CONOPT
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evalerror05.f90
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1!> @file evalerror05.f90
2!! @ingroup FORT1THREAD_EXAMPLES
3!!
4!!
5!! Test function evaluation errors.
6!! Case 05: function evalutation error in the preprocessor.
7!!
8!!
9!! For more information about the individual callbacks, please have a look at the source code.
10
11!> Main program. A simple setup and call of CONOPT
12!!
14
15 Use proginfo
16 Use coidef
17 implicit None
18!
19! Declare the user callback routines as Integer, External:
20!
21 Integer, External :: eval_readmatrix ! Mandatory Matrix definition routine defined below
22 Integer, External :: eval_fdeval ! Function and Derivative evaluation routine
23 ! needed a nonlinear model.
24 Integer, External :: std_status ! Standard callback for displaying solution status
25 Integer, External :: std_solution ! Standard callback for displaying solution values
26 Integer, External :: std_message ! Standard callback for managing messages
27 Integer, External :: std_errmsg ! Standard callback for managing error messages
28#if defined(itl)
29!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_ReadMatrix
30!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_FDEval
31!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Status
32!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Solution
33!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_Message
34!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_ErrMsg
35#endif
36!
37! Control vector
38!
39 INTEGER, Dimension(:), Pointer :: cntvect
40 INTEGER :: coi_error
41!
42! Create and initialize a Control Vector
43!
44 call startup
45
46 coi_error = coi_createfort( cntvect )
47!
48! Tell CONOPT about the size of the model by populating the Control Vector:
49!
50 coi_error = max( coi_error, coidef_numvar( cntvect, 2 ) ) ! # variables
51 coi_error = max( coi_error, coidef_numcon( cntvect, 2 ) ) ! # constraints
52 coi_error = max( coi_error, coidef_numnz( cntvect, 3 ) ) ! # nonzeros in the Jacobian
53 coi_error = max( coi_error, coidef_numnlnz( cntvect, 1 ) ) ! # of which are nonlinear
54 coi_error = max( coi_error, coidef_optdir( cntvect, 1 ) ) ! Maximize
55 coi_error = max( coi_error, coidef_objvar( cntvect, 1 ) ) ! Objective is variable 1
56 coi_error = max( coi_error, coidef_optfile( cntvect, 'EvalError05.opt' ) )
57!
58! Tell CONOPT about the callback routines:
59!
60 coi_error = max( coi_error, coidef_readmatrix( cntvect, eval_readmatrix ) )
61 coi_error = max( coi_error, coidef_fdeval( cntvect, eval_fdeval ) )
62 coi_error = max( coi_error, coidef_status( cntvect, std_status ) )
63 coi_error = max( coi_error, coidef_solution( cntvect, std_solution ) )
64 coi_error = max( coi_error, coidef_message( cntvect, std_message ) )
65 coi_error = max( coi_error, coidef_errmsg( cntvect, std_errmsg ) )
66
67#if defined(LICENSE_INT_1) && defined(LICENSE_INT_2) && defined(LICENSE_INT_3) && defined(LICENSE_TEXT)
68 coi_error = max( coi_error, coidef_license( cntvect, license_int_1, license_int_2, license_int_3, license_text) )
69#endif
70
71 If ( coi_error .ne. 0 ) THEN
72 write(*,*)
73 write(*,*) '**** Fatal Error while loading CONOPT Callback routines.'
74 write(*,*)
75 call flog( "Skipping Solve due to setup errors", 1 )
76 ENDIF
77!
78! Save the solution so we can check the duals:
79!
80 do_allocate = .true.
81!
82! Start CONOPT:
83!
84 coi_error = coi_solve( cntvect )
85
86 write(*,*)
87 write(*,*) 'End of EvalError05 example. Return code=',coi_error
88
89 If ( coi_error /= 0 ) then
90 call flog( "Errors encountered during solution", 1 )
91 elseif ( stacalls == 0 .or. solcalls == 0 ) then
92 call flog( "Status or Solution routine was not called", 1 )
93!
94! We expect sstat = 5 (Evaluation Error Limit) and mstat 0 6 (Intermediate Infeasible)
95!
96 elseif ( sstat /= 5 .or. mstat /= 6 ) then
97 call flog( "Solver and Model Status was not as expected (1,2)", 1 )
98 endif
99
100 if ( coi_free(cntvect) /= 0 ) call flog( "Error while freeing control vector",1)
101
102 call flog( "Successful Solve", 0 )
103
104End Program evalerror05
105!
