force01.f90

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!> @file force01.f90
!! @ingroup FORT1THREAD_EXAMPLES
!!
!!
!! In the first round equation e2 is solved w.r.t. x2 and the value is 1.0
!! and e3 is converted into an upper bound of 1.0 on x4.
!! In the second round equation e1 is solved w.r.t. x1 and the value is 1.0
!! and e4 is converted into an upper bound of 0.0 on x4 that subsequently
!! is fixed at 0.0.
!! Finally, e5 is forcing x5 and x6 zero.
!! The solution is unique.
!!
!! @verbatim
!! variable x1, x2, x3, x4, x5, x6;
!! equation e1, e2, e3, e4, e5;
!!
!! positive variable x4, x5;
!! x3.fx = 2;
!! x6.lo = 0;
!!
!! e1 .. x1 +   x2                     =E= 2;
!! e2 ..      4*x2 + x3                =E= 6;
!! e3 ..                  x4           =L= 1;
!! e4 ..        x2      + x4           =L= 1;
!! e5 .. x1                  + x5 + x6 =L= 1;
!!
!! model m / all /;
!! solve m using nlp minimizing x6;
!! solve m using nlp maximizing x6;
!! @endverbatim
!!
!!
!! 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 force01
 
   Use proginfo
   Use conopt
   implicit None
!
!  Declare the user callback routines as Integer, External:
!
   Integer, External :: force_readmatrix ! Mandatory Matrix definition routine defined below
   Integer, External :: force_fdeval     ! Function and Derivative evaluation routine
                                       ! needed 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
   Integer, External :: std_triord     ! Standard callback for Forcengular order
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Force_ReadMatrix
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Force_FDEval
!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
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Std_TriOrd
#endif
!
!  Control vector
!
   INTEGER, Dimension(:), Pointer :: cntvect
   INTEGER :: coi_error
 
   call startup
!
!  Create and initialize a Control Vector
!
   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, 6 ) )  ! # variables
   coi_error = max( coi_error, coidef_numcon( cntvect, 5 ) )  ! # constraints
   coi_error = max( coi_error, coidef_numnz( cntvect, 10 ) ) ! # nonzeros in the Jacobian
   coi_error = max( coi_error, coidef_numnlnz( cntvect, 0 ) )  ! # of which are nonlinear
   coi_error = max( coi_error, coidef_optdir( cntvect, -1 ) ) ! Minimize
   coi_error = max( coi_error, coidef_objvar( cntvect, 6 ) )  ! Objective variable #
   coi_error = max( coi_error, coidef_optfile( cntvect, 'Force01.opt' ) )
!
!  Tell CONOPT about the callback routines:
!
   coi_error = max( coi_error, coidef_readmatrix( cntvect, force_readmatrix ) )
   coi_error = max( coi_error, coidef_fdeval( cntvect, force_fdeval     ) )
   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     ) )
   coi_error = max( coi_error, coidef_triord( cntvect, std_triord     ) )
 
#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 Force01 example Minimize. 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 /= 1 ) then
      call flog( "Solver and Model Status was not as expected (1,1)", 1 )
   elseif ( abs( obj-0.0d0 ) > 0.000001d0 ) then
      call flog( "Incorrect objective returned", 1 )
   Else
      Call checkdual( 'Force01', minimize )
   endif
!
!  Repeat with Maximize
!
   coi_error = max( coi_error, coidef_optdir( cntvect, +1 ) ) ! Maximize
   coi_error = coi_solve( cntvect )
 
   write(*,*)
   write(*,*) 'End of Force01 example Maximize. 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 /= 1 ) then
      call flog( "Solver and Model Status was not as expected (1,1)", 1 )
   elseif ( abs( obj-0.0d0 ) > 0.000001d0 ) then
      call flog( "Incorrect objective returned", 1 )
   Else
      Call checkdual( 'Force01', maximize )
   endif
 
   if ( coi_free(cntvect) /= 0 ) call flog( "Error while freeing control vector",1)
 
   call flog( "Successful Solve", 0 )
!
!  Free solution memory
!
   call finalize
 
End Program force01
!
! ============================================================================
!  Define information about the model:
!
 
!>  Define information about the model
!!
!! @include{doc} readMatrix_params.dox
Integer Function force_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 :: Force_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.
!
!  The model uses defaults
!
!  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.
!
!  Constraint 1: e1
!  Rhs = 2.0 and type Equality
!
   rhs(1)  = 2.0d0
   type(1) = 0
!
!  Constraint 2: e2
!  Rhs = 6.0 and type Equality
!
   rhs(2)  = 6.0d0
   type(2) = 0
!
!  Constraint 3: e3
!  Rhs = 1.0 and type Less than or equal
!
   rhs(3) = 1.0d0
   type(3) = 2
!
!  Constraint 4: e4
!  Rhs = 1.0 and type Less than or equal
!
   rhs(4) = 1.0d0
   type(4) = 2
!
!  Constraint 5: e5
!  Rhs = 1.0 and type Less than or equal
!
   rhs(5) = 1.0d0
   type(5) = 2
!
!  Non-default Bounds
!
   lower(3) = 2.0d0
   upper(3) = 2.0d0
   lower(4) = 0.0d0
   lower(5) = 0.0d0
   lower(6) = 0.0d0
!
!  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)  x(4)  x(5)  x(6)
!  1:    1     3
!  2:          4     6
!  3:                      7
!  4:          5           8
!  5:    2                       9     10
!
   colsta(1) =  1
   colsta(2) =  3
   colsta(3) =  6
   colsta(4) =  7
   colsta(5) =  9
   colsta(6) = 10
   colsta(7) = 11
   rowno(1)  =  1
   rowno(2)  =  5
   rowno(3)  =  1
   rowno(4)  =  2
   rowno(5)  =  4
   rowno(6)  =  2
   rowno(7)  =  3
   rowno(8)  =  4
   rowno(9)  =  5
   rowno(10) =  5
!
!  Nonlinearity Structure: Model is linear
!
!
!  Value (Linear only)
!       x(1)  x(2)  x(3)  x(4)  x(5)  x(6)
!  1:   1.0   1.0
!  2:         4.0    1.0
!  3:                     1.0
!  4:         1.0         1.0
!  5:   1.0                      1.0    1.0
!
   value(1)  =  1.d0
   value(2)  =  1.d0
   value(3)  =  1.d0
   value(4)  =  4.d0
   value(5)  =  1.d0
   value(6)  =  1.d0
   value(7)  =  1.d0
   value(8)  =  1.d0
   value(9)  =  1.d0
   value(10) =  1.d0
 
  force_readmatrix = 0 ! Return value means OK
 
end Function force_readmatrix
!
!==========================================================================
!  Compute nonlinear terms and non-constant Jacobian elements
!
 
!>  Compute nonlinear terms and non-constant Jacobian elements
!!
!! @include{doc} fdeval_params.dox
Integer Function force_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 :: Force_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
!
!  The model is linear and FDEval should not be called.
!
   force_fdeval = 1
 
end Function force_fdeval