/[ascend]/trunk/ascend4/solver/conopt.h
ViewVC logotype

Contents of /trunk/ascend4/solver/conopt.h

Parent Directory Parent Directory | Revision Log Revision Log


Revision 1 - (show annotations) (download) (as text)
Fri Oct 29 20:54:12 2004 UTC (17 years, 6 months ago) by aw0a
File MIME type: text/x-chdr
File size: 14505 byte(s)
Setting up web subdirectory in repository
1 /*
2 * External Definitions of CONOPT Subroutines
3 * by Vicente Rico Ramirez
4 * Created: 05/97
5 * Version: $Revision: 1.9 $
6 * Version control file: $RCSfile: conopt.h,v $
7 * Date last modified: $Date: 1998/02/26 15:57:56 $
8 * Last modified by: $Author: mthomas $
9 *
10 * This file is part of the SLV solver.
11 *
12 * The SLV solver is free software; you can redistribute
13 * it and/or modify it under the terms of the GNU General Public License as
14 * published by the Free Software Foundation; either version 2 of the
15 * License, or (at your option) any later version.
16 *
17 * The SLV solver is distributed in hope that it will be
18 * useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
19 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
20 * General Public License for more details.
21 *
22 * You should have received a copy of the GNU General Public License
23 * along with the program; if not, write to the Free Software Foundation,
24 * Inc., 675 Mass Ave, Cambridge, MA 02139 USA. Check the file named
25 * COPYING. COPYING is found in ../compiler.
26 *
27 */
28
29 #ifndef conopt__already_included
30 #define conopt__already_included
31
32 /*
33 * Macros defined because of the different convention of Fortran from C about
34 * the use of an index in arrays (starting from zero or from one).
35 */
36 #define F2C(x) x - 1
37 #define C2F(x) x + 1
38
39 /*
40 * Parameter required for CONOPT subroutines
41 */
42 #define NINTGR 3
43 #define MAX_INT 20000
44 #define MAX_REAL 10e300
45
46 /*
47 * CONOPT data structure.
48 */
49 struct conopt_data {
50 int32 n; /* number of columns */
51 int32 m; /* number of rows */
52 int32 nz; /* number of nonzeros */
53 int32 maxrow; /* number of elements in densest row */
54 int32 modsta; /* model status */
55 int32 solsta; /* solver status */
56 int32 iter; /* # of conopt iterations */
57 real64 obj; /* objective value */
58
59 real64 *work; /* work space */
60 int32 minmem; /* minimum memory suggested by conopt */
61 int32 estmem; /* estimated memory suggested by conopt */
62 int32 lwork; /* size of allocated workspace */
63 int32 nintgr; /* size of problem size vector */
64 int32 ipsz[NINTGR]; /* problem size vector */
65
66 int32 kept; /* if 1 can call warm conopt restart */
67
68 int32 optimized; /* has conopt been called? */
69 int32 maxusd; /* maximum work space used */
70 int32 curusd; /* current work space used */
71 int32 opt_count; /* count of calls to coiopt */
72 int32 progress_count; /* count of calls to coiprg */
73 };
74
75 /*
76 * Structure of function pointers, so that a particular solver can define
77 * its user-defined CONOPT subroutines independently
78 */
79 struct conopt_function_pointers {
80 void (*coirms_ptr)();
81 void (*coifbl_ptr)();
82 void (*coifde_ptr)();
83 void (*coista_ptr)();
84 void (*coirs_ptr)();
85 void (*coiusz_ptr)();
86 void (*coiopt_ptr)();
87 void (*coipsz_ptr)();
88 void (*coimsg_ptr)();
89 void (*coiscr_ptr)();
90 void (*coiec_ptr)();
91 void (*coier_ptr)();
92 void (*coienz_ptr)();
93 void (*coiprg_ptr)();
94 void (*coiorc_ptr)();
95 };
96
97 /*
98 * Pointer to the previous structure
99 */
100 typedef struct conopt_function_pointers *conopt_pointers;
101
102
103 /*
104 * is CONOPT available ?
