range01.f90

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!> @file range01.f90
!! @ingroup FORT1THREAD_EXAMPLES
!!
!!
!! Range01:
!! Model where some constraints can be combined into a single ranged constraint.
!!
!! This is a CONOPT implementation of the GAMS model:
!!
!! @verbatim
!! positive variable x1, x2, x3, x4
!! equation e1, e2, e3;
!! e1.. x1 + x2           =L= 0;
!! e2.. x1      + x3 + x4 =L= 3;
!! e3..      x2 + x3 + x4 =G= 2;
!! x4.up = 1;
!! minimize x3;
!! @endverbatim
!!
!! e2 and e3 are proportional after we have recognized that e1 is forcing.
!! The ranges are therefore not recognized after the first simple pretriangle
!! is removed.
!!
!!
!! 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 range01
 
   Use proginfo
   Use conopt
   implicit None
!
!  Declare the user callback routines as Integer, External:
!
   Integer, External :: rng_readmatrix ! Mandatory Matrix definition routine defined below
   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 :: Rng_ReadMatrix
!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, 4 ) )  ! 4 variables
   coi_error = max( coi_error, coidef_numcon( cntvect, 3 ) )  ! 3 constraints
   coi_error = max( coi_error, coidef_numnz( cntvect, 8 ) )  ! 8 nonzeros in the Jacobian
   coi_error = max( coi_error, coidef_numnlnz( cntvect, 0 ) )  ! 0 of which are nonlinear
   coi_error = max( coi_error, coidef_optdir( cntvect, -1 ) )  ! Minimize
   coi_error = max( coi_error, coidef_objvar( cntvect, 3 ) )  ! Objective is variable 3
   coi_error = max( coi_error, coidef_optfile( cntvect, 'Range01.opt' ) )
!
!  Tell CONOPT about the callback routines:
!
   coi_error = max( coi_error, coidef_readmatrix( cntvect, rng_readmatrix ) )
   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 Range01 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 /= 1 ) then ! Linear model
      call flog( "Solver and Model Status was not as expected (1,1)", 1 )
   elseif ( abs( obj-1.0d0 ) > 0.000001d0 ) then
      call flog( "Incorrect objective returned", 1 )
   Else
      Call checkdual( 'Range01', minimize )
   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 range01
!
! ============================================================================
!  Define information about the model:
!
 
!>  Define information about the model
!!
!! @include{doc} readMatrix_params.dox
Integer Function rng_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 :: Rng_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) = 0.0d0
   lower(2) = 0.0d0
   lower(3) = 0.0d0
   lower(4) = 0.0d0
   upper(4) = 1.0d0
!
!  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.
!
!  Constraint 1
!  Rhs = 0 and Less than
!  Constraint 2
!  Rhs = 3 and Less than
!  Constraint 3
!  Rhs = 2 and Greater than
!
   type(1) = 2
   type(2) = 2; rhs(2) = 3.0d0
   type(3) = 1; rhs(3) = 2.0d0
!
!  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)
!  1:    1     3
!  2:    2            5     7
!  3:          4      6     8
!
   colsta(1) =  1
   colsta(2) =  3
   colsta(3) =  5
   colsta(4) =  7
   colsta(5) =  9
   rowno(1)  =  1
   rowno(2)  =  2
   rowno(3)  =  1
   rowno(4)  =  3
   rowno(5)  =  2
   rowno(6)  =  3
   rowno(7)  =  2
   rowno(8)  =  3
!
!  Nonlinearity Structure: Model is linear and nlfalg is not needed
!
!  Value (Linear only)
!       x(1)  x(2)  x(3)  x(4)
!  1:   +1    +1
!  2:   +1           +1    +1
!  3:                +1    +1
!
   value(1)  = 1.d0
   value(2)  = 1.d0
   value(3)  = 1.d0
   value(4)  = 1.d0
   value(5)  = 1.d0
   value(6)  = 1.d0
   value(7)  = 1.d0
   value(8)  = 1.d0
 
  rng_readmatrix = 0 ! Return value means OK
 
end Function rng_readmatrix