored as long
                                                       ! as errcnt is incremented
   integer, intent (in out)                  :: errcnt ! error counter to be incremented in case
                                                       ! of function evaluation errors.
   integer, intent (in)                      :: thread
   real*8   usrmem(*)                                  ! optional user memory
!
!  Row 1: the objective function is nonlinear
!
   if ( rowno .eq. 2 ) then
!
!  Mode = 1 or 3: Function value
!
      if ( mode .eq. 1 .or. mode .eq. 3 ) then
         g = x(1)*x(2) + x(3)*x(3)
      endif
!
!  Mode = 2 or 3: Derivatives
!
      if ( mode .eq. 2 .or. mode .eq. 3 ) then
         jac(1) = x(2)
         jac(2) = x(1)
         jac(3) = 2.0*x(3)
      endif
      con_fdeval = 0
   Else
      con_fdeval = 1 ! Should not happen
   endif
!  e1: max x1+x3
!  e2: x1*x2 + sqr(x3) =l= 10
 
end Function con_fdeval
 
 
!>  Evaluating nonlinear functions and derivatives on an interval. Used in preprocessing
!!
!! @include{doc} fdinterval_params.dox
Integer Function con_fdinterval( XMIN, XMAX, GMIN, GMAX,  &
                                 JMIN, JMAX, ROWNO, JCNM, &
                                 MODE, PINF, N, NJ, USRMEM )
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Con_FDInterval
#endif
   Implicit None
   INTEGER, Intent(IN)                   :: rowno, mode, n, nj
   INTEGER, Dimension(NJ), Intent(IN)    :: jcnm
   real*8,  Dimension(N), Intent(IN)     :: xmin, xmax
   real*8,  Intent(IN OUT)               :: gmin, gmax
   real*8,  Dimension(N), Intent(IN OUT) :: jmin, jmax
   real*8,  Intent(IN)                   :: pinf
   real*8,  Intent(IN OUT)               :: usrmem(*)
 
   real*8 :: bnd3
!
!  Row 2: x1*x2+sqr(x3)
!
   if ( rowno .eq. 2 ) then
!
!  Mode = 1 or 3. Function value
!
      if ( mode .eq. 1 .or. mode .eq. 3 ) then
         bnd3 = min( max( xmin(3), 0.0d0 ), xmax(3) )
         gmin = xmin(1)*xmin(2) + bnd3*bnd3
         gmax = xmax(1)*xmax(2) + max(xmin(3)*xmin(3),xmax(3)*xmax(3))
      endif
!
!  Mode = 2 or 3: Derivative values:
!
      if ( mode .eq. 2 .or. mode .eq. 3 ) then
         jmin(1) = xmin(2)
         jmin(2) = xmin(1)
         jmin(3) = 2.0d0*xmin(3)
         jmax(1) = xmax(2)
         jmax(2) = xmax(1)
         jmax(3) = 2.0d0*xmax(3)
      endif
      con_fdinterval = 0
   else
!
!  There are no other rows:
!
      con_fdinterval = 1
   endif
 
end Function con_fdinterval