105 */
106 #if (defined(STATIC_CONOPT) || defined(DYNAMIC_CONOPT))
107 #define CONOPT_ACTIVE TRUE
108 #else /* defined(STATIC_CONOPT) */
109 #define CONOPT_ACTIVE FALSE
110 #endif /* defined(STATIC_CONOPT) */
111
112
113 #if CONOPT_ACTIVE /* code used if CONOPT is available */
114 /*
115 * Take care of fortran underbar madness
116 */
117 #ifdef sun
118 #define FORTRAN_UNDERBARS
119 #endif /* sun */
120
121 #ifdef __alpha
122 #define FORTRAN_UNDERBARS
123 #endif /* __alpha */
124
125 #ifdef __sgi
126 #define FORTRAN_UNDERBARS
127 #endif /* __sgi */
128
129 #ifdef __WIN32__
130 /* dec visual fortran */
131 #define COICSM COICSM
132 #define COIMEM COIMEM
133 #define COIRMS COIRMS
134 #define COIFBL COIFBL
135 #define COIFDE COIFDE
136 #define COISTA COISTA
137 #define COIRS COIRS
138 #define COIUSZ COIUSZ
139 #define COIOPT COIOPT
140 #define COIPSZ COIPSZ
141 #define COIMSG COIMSG
142 #define COISCR COISCR
143 #define COIEC COIEC
144 #define COIER COIER
145 #define COIENZ COIENZ
146 #define COIPRG COIPRG
147 #define COIORC COIORC
148 #else
149 /* unixisms */
150 #ifdef FORTRAN_UNDERBARS
151 #define COICSM coicsm_
152 #define COICRM coicrm_
153 #define COIMEM coimem_
154 #define COIRMS coirms_
155 #define COIFBL coifbl_
156 #define COIFDE coifde_
157 #define COISTA coista_
158 #define COIRS coirs_
159 #define COIUSZ coiusz_
160 #define COIOPT coiopt_
161 #define COIPSZ coipsz_
162 #define COIMSG coimsg_
163 #define COISCR coiscr_
164 #define COIEC coiec_
165 #define COIER coier_
166 #define COIENZ coienz_
167 #define COIPRG coiprg_
168 #define COIORC coiorc_
169 #else
170 #define COICSM coicsm
171 #define COICRM coicrm
172 #define COIMEM coimem
173 #define COIRMS coirms
174 #define COIFBL coifbl
175 #define COIFDE coifde
176 #define COISTA coista
177 #define COIRS coirs
178 #define COIUSZ coiusz
179 #define COIOPT coiopt
180 #define COIPSZ coipsz
181 #define COIMSG coimsg
182 #define COISCR coiscr
183 #define COIEC coiec
184 #define COIER coier
185 #define COIENZ coienz
186 #define COIPRG coiprg
187 #define COIORC coiorc
188 #endif /* FORTRAN_UNDERBARS */
189 #endif /* !WIN */
190
191
192 /*
193 * Optimization subroutines for CONOPT
194 * ---------------------------------
195 */
196
197 extern void COIRMS(real64 *, real64 *, real64 *, int32 *, int32 *, real64 *,
198 real64 *, int32 *, int32 *, int32 *, real64 *, int32 *,
199 int32 *, int32 *, int32 *, int32 *, real64 *);
200 /*
201 * COIRMS Based on the information provided in Coispz, CONOPT will
202 * allocate the number of vectors into which the user can define
203 * the details of the model. The details of the model are defined
204 * here.
205 *
206 * COIRMS(lower, curr, upper, vsta, type,rhs, fv, esta, colsta,
207 * rowno, value, nlflag, n, m, n1, nz, usrmem)
208 *
209 * lower - lower bounds on the variables
210 * curr - intial values of the variables
211 * upper - upper bounds on the variables
212 * vsta - initial status of the variable(o nonbasic, 1 basic)
213 * type - types of equations (0 equality,1 greater,2 less)
214 * rhs - values of the right hand sides
215 * fv - sum of the nonlinear terms in the initial point
216 * esta - initial status of the slack in the constraint (nonbasic,basic)
217 * colsta- start of column pointers
218 * rowno - row or equation numbers of the nonzeros
219 * value - values of the jacobian elements
220 * nlflag- nonlinearity flags(0 nonzero constant,1 varying)
221 * n - number of variables
222 * m - number of constraints
223 * n1 - n+1
224 * nz - number of jacobian elements
225 * usrmem- user memory defined by conopt
226 */
227
228
229 extern void COIFBL(real64 *, real64 *, int32 *, int32 *, int32 *, int32 *,
230 real64 *, int32 *, int32 *, int32 *, int32 *, int32 *,
231 int32 *, int32 *, int32 *, int32 *, int32 *, int32 *,
232 int32 *, int32 *, int32 *, real64 *);
233 /*
234 * COIFBL Defines the nonlinearities of the model by returning
235 * numerical values. It works on a block of rows during each call.
