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slpmain.f
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subroutine slp_main(n, m, maxa, ngrad, nspace, maxlws, iprint,
& ifail, rifail, maxf, rho, f, hc, x, xnew, c, cnew,
& drlo, drup, dclo, dcup, a, la,
& mrow, mcol, dels, dobj,
& d, ff, fc, lws, dspace,
& user, iuser, max_iter, istat, rstat, blo, bