zero01.f90

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!> @file zero01.f90
!! @ingroup FORT1THREAD_EXAMPLES
!!
!! 
!! Zero01. Test model for constraints with coefficient that are identically Zero.
!! 
!! This is a CONOPT implementation of the GAMS model:
!! @verbatim
!! Set i Rows / 1*m/
!! Set j cols / 1*n/
!! parameter a(i,j); a(i,j) = 1$(uniform(0,1)>0.5);
!! variable x(j), obj
!! positive variable x(j);
!! equation e(i), objdef;
!! e(i) .. sum(j,a(i,j)*x(j)) =L= 1;
!! objdef .. obj =E= sum(j,x(j));
!! model m / all /; solve m using nlp maximizing obj;
!! @endverbatim
!! 
!! All coefficients are added independent of whether they are zero or not.
!! 
!!
!! For more information about the individual callbacks, please have a look at the source code.
 
module zero
   Integer, parameter :: nrow = 5
   Integer, parameter :: ncol = 6
end module zero
 
!> Main program. A simple setup and call of CONOPT
!!
Program zero01
 
   Use proginfo
   Use coidef
   Use zero
   implicit None
!
!  Declare the user callback routines as Integer, External:
!
   Integer, External :: zero_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
#if defined(itl)
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Zero_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 :: numcallback
   INTEGER, Dimension(:), Pointer :: cntvect
   INTEGER :: coi_error
 
   call startup
!
!  Create and initialize a Control Vector
!
   numcallback = coidef_size()
   Allocate( cntvect(numcallback) )
   coi_error = coidef_inifort( cntvect )
!
!  Tell CONOPT about the size of the model by populating the Control Vector:
!
   coi_error = max( coi_error, coidef_numvar( cntvect, ncol ) )
   coi_error = max( coi_error, coidef_numcon( cntvect, nrow+1 ) )
   coi_error = max( coi_error, coidef_numnz( cntvect, (nrow+1)*ncol ) )
   coi_error = max( coi_error, coidef_numnlnz( cntvect, 0 ) )
   coi_error = max( coi_error, coidef_optdir( cntvect, +1 ) )        ! maximize
   coi_error = max( coi_error, coidef_objcon( cntvect, nrow + 1 ) )  ! Objective is last constraint
   coi_error = max( coi_error, coidef_optfile( cntvect, 'Zero01.opt'  ) )
!
!  Tell CONOPT about the callback routines:
!
   coi_error = max( coi_error, coidef_readmatrix( cntvect, zero_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(LICENSE_INT_1) && defined(LICENSE_INT_2) && defined(LICENSE_INT_3) && defined(LICENSE_TEXT)
   coi_error = max( coi_error, coidef_license( cntvect, license_int_1, license_int_2, license_int_3, 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 Zero example 1. 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 ( .not. ( sstat == 1 .and. mstat == 1 ) ) then
      call flog( "Solver or Model status was not as expected (1,1)", 1 )
   elseif ( obj < 1.0d0-1.d-7 ) then
      call flog( "Incorrect objective returned", 1 )
   Else
      Call checkdual( 'Zero01', maximize )
   endif
 
   if ( coi_free(cntvect) /= 0 ) call flog( "Error while freeing control vector",1)
 
   call flog( "Successful Solve", 0 )
 
End Program zero01
 
REAL FUNCTION rndx( )
!
!  Defines a pseudo random number between 0 and 1
!
   IMPLICIT NONE
 
   Integer, save :: seed = 12359
 
   seed = mod(seed*1027+25,1048576)
   rndx = float(seed)/float(1048576)
 
END FUNCTION rndx
!
! ============================================================================
!  Define information about the model:
!
 
!>  Define information about the model
!!
!! @include{doc} readMatrix_params.dox
Integer Function zero_readmatrix( lower, curr, upper, vsta, type, rhs, esta,      &
                                 colsta, rowno, value, nlflag, n, m, nz,  &
                                 usrmem )
#if defined(itl)
!DEC$ ATTRIBUTES STDCALL, REFERENCE, NOMIXED_STR_LEN_ARG :: Zero_ReadMatrix
#endif
   Use zero
   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
 
   real rndx
   Integer :: i, j, k
!
!  Information about Variables:
!  Default: Lower = -Inf, Curr = 0, and Upper = +inf.
!  Default: the status information in Vsta is not used.
!
   do j = 1, ncol
      lower(j) = 0.0d0
   enddo
!
!  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.
!
!  Constraints 1 to Nrow:
!  Rhs = Obs(i) and type Equality
!
   do i = 1, nrow
      rhs(i)  = 1.0d0
      type(i) = 2
   enddo
!
!  Constraint Nrow + 1 (Objective)
!  Rhs = 0 and type Non binding
!
   type(nrow+1) = 3
!
!  Information about the Jacobian. We use the standard method with
!  Rowno, Value, Nlflag and Colsta and we do not use Colno.
!
!  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(j)
!  i:    L=w(i)*a(j)
!  obj:  L=1
!
   k = 1
   do j = 1, ncol
      colsta(j) =  k
      do i = 1, nrow
         rowno(k)  = i
         nlflag(k) = 0
         If ( rndx() > 0.5 ) then
            value(k)  = 1.0d0
         else
            value(k)  = 0.0d0
         endif
         k         = k + 1
      enddo
      rowno(k) = nrow+1
      value(k) = 1.0d0
      k         = k + 1
   enddo
   colsta(ncol+1) = k
 
   zero_readmatrix = 0 ! Return value means OK
 
end Function zero_readmatrix