236 * COIFBL( x, g, otn, nto, from, to, jac, stcl, rnum, cnum, nl, strw,
237 * llen, indx, mode, errcnt, n, m, n1, m1, nz, usrmem)
238 *
239 * x - punt of evaluation provided by conopt
240 * g - vector of function values
241 * otn - old to new permutation vector
242 * nto - new to old permutation vector
243 * from - range in permutation
244 * to - range in permutation
245 * jac - vector of jacobian values.
246 * The following are vectors defining the jacobian structure
247 * stcl - start of column pointers
248 * rnum - row numbers
249 * cnum - column numbers
250 * nl - nonlinearity flags
251 * strw - start row pointers
252 * llen - count of linear jacobian elements
253 * indx - pointers from the row-wise representation
254 * mode - indicator of mode of evaluation
255 * errcnt- number of function evaluation errors
256 * n - umber of variables
257 * m - number of constraints
258 * n1 - n+1
259 * m1 - m+1
260 * nz - number of jacobian elements
261 * usrmem- user memory defined by conopt
262 */
263
264
265 extern void COIFDE(real64 *, real64 *, real64 *, int32 *, int32 *, int32 *,
266 int32 *, int32 *, int32 *, int32 *, real64 *);
267 /*
268 * COIFDE Defines the nonlinearities of the model by returning
269 * numerical values. It works on one row or equation at a time
270 * COIFDE(x, g, jac, rowno, jcnm, mode, errcnt, newpt, n, nj, usrmem)
271 *
272 * x - punt of evaluation provided by conopt
273 * g - function value
274 * jac - jacobian values
275 * rowno - number of the row for which nonlinearities will be eval
276 * jcnm - list of column number fon the NL nonzeros
277 * mode - indicator of mode of evaluation
278 * errcnt - sum of number of func evaluation errors thus far
279 * newpt - new point indicator
280 * nj - number of nonlinear nonzero jacobian elements
281 * n - number of variables
282 * usrmem - user memory
283 */
284
285
286 extern void COISTA(int32 *, int32 *, int32 *, real64 *, real64 *);
287 /*
288 * COISTA Pass the solution from CONOPT to the modeler. It returns
289 * completion status
290 * COISTA(modsta, solsts, iter, objval, usrmem)
291 *
292 * modsta - model status
293 * solsta - solver status
294 * iter - number of iterations
295 * objval - objective value
296 * usrmem - user memory
297 */
298
299
300 extern void COIRS(real64 *, real64 *, int32 *, int32 *, real64 *, real64 *,
301 int32 *, int32 *, int32 *, int32 *, real64 *);
302 /*
303 * COIRS passes the solution from CONOPT to the modeler. It returns
304 * solution values
305 * COIRS(val, xmar, xbas, xsta, yval, ymar, ybas, ysta, n, m, usrmem)
306 *
307 * xval - the solution values of the variables
308 * xmar - corresponding marginal values
309 * xbas - basis indicator for column (at bound, basic, nonbasic)
310 * xsta - status of column (normal, nonoptimal, infeasible,unbounded)
311 * yval - values of the left hand side in all the rows
312 * ymar - corresponding marginal values
313 * ybas - basis indicator for row
314 * ysta - status of row
315 * n - number of variables
316 * m - number of constraints
317 * usrmem - user memory
318 */
319
320
321 extern void COIUSZ(int32 *, int32 *, int32 *, real64 *, real64 *);
322 /*
323 * COIUSZ communicates and update of an existing model to CONOPT
324 * COIUSZ(nintg, ipsz, nreal, rpsz, usrmem)
325 *
326 * nintg - number of positions in ipsz
327 * ipsz - array describing problem size and options
328 * nreal - number of positions in rpsz
329 * rpsz - array of reals describing problem size and options
330 * usrmem- user memory
331 */
332
333
334 extern void COIOPT(char *, real64 *, int32 *, int32 *, real64 *);
335 /*
336 * COIOPT communicates non-default option values to CONOPT
337 * COIOPT(name, rval, ival, lval, usrmem)
338 * name - the name of a CONOPT CR-cell defined by the modeler
339 * rval - the value to be assigned to name if the cells contains a real
340 * ival - the value to be assigned to name if the cells contains an int
341 * lval - the value to be assigned to name if the cells contains a log value
342 * usrmem - user memory
343 */
344
345
