CONOPT
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Fortran - Single Thread

Files

file  tutorial.f90
 a tutorial providing an introduction to the CONOPT API
 
file  tutorial2.f90
 This model is a revision of Tutorial in which we have added a set of 2nd derivative routines, Tut_2DLagrStr and Tut_2DLagrVal.
 
file  bound01.f90
 Model in which a simple inequality is converted into a simple bound in the preprocessor.
 
file  bound02.f90
 Model in which several simple inequalities are converted into simple bounds.
 
file  bound03.f90
 Model in which several simple inequalities are converted into simple bounds. The implied bounds are infeasible.
 
file  bound04.f90
 Very simple model with a bound and in inconsistent inequalities that could be converted into a simple bounds. Intended to check error messages and status for the solution.
 
file  circle.f90
 The model approximates the inner of a circle with center in (0,0) and radius 1 by NP tangents defines in NP points spread evenly on the circle In addition we add the constraint y = 0.5 and maximize x.
 
file  circles.f90
 Intersection of two circles with radius 1 and center in (0,0) and (1.6,0).
 
file  cns02.f90
 This is a CONOPT implementation of the GAMS model:
 
file  cns03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  cns12.f90
 This is a CONOPT implementation of the GAMS model:
 
file  const01.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const02.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const03.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const04.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const05.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const06.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const07.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const08.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const09.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const10.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const11.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const12.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const13.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const14.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const15.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  const16.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  elec.f90
 Electron model from COPS test set.
 
file  elec2.f90
 Electron model from COPS test set, this time with a Hessian.
 
file  eq2a.f90
 Tests EQ2 constraints that are made post-triangular by transfer of bounds.
 
file  eq2b.f90
 Tests EQ2 constraints that are made post-triangular by transfer of bounds.
 
file  eq2d.f90
 Tests EQ2 constraints that are made post-triangular by transfer of bounds.
 
file  evalerr01.f90
 Model with function evaluation errors – 01.
 
file  evalerror01.f90
 Test function evaluation errors. Case 01: Function evaluation error in the initial point.
 
file  evalerror02.f90
 Test function evaluation errors. Case 02: Derivative evaluation error in the initial point.
 
file  evalerror03.f90
 Test function evaluation errors. Case 03: Function value overflow in the initial point.
 
file  evalerror04.f90
 Test function evaluation errors. Case 04: Derivative value overflow in the initial point.
 
file  evalerror05.f90
 Test function evaluation errors. Case 05: function evalutation error in the preprocessor.
 
file  evalerror06.f90
 Test function evaluation errors. Case 06: Derivative evalutation error in the preprocessor.
 
file  evalerror07.f90
 Test function evaluation errors. Case 07: Function overflow in the preprocessor.
 
file  evalerror08.f90
 Test function evaluation errors. Case 08: Derivative overflow in the preprocessor.
 
file  evalerror09.f90
 Test function evaluation errors. Case 09: function and Derivative evaluation error during AdjustInitialPoint.
 
file  evalerror10.f90
 Test function evaluation errors. Case 10: function evaluation error after the preprocessor.
 
file  evalerror11.f90
 Test function evaluation errors. Case 10: function evaluation error after the preprocessor.
 
file  evalerror12.f90
 Test function evaluation errors. Case 12: function evaluation error after AdjustInitialPoint.
 
file  evalerror13.f90
 Test function evaluation errors. Case 13: function evalutation error after AdjustInitialPoint.
 
file  evalerror14.f90
 Test function evaluation errors. Case 14: Function evaluation error after linear feasibility model has been solved.
 
file  ex01.f90
 This is an implementation of the model PORT.GMS (seq 50) in the GAMS model library. The model is repeated here for easy reference:
 
file  force01.f90
 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.
 
file  force02.f90
 This is a CONOPT implementation of the GAMS model:
 
file  force03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  force04.f90
 This is a CONOPT implementation of the GAMS model:
 
file  force05.f90
 This is a CONOPT implementation of the GAMS model:
 
file  fvboth.f90
 This is the pindyck example rewritten to use both the FVforAll and FVincLin way of defining nonlinear functions. All functions, linear as well as nonlinear, will be called, and the functions must return the sum of the linear and nonlinear terms.
 
file  fvboth2.f90
 This is the pindyck example rewritten to use both the FVforAll and FVincLin way of defining nonlinear functions. All functions, linear as well as nonlinear, will be called, and the functions must return the sum of the linear and nonlinear terms. Similar to FvBoth but with Linear Jacobian elements defined in FDEval.
 