106! ============================================================================
107! Define information about the model:
108!
109
110!> Define information about the model
111!!
112!! @include{doc} readMatrix_params.dox
113Integer Function eval_readmatrix( lower, curr, upper, vsta, type, rhs, esta, &
114 colsta, rowno, value, nlflag, n, m, nz, &
115 usrmem )
116#if defined(itl)
117!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_ReadMatrix
118#endif
119 implicit none
120 integer, intent (in) :: n ! number of variables
121 integer, intent (in) :: m ! number of constraints
122 integer, intent (in) :: nz ! number of nonzeros
123 real*8, intent (in out), dimension(n) :: lower ! vector of lower bounds
124 real*8, intent (in out), dimension(n) :: curr ! vector of initial values
125 real*8, intent (in out), dimension(n) :: upper ! vector of upper bounds
126 integer, intent (in out), dimension(n) :: vsta ! vector of initial variable status
127 ! (not defined here)
128 integer, intent (out), dimension(m) :: type ! vector of equation types
129 integer, intent (in out), dimension(m) :: esta ! vector of initial equation status
130 ! (not defined here)
131 real*8, intent (in out), dimension(m) :: rhs ! vector of right hand sides
132 integer, intent (in out), dimension(n+1) :: colsta ! vector with start of column indices
133 integer, intent (out), dimension(nz) :: rowno ! vector of row numbers
134 integer, intent (in out), dimension(nz) :: nlflag ! vector of nonlinearity flags
135 real*8, intent (in out), dimension(nz) :: value ! vector of matrix values
136 real*8 usrmem(*) ! optional user memory
137!
138! Information about Variables:
139! Default: Lower = -Inf, Curr = 0, and Upper = +inf.
140! Default: the status information in Vsta is not used.
141!
142! Information about Constraints:
143! Default: Rhs = 0
144! Default: the status information in Esta and the function
145! value in FV are not used.
146! Default: Type: There is no default.
147! 0 = Equality,
148! 1 = Greater than or equal,
149! 2 = Less than or equal,
150! 3 = Non binding.
151!
152! Constraint 1: Rhs = 0 and type Equality
153! Constraint 2: Rhs = 1 and type Equality
154!
155 type(1) = 0
156 rhs(2) = 1.0d0
157 type(2) = 0
158!
159! Information about the Jacobian. We use the standard method with
160! Rowno, Value, Nlflag and Colsta and we do not use Colno.
161!
162! Colsta = Start of column indices (No Defaults):
163! Rowno = Row indices
164! Value = Value of derivative (by default only linear
165! derivatives are used)
166! Nlflag = 0 for linear and 1 for nonlinear derivative
167! (not needed for completely linear models)
168!
169! Indices
170! x(1) x(2)
171! 1: 1 3
172! 2: 2
173!
174 colsta(1) = 1
175 colsta(2) = 3
176 colsta(3) = 4
177 rowno(1) = 1
178 rowno(2) = 2
179 rowno(3) = 1
180!
181! Nonlinearity Structure: L = 0 are linear and NL = 1 are nonlinear
182! x(1) x(2)
183! 1: NL L
184! 2: L
185!
186 nlflag(1) = 1
187 nlflag(2) = 0
188 nlflag(3) = 0
189!
190! Value (Linear only)
191! x(1) x(2)
192! 1: NL -1
193! 2: +1
194!
195 value(2) = +1.d0
196 value(3) = -1.d0
197
198 eval_readmatrix = 0 ! Return value means OK
199
200end Function eval_readmatrix
201!
202!==========================================================================
203! Compute nonlinear terms and non-constant Jacobian elements
204!
205
206!> Compute nonlinear terms and non-constant Jacobian elements
207!!
208!! @include{doc} fdeval_params.dox
209Integer Function eval_fdeval( x, g, jac, rowno, jcnm, mode, ignerr, errcnt, &
210 n, nz, thread, usrmem )
211#if defined(itl)
212!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_FDEval
213#endif
214 implicit none
215 integer, intent (in) :: n ! number of variables
216 integer, intent (in) :: rowno ! number of the row to be evaluated
217 integer, intent (in) :: nz ! number of nonzeros in this row
218 real*8, intent (in), dimension(n) :: x ! vector of current solution values
219 real*8, intent (in out) :: g ! constraint value
220 real*8, intent (in out), dimension(n) :: jac ! vector of derivatives for current constraint
221 integer, intent (in), dimension(nz) :: jcnm ! list of variables that appear nonlinearly
222 ! in this row. Ffor information only.
223 integer, intent (in) :: mode ! evaluation mode: 1 = function value
224 ! 2 = derivatives, 3 = both
225 integer, intent (in) :: ignerr ! if 1 then errors can be ignored as long
226 ! as errcnt is incremented
227 integer, intent (in out) :: errcnt ! error counter to be incremented in case
228 ! of function evaluation errors.
229 integer, intent (in) :: thread
230 real*8 usrmem(*) ! optional user memory
231!
232! Row 1: x2 = log(1-x1)
233!
234 eval_fdeval = 0
235 if ( rowno .eq. 1 ) then
236!
237! Mode = 1 or 3. Function value: G = log(x1)
238!
239 if ( mode .eq. 1 .or. mode .eq. 3 ) then
240 if ( x(1) .ge. 1.0d0 ) then
241 errcnt = errcnt + 1
242 else
243 g = log(1.d0-x(1))
244 endif
245 endif
246!
247! Mode = 2 or 3: Derivative values:
248!
249 if ( mode .eq. 2 .or. mode .eq. 3 ) then
250 if ( x(1) .ge. 1.0d0 ) then
251 errcnt = errcnt + 1
252 else
253 jac(1) = 1.0d0/(1.d0-x(1))
254 endif
255 endif
256 Else
257!
258! Other rows -- should not happen
259!
260 eval_fdeval = 1
261 endif
262
263end Function eval_fdeval
integer function std_solution(xval, xmar, xbas, xsta, yval, ymar, ybas, ysta, n, m, usrmem)
Definition comdecl.f90:128
integer function std_status(modsta, solsta, iter, objval, usrmem)
Definition comdecl.f90:82
integer function std_message(smsg, dmsg, nmsg, llen, usrmem, msgv)
Definition comdecl.f90:203
integer function std_errmsg(rowno, colno, posno, msglen, usrmem, msg)
Definition comdecl.f90:248
integer function eval_fdeval(x, g, jac, rowno, jcnm, mode, ignerr, errcnt, n, nz, thread, usrmem)
Compute nonlinear terms and non-constant Jacobian elements.
integer function eval_readmatrix(lower, curr, upper, vsta, type, rhs, esta, colsta, rowno, value, nlflag, n, m, nz, usrmem)
Define information about the model.
program evalerror05
Main program. A simple setup and call of CONOPT.
integer function coidef_fdeval(cntvect, coi_fdeval)
define callback routine for performing function and derivative evaluations.
integer function coidef_errmsg(cntvect, coi_errmsg)
define callback routine for returning error messages for row, column or Jacobian elements.
integer function coidef_message(cntvect, coi_message)
define callback routine for handling messages returned during the solution process.
integer function coidef_readmatrix(cntvect, coi_readmatrix)
define callback routine for providing the matrix data to CONOPT.
integer function coidef_status(cntvect, coi_status)
define callback routine for returning the completion status.
integer function coidef_solution(cntvect, coi_solution)
define callback routine for returning the final solution values.
integer function coidef_optfile(cntvect, optfile)
define callback routine for defining an options file.
integer function coidef_license(cntvect, licint1, licint2, licint3, licstring)
define the License Information.
Definition coistart.f90:680
integer function coidef_numvar(cntvect, numvar)
defines the number of variables in the model.
Definition coistart.f90:358
integer function coidef_numnz(cntvect, numnz)
defines the number of nonzero elements in the Jacobian.
Definition coistart.f90:437
integer function coidef_optdir(cntvect, optdir)
defines the Optimization Direction.
Definition coistart.f90:552
integer function coidef_numnlnz(cntvect, numnlnz)
defines the Number of Nonlinear Nonzeros.
Definition coistart.f90:476
integer function coidef_numcon(cntvect, numcon)
defines the number of constraints in the model.
Definition coistart.f90:398
integer function coidef_objvar(cntvect, objvar)
defines the Objective Variable.
Definition coistart.f90:586
integer function coi_solve(cntvect)
method for starting the solving process of CONOPT.
Definition coistart.f90:14
integer solcalls
Definition comdecl.f90:9
integer sstat
Definition comdecl.f90:12
integer stacalls
Definition comdecl.f90:8
subroutine flog(msg, code)
Definition comdecl.f90:56
logical do_allocate
Definition comdecl.f90:21
integer mstat
Definition comdecl.f90:11
subroutine startup
Definition comdecl.f90:35