346 extern void COIPSZ(int32 *, int32 *, int32 *, real64 *, real64 *);
347 /*
348 * COIPSZ communicates the model size and structure to CONOPT
349 * COIPSZ(nintg, ipsz, nreal, rpsz, usrmem)
350 *
351 * ningt - number of positions in ipsz
352 * ipsz - array describing problem size and options
353 * nreal - number of positions in rpsz
354 * rpsz - array of reals describing problem size and options
355 * usrmem - user memory
356 */
357
358 extern void COIMSG (int32 *nmsg, int32 *smsg, int32 *llen,
359 char msgv[80*15],real64 *usrmem);
360
361 extern void COISCR (char msg[80], int32 *len);
362
363 extern void COIEC (int32 *colno, int32 *msglen, char msg[80],real64 *usrmem);
364
365 extern void COIER (int32 *rowno, int32 *msglen, char msg[80],real64 *usrmem);
366
367 extern void COIENZ (int32 *colno, int32 *rowno, int32 *posno,
368 int32 *msglen, char msg[80],real64 *usrmem);
369
370 extern void COIPRG (int32 *nintgr, int32 *intrep, int32 *nreal,
371 real64 *rl, real64 *x, real64 *usrmem, int32 *finish);
372
373 extern void COIORC (int32 *colno, int32 *rowno, real64 *value,
374 real64 *resid,real64 *usrmem);
375
376 /*
377 * IMPORTANT: The use of the following functions is a H A C K to avoid
378 * unresolved externals while linking to the CONOPT library. For some
379 * reason, the linker wants the calls to the provided subroutines
380 * COICSM and COIMEM in the same file as the definition of the user
381 * defined CONOPT subroutines
382 */
383
384 /*
385 * Passes arguments to COIMEM
386 */
387 extern void conopt_estimate_memory(int32 *, int32 *, int32 *, int32 *);
388
389 /*
390 * Passes arguments to COICRM
391 */
392 extern void conopt_restart(int32 *, real64 **, int32 *, real64 *, int32 *,
393 int32 *);
394
395 /*
396 * Passes arguments to COICSM
397 */
398 extern void conopt_start(int32 *, real64 **, int32 *, real64 *, int32 *,
399 int32 *);
400
401
402 #if defined(DYNAMIC_CONOPT)
403 /*
404 * conopt_load attempts to dynamically load CONOPT.
405 * Returns 0 for success, 1 for failure.
406 */
407 int32 conopt_load(void);
408 #else
409 /*
410 * CONOPT Provided Subroutines.Only the external definition. The
411 * code for the subroutines is provided by CONOPT.
412 */
413
414 /*
415 * Memory estimation by using CONOPT subroutine coimem
416 *
417 * COIMEM Estimates the amount of memory needed by CONOPT
418 * COIMEM(nintgr, ipsz, minmem, estmem)
419 *
420 * nintgr - number of elements in the array ipsz. Should be 3.
421 * ipsz - vector of integers to describe the size of the model
422 * minmem - Minimum estimate for the memory needed. Measured in
423 * number of real elements of work
424 * estmem - Estimate of the amount of memory
425 */
426 extern void COIMEM(int32 *, int32 *, int32 *, int32 *);
427
428 /*
429 * COICRM restarts CONOPT with user memory
430 * COICRM(kept, usrmem, lwork, work, maxusd, curusd)
431 *
432 * kept - Whether CONOPT has kept the model after solving it or not
433 * usrmem - array passed to all subroutines. If not needed is dummy array
434 * lwork - lenght of working array work
435 * work - working array supplied by the user
436 * maxusd - maximum amount of memory in work used during optimization
437 * curusd - current amount of memory in use
438 */
439 extern void COICRM(int32 *, real64 *, int32 *, real64 *, int32 *, int32 *);
440
441 /*
442 * COICSM starts up CONOPT with user memory
443 * COICSM(kept, usrmem, lwork, work, maxusd, curusd)
444 *
445 * kept - Whether CONOPT has kept the model after solving it or not
446 * usrmem - array passed to all subroutines. If not needed is dummy array
447 * lwork - lenght of working array work
448 * work - working array supplied by the user
449 * maxusd - maximum amount of memory in work used during optimization
450 * curusd - current amount of memory in use
451 */
452 extern void COICSM(int32 *, real64 *, int32 *, real64 *, int32 *, int32 *);
453 #endif /* DYNAMIC_CONOPT */
454 #endif /* if CONOPT_ACTIVE */
455 #endif /* conopt__already_included */
456
457

john.pye@anu.edu.au
ViewVC Help
Powered by ViewVC 1.1.22