file  fvforall.f90
 This is the pindyck example rewritten to use the FVforAll way of defining nonlinear functions. All functions, linear as well as nonlinear, will be called.
 
file  fvforall2.f90
 This is the pindyck example rewritten to use the FVforAll2 way of defining nonlinear functions. All functions, linear as well as nonlinear, will be called.
 
file  fvinclin.f90
 This is the pindyck example rewritten to use the FVincLin way of defining nonlinear functions. The nonlinear functions must contain both linear and nonlinear terms.
 
file  fvinclin2.f90
 This is the pindyck example rewritten to use the FVincLin way of defining nonlinear functions. The nonlinear functions must contain both linear and nonlinear terms. In this FvincLin2 example we also define the linear derivatives that appear in the nonlinear constraints.
 
file  ident01.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident02.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident04.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident05.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident06.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident07.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident08.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident09.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident10.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident11.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident12.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident13.f90
 This is a CONOPT implementation of the GAMS model:
 
file  ident20.f90
 Model with identical variables, i.e. a*xi =E= b*xj
 
file  ident21.f90
 Model with identical variables, i.e. a*xi =E= b*xj. Similar to ident20, but with bounds on the variables. The bounds are not consistent with the identities.
 
file  ident22.f90
 Model with identical variables, i.e. a*xi =E= b*xj. Similar to ident21, but with bounds on the variables. The bounds are not consistent with the identities and they prevent the global minimum of zero.
 
file  ident23.f90
 Model with identical variables, i.e. a*xi =E= b*xj Similar to ident20, but with an extra redundant identity.
 
file  identnl01.f90
 This is a CONOPT implementation of the GAMS model:
 
file  identnl03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  largebnd.f90
 This is the standard Tutorial model with a little twist: We assign some of the upper bounds a value above the maximum value of Rtmaxv. Earlier this would be a fatal error. Now the bounds are projected on the legal interval, a message is issued, and the model solved.
 
file  largeres1.f90
 Example with a Large Residual in the initial point.
 
file  largeres2.f90
 Example with a Large Residual in the initial point.
 
file  largerhs.f90
 Model with large right Hand Side.
 
file  leastl1.f90
 We solve the following nonlinear linear L1 estimation model:
 
file  leastsq.f90
 We solve the following nonlinear least squares model:
 
file  leastsq10.f90
 This model is similar to leastsq5, but this time we define 2nd order directional information in the form of both an 2DDirIni routine where the bulk of the work is done and a 2DDir routine that just copies the information.
 
file  leastsq2.f90
 This model is similar to leastsq. The key difference is that we supply a callback routine that can compute 2nd derivatives of the model. However, we only include part of the 2nd derivatives corresponding to the direct objective terms, res(i)**2. The terms from b(i,j)*x(j)**2 are ignored in the 2nd derivatives. CONOPT will not notice the incorrect derivatives but it may converge more slowly.
 
file  leastsq4.f90
 This model is similar to leastsq2. The key difference is that the 2nd derivatives this time are complete as opposed to only including the res(i)**2 term.
 
file  leastsq5.f90
 This model is similar to leastsq, but this time we define 2nd order information in the form of a 2DDir routine.
 
file  leastsq6.f90
 Currently, the model crashes in the inversion – have it fixed later.
 
file  leastsq7.f90
 The model is similar to leastsq, but we test that the duals have the right value, run again without a post triangle and check the duals and we also compare duals with the change in objective from a perturbation.
 
file  leastsq8.f90
 We solve the following nonlinear least squares model:
 
file  leastsq9.f90
 The model is similar to leastsq7, but we test an alternative optimal solution that was found at some stage with bounded residuals. The new solution is then used as a starting point for a run without bounded residuals and the solution should still be optimal.
 
file  lp01a.f90
 Test model lp01a.gms – case with an error.
 
file  lp01b.f90
 Test model lp01.gms – case with an error.
 
file  lp10.f90
 Test model lp10.gms – case with an error.
 
file  minimax.f90
 We solve the following nonlinear minimax model:
 
file  minimax01.f90
 MiniMax01 is a small version of minimax used for quick turnaround.
 
file  minimax02.f90
 Minimax02 is a small version of minimax used for quick turnaround.
 
file  minimax03.f90
 MiniMax03 is a small version of minimax used for quick turnaround.
 
file  minimax04.f90
 Minimax04 is a minimax model with multiple minimax variables.
 
