roseq.f90

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!> @file roseq.f90
!! @ingroup FORT1THREAD_EXAMPLES
!!
!!
!! Optimality conditions for Rosenbrock function.
!!
!!
!! 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 roseq
 
   Use proginfo
   Use conopt
   IMPLICIT NONE
!
!  Declare the user callback routines as Integer, External:
!
   Integer, External :: ros_readmatrix ! Mandatory Matrix definition routine defined below
   Integer, External :: ros_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
#ifdef dec_directives_win32
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Ros_ReadMatrix
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Ros_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
#endif
!
!  Control vector
!
   INTEGER, Dimension(:), Pointer :: cntvect
   INTEGER :: coi_error
!
!  The model is optimality conditions for the Rosenbrock function
!
!  min (x1-1)**2 + 100*(x2-x1**2)**2
!
!  that gives rise to the equations
!
!  2*(x1-1) + 200*(x2-x1**2)*(-2*x1) = 0
!  200*(x2-x1**2) = 0
!
!
!  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, 2 ) )    ! # variables
   coi_error = max( coi_error, coidef_numcon( cntvect, 2 ) )    ! # constraints
   coi_error = max( coi_error, coidef_numnz( cntvect, 4 ) )    ! # nonzeros in the Jacobian
   coi_error = max( coi_error, coidef_numnlnz( cntvect, 3 ) )    ! # of which are nonlinear
   coi_error = max( coi_error, coidef_optdir( cntvect, 0 ) )    ! No objective function but also not square system
   coi_error = max( coi_error, coidef_optfile( cntvect, 'roseq.opt'  ) )
   coi_error = max( coi_error, coidef_fvinclin( cntvect, 1 ) )    ! Function values inlcude linear terms
!
!  Tell CONOPT about the callback routines:
!
   coi_error = max( coi_error, coidef_readmatrix( cntvect, ros_readmatrix ) )
   coi_error = max( coi_error, coidef_fdeval( cntvect, ros_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     ) )
 
#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
!
!  Start CONOPT:
!
   coi_error = coi_solve( cntvect )
   If ( coi_error /= 0 ) then
      call flog( "Solve 1: Errors encountered during solution", 1 )
   elseif ( stacalls == 0 .or. solcalls == 0 ) then
      call flog( "Solve 1: Status or Solution routine was not called", 1 )
   elseif ( sstat /= 1 .or. mstat /= 2 ) then
      call flog( "Solve 1: Solver and Model Status was not as expected (1,2)", 1 )
   endif
 
   write(*,*)
   write(*,*) 'End of Rosenbrock Equation example. Return code=',coi_error
 
   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 roseq
!
! ============================================================================
!  Define information about the model:
!
 
!>  Define information about the model
!!
!! @include{doc} readMatrix_params.dox
Integer Function ros_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 :: Ros_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.
!
   curr(1) = -1.d0
   curr(2) = +1.1d0
!
!  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.
!
   type(1) = 0
   type(2) = 0
!
!  Information about the Jacobian. We have to define 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)
!  1:    1     3
!  2:    2     4
!
!  Nonlinearity Structure: L = 0 are linear and NL = 1 are nonlinear
!       x(1)  x(2)
!  1:    NL    NL
!  2:    NL   200
!
!  Value (Linear only)
!
   value(4) = 200.d0
   colsta(1) = 1
   colsta(2) = 3
   colsta(3) = 5
   rowno(1) = 1
   rowno(2) = 2
   rowno(3) = 1
   rowno(4) = 2
   nlflag(1) = 1
   nlflag(2) = 1
   nlflag(3) = 1
   nlflag(4) = 0
 
   ros_readmatrix = 0 ! Return value means OK
 
end Function ros_readmatrix
!
!==========================================================================
!  Compute nonlinear terms and non-constant Jacobian elements
!
 
!>  Compute nonlinear terms and non-constant Jacobian elements
!!
!! @include{doc} fdeval_params.dox
Integer Function ros_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 :: Ros_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
 
   ros_fdeval = 0
!
!
   if ( rowno .eq. 1 ) then
!
!  Row 1: 2*(x1-1) + 200*(x2-x1**2)*(-2*x1) = 0
!  Mode = 1 or 3. Function value:
!
      if ( mode .eq. 1 .or. mode .eq. 3 ) then
         g = 2.d0*(x(1)-1.d0) + 200.d0*(x(2)-x(1)**2)*(-2.d0*x(1))
!         write(10,"('Row 1: X=',1p,2e20.10,' G  =',1p,e20.10)") x, g
      endif
!
!  Mode = 2 or 3: Derivative values:
!
      if ( mode .eq. 2 .or. mode .eq. 3 ) then
         jac(1) = 2.d0 - 400.d0*(x(2)-x(1)**2) + 200.d0*(-2.d0*x(1))**2
         jac(2) = -400.d0*x(1)
!         write(10,"('Row 1: X=',1p,2e20.10,' Jac=',1p,2e20.10)") x, jac
      endif
   elseif ( rowno .eq. 2 ) then
!
!  Row 2: 200*(x2-x1**2) = 0
!  Mode = 1 or 3. Function value: Note that we include linear terms after a call to COIDEF_FVincLin.
!
      if ( mode .eq. 1 .or. mode .eq. 3 ) then
         g = 200.d0*(x(2)-x(1)**2)
!         write(10,"('Row 2: X=',1p,2e20.10,' G  =',1p,e20.10)") x, g
      endif
!
!  Mode = 2 or 3: Derivative values: Only jac(1) is nonlinear
!
      if ( mode .eq. 2 .or. mode .eq. 3 ) then
         jac(1) = -400.d0*x(1)
!         write(10,"('Row 2: X=',1p,2e20.10,' Jac=',1p,2e20.10)") x, jac
      endif
   else
   ros_fdeval = 1
   endif
 
end Function ros_fdeval