CONOPT
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evalerror09.f90
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1!> @file evalerror09.f90
2!! @ingroup FORT1THREAD_EXAMPLES
3!!
4!!
5!! Test function evaluation errors.
6!! Case 09: function and Derivative evaluation error during AdjustInitialPoint
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, 3 ) ) ! # variables
51 coi_error = max( coi_error, coidef_numcon( cntvect, 1 ) ) ! # constraints
52 coi_error = max( coi_error, coidef_numnz( cntvect, 3 ) ) ! # nonzeros in the Jacobian
53 coi_error = max( coi_error, coidef_numnlnz( cntvect, 3 ) ) ! # 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, 'EvalError09.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 EvalError09 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 = 6 (Intermediate Infeasible)
95! of mstat = 7 (intermediate feasible)
96!
97 elseif ( sstat /= 5 .or. ( mstat < 5 .or. mstat > 7 ) ) then
98 call flog( "Solver and Model Status was not as expected (5,6) or (5,7)", 1 )
99 endif
100
101 if ( coi_free(cntvect) /= 0 ) call flog( "Error while freeing control vector",1)
102
103 call flog( "Successful Solve", 0 )
104
105End Program evalerror09
106!
107! ============================================================================
108! Define information about the model:
109!
110
111!> Define information about the model
112!!
113!! @include{doc} readMatrix_params.dox
114Integer Function eval_readmatrix( lower, curr, upper, vsta, type, rhs, esta, &
115 colsta, rowno, value, nlflag, n, m, nz, &
116 usrmem )
117#if defined(itl)
118!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_ReadMatrix
119#endif
120 implicit none
121 integer, intent (in) :: n ! number of variables
122 integer, intent (in) :: m ! number of constraints
123 integer, intent (in) :: nz ! number of nonzeros
124 real*8, intent (in out), dimension(n) :: lower ! vector of lower bounds
125 real*8, intent (in out), dimension(n) :: curr ! vector of initial values
126 real*8, intent (in out), dimension(n) :: upper ! vector of upper bounds
127 integer, intent (in out), dimension(n) :: vsta ! vector of initial variable status
128 ! (not defined here)
129 integer, intent (out), dimension(m) :: type ! vector of equation types
130 integer, intent (in out), dimension(m) :: esta ! vector of initial equation status
131 ! (not defined here)
132 real*8, intent (in out), dimension(m) :: rhs ! vector of right hand sides
133 integer, intent (in out), dimension(n+1) :: colsta ! vector with start of column indices
134 integer, intent (out), dimension(nz) :: rowno ! vector of row numbers
135 integer, intent (in out), dimension(nz) :: nlflag ! vector of nonlinearity flags
136 real*8, intent (in out), dimension(nz) :: value ! vector of matrix values
137 real*8 usrmem(*) ! optional user memory
138!
139! Information about Variables:
140! Default: Lower = -Inf, Curr = 0, and Upper = +inf.
141! Default: the status information in Vsta is not used.
142!
143 lower(1) = 0.0d0
144 lower(2) = 0.0d0
145 lower(3) = 0.0d0
146 curr(1) = 1.0d0
147 curr(2) = 1.0d0
148 curr(3) = 1.0d0
149!
150! Information about Constraints:
151! Default: Rhs = 0
152! Default: the status information in Esta and the function
153! value in FV are not used.
154! Default: Type: There is no default.
155! 0 = Equality,
156! 1 = Greater than or equal,
157! 2 = Less than or equal,
158! 3 = Non binding.
159!
160! Constraint 1 (Objective)
161! Rhs = 0 and type Equality
162!
163 type(1) = 0
164!
165! Information about the Jacobian. We use the standard method with
166! Rowno, Value, Nlflag and Colsta and we do not use Colno.
167!
168! Colsta = Start of column indices (No Defaults):
169! Rowno = Row indices
170! Value = Value of derivative (by default only linear
171! derivatives are used)
172! Nlflag = 0 for linear and 1 for nonlinear derivative
173! (not needed for completely linear models)
174!
175! Indices
176! x(1) x(2) x(3)
177! 1: 1 2 3
178!
179 colsta(1) = 1
180 colsta(2) = 2
181 colsta(3) = 3
182 colsta(4) = 4
183 rowno(1) = 1
184 rowno(2) = 1
185 rowno(3) = 1
186!
187! Nonlinearity Structure: L = 0 are linear and NL = 1 are nonlinear
188! x(1) x(2) x(3)
189! 1: NL NL NL
190!
191 nlflag(1) = 1
192 nlflag(2) = 1
193 nlflag(3) = 1
194!
195! Value (Linear only)
196! x(1) x(2) x(3)
197! 1: NL NL NL
198!
199
200 eval_readmatrix = 0 ! Return value means OK
201
202end Function eval_readmatrix
203!
204!==========================================================================
205! Compute nonlinear terms and non-constant Jacobian elements
206!
207
208!> Compute nonlinear terms and non-constant Jacobian elements
209!!
210!! @include{doc} fdeval_params.dox
211Integer Function eval_fdeval( x, g, jac, rowno, jcnm, mode, ignerr, errcnt, &
212 n, nz, thread, usrmem )
213#if defined(itl)
214!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Eval_FDEval
215#endif
216 implicit none
217 integer, intent (in) :: n ! number of variables
218 integer, intent (in) :: rowno ! number of the row to be evaluated
219 integer, intent (in) :: nz ! number of nonzeros in this row
220 real*8, intent (in), dimension(n) :: x ! vector of current solution values
221 real*8, intent (in out) :: g ! constraint value
222 real*8, intent (in out), dimension(n) :: jac ! vector of derivatives for current constraint
223 integer, intent (in), dimension(nz) :: jcnm ! list of variables that appear nonlinearly
224 ! in this row. Ffor information only.
225 integer, intent (in) :: mode ! evaluation mode: 1 = function value
226 ! 2 = derivatives, 3 = both
227 integer, intent (in) :: ignerr ! if 1 then errors can be ignored as long
228 ! as errcnt is incremented
229 integer, intent (in out) :: errcnt ! error counter to be incremented in case
230 ! of function evaluation errors.
231 integer, intent (in) :: thread
232 real*8 usrmem(*) ! optional user memory
233!
234! Row 1: sqrt(x1+x2+x3)
235!
236 eval_fdeval = 0
237 if ( rowno .eq. 1 ) then
238!
239! Mode = 1 or 3. Function value: G = log(x1)
240!
241 if ( mode .eq. 1 .or. mode .eq. 3 ) then
242 if ( x(1) + x(2) + x(3) .lt. 0.0d0 ) then
243 errcnt = errcnt + 1
244 else
245 g = sqrt(x(1)+x(2)+x(3))
246 endif
247 endif
248!
249! Mode = 2 or 3: Derivative values:
250!
251 if ( mode .eq. 2 .or. mode .eq. 3 ) then
252 if ( x(1) + x(2) + x(3) .le. 0.0d0 ) then
253 errcnt = errcnt + 1
254 else
255 jac(1) = 0.5d0/sqrt(x(1)+x(2)+x(3))
256 jac(2) = jac(1)
257 jac(3) = jac(1)
258 endif
259 endif
260 Else
261!
262! Other rows -- should not happen
263!
264 eval_fdeval = 1
265 endif
266
267end 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 evalerror09
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