file  minimax05.f90
 Minimax05 is a minimax model with multiple minimax variables and some side constraints.
 
file  minimax06.f90
 Minimax06 is a minimax model with multiple minimax variables and some side constraints. Compared to Minimax05 we have lower bounds of -1.0 on x
 
file  minimax07.f90
 Minimax07 is a minimax model with multiple minimax variables and some side constraints.
 
file  minimax08.f90
 Minimax08 is a minimax model with multiple minimax variables and some side constraints. Same as minimax06 except that the quadratic b-term is much smaller so the SLP part should work well.
 
file  mono01.f90
 Monotone function to bound conversion example 01.
 
file  mono02.f90
 Monotone function to bound conversion example 02.
 
file  mono03.f90
 Monotone function to bound conversion example 03.
 
file  mono04.f90
 Monotone function to bound conversion example 04.
 
file  mono05.f90
 Monotone function to bound conversion example 05.
 
file  mono06.f90
 Monotone function to bound conversion example 06.
 
file  mono07.f90
 Monotone function to bound conversion example 07.
 
file  mono08.f90
 Monotone function to bound conversion example 08.
 
file  mono09.f90
 Monotone function to bound conversion example 09.
 
file  mono10.f90
 Monotone function to bound conversion example 10.
 
file  nleq01.f90
 Nonlinear singleton to bound conversion example 01.
 
file  nleq02.f90
 Nonlinear function to bound conversion example 02.
 
file  nleq03.f90
 Nonlinear function to bound conversion example 03.
 
file  nleq04.f90
 Nonlinear constraint to bound conversion example 04.
 
file  nleq05.f90
 nonlinear function to bound conversion example 05
 
file  objconvar.f90
 Both ObjVar and ObjCon are defined. The last one is used.
 
file  objnotn.f90
 Objective constraint is not type =N=. Test the error message.
 
file  overflow01.f90
 A program that will give large post-triangular variables. Used to check the back-tracking in Newton and Conedm.
 
file  overlap01.f90
 Example 01 in a series of examples where the same variable appears as a singleton in several nonlinear constraints.
 
file  overlap02.f90
 Example 02 in a series of examples where the same variable appears as a singleton in several nonlinear constraints.
 
file  pen01.f90
 Test model pen01.gms – a model with penalty pairs.
 
file  pen02.f90
 Test model pen02.gms – a model with penalty pairs.
 
file  pinadd.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The implementation is similar to the one in pindyck, but this time we first solve the model for 16 periods and then we gradually increase the number of periods one at a time up to 20.
 
file  pinadd2.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The implementation is similar to the one in pindyck, but this time we first solve the model for 16 periods and then we gradually increase the number of periods one at a time up to 20.
 
file  pinadd2err.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The implementation is similar to the one in pindyck, but this time we first solve the model for 16 periods and then we gradually increase the number of periods one at a time up to 20.
 
file  pindyck.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The GAMS model follows as documentation:
 
file  pinopt.f90
 pinopt is a version of pindyck in which we define options with an options routine.
 
file  pinsquare.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The original model is revised so the P variables are fixed. This gives rise to a square system of equations and the Square option is tested.
 
file  pinstaterr.f90
 This is a CONOPT implementation of the Pindyck model from the GAMS model library. The implementation is similar to the one in pindyck, but this time we first solve the model for 16 periods and then we gradually increase the number of periods one at a time up to 20.
 
file  polygon.f90
 Polygon model from COPS test set.
 
file  post.f90
 This is a CONOPT implementation of the GAMS model:
 
file  postmo01.f90
 Model with derivatives that become constant after other variables are fixed.
 
file  postmo02.f90
 Model with derivatives that become constant after other variables are fixed. Similar to postmo01 except that the Rhs and Lhs have been reversed so the monotone terms changes between increasing and decreasing.
 
file  postmo03.f90
 Model with derivatives that become constant after other variables are fixed. The model is similar to postmo01 but the bounds are changed.
 
file  postmo04.f90
 Model with derivatives that become constant after other variables are fixed. The model is similar to postmo01 but the bounds are changed.
 
file  qp1.f90
 The current model is a simple QP model with a sparse Q matrix, bounded variables, and one constraint.
 
file  qp2.f90
 Similar to qp1 but uses directional 2nd derivatives.
 
file  qp3.f90
 Similar to qp1 but uses 2nd derivatives as a matrix.
 
file  qp4.f90
 A combination of qp2 and qp3.
 
file  qp5.f90
 Similar to qp1 but uses 2nd derivatives computed using perturbations.
 
file  qp7.f90
 Similar to qp5 but with the objective defined as a positive variable, i.e. it cannot be removed in the post-triangle.
 
file  range01.f90
 Range01: Model where some constraints can be combined into a single ranged constraint.
 
file  range02.f90
 Range02: Model where some constraints can be combined into a single ranged constraint.
 
file  range03.f90
 Range03: Model where some constraints can be combined into a single ranged constraint.
 
file  range04.f90
 Range04: Model where some constraints can be combined into a single ranged constraint.
 
file  range05.f90
 Range05: Model where some constraints can be combined into a single ranged constraint.
 
file  range06.f90
 Range06: Model where some constraints can be combined into a single ranged constraint.
 
file  range07.f90
 Range07: Model where some constraints can be combined into a single ranged constraint.
 
file  range08.f90
 Range08: Model where some constraints can be combined into a single ranged constraint.
 
file  range09.f90
 Range09: Model where some constraints can be combined into a single ranged constraint.
 
file  range10.f90
 Range10: Model where some constraints can be combined into a single equality constraint.
 
file  roseq.f90
 Optimality conditions for Rosenbrock function.
 
file  rosex.f90
 Extended Rosenbrock function.
 
file  sqp1.f90
 SQP1: Sparse QP model with 2DLagrStr and 2DLagrVal routines.
 
file  sqp2.f90
 SQP2: Sparse QP model with 2DLagrStr and 2DLagrVal routines.
 
file  sqp3.f90
 SQP3: Sparse QP model with 2DLagrStr and 2DLagrVal routines.
 
file  square.f90
 This is a square model where we pretend that the second constraint is completely nonlinear.
 
file  square2.f90
 A square model where we pretend that the second constraint is completely nonlinear.
 
file  square3.f90
 A square model where we pretend that the second and third constraints are completely nonlinear.
 
file  square4.f90
 A square model where we pretend that the last two constraints are completely nonlinear except for the last term.
 
file  square5.f90
 A square model where we pretend that the last three constraints are nonlinear except for their last entry.
 
file  square6.f90
 A square model where we pretend that the last three constraints are nonlinear except for their last entry.
 
file  square7.f90
 This model is solved as a Square System.
 
file  square8.f90
 Similar to square7 but with a different right hand side in e3.
 
file  stress1.f90
 This is a CONOPT implementation of the gams model.
 
file  tria01.f90
 Triangular Demo model 01.
 
file  tria01a.f90
 Similar to Tria01 except that FDEval has an error in the Rowno test and it will therefore return an error that the main program should detect.
 
file  tria02.f90
 Triangular Demo model 02.
 
file  tria03.f90
 Triangular Demo model 03.
 
file  tria04.f90
 Triangular Demo model 04.
 
file  triabad01.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad02.f90
 Similar to triabad01, but this time e2 will converge to a point with a bad pivot. This is not useful.
 
file  triabad03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad04.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad05.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad06.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad07.f90
 Similar to triabad01 but with different constant coefficients in e3 and e4.
 
file  triabad08.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad09.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad10.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad11.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad12.f90
 This is a CONOPT implementation of the GAMS model:
 
file  triabad13.f90
 Triangular Demo model 13.
 
file  tutorial2r.f90
 This is a revised version of Tutorial2 in which the production function is split into two equations using an intermediate variable.
 
file  tutoriali.f90
 This model is a revision of Tutorial in which we have added a an initialization callback for the First derivative, Tut_FDEvalIni.
 
file  tutorialk.f90
 This model is a revision of Tutorial in which we have made the capital stock, K, a variable in the model fixed at the value 4.
 
file  unbounded.f90
 This model has an implementation error – the lower bounds on resp and resm are missing. The model should therefore be unbounded, but it is not reported as such at the moment. Investigate!!!
 
file  undef01.f90
 Test with some undefined Jacobian elements.
 
file  undef02.f90
 Model undef02: It is taken from square3 and a start-of-column element has not been defined. The message should say 'undefined' instead of '-1'.
 
file  vpost01.f90
 This is a CONOPT implementation of the GAMS model:
 
file  vpost02.f90
 This is a CONOPT implementation of the GAMS model:
 
file  vpost03.f90
 This is a CONOPT implementation of the GAMS model:
 
file  zero01.f90
 Zero01. Test model for constraints with coefficient that are identically Zero.
 

Detailed Description

Examples written in Fortran that use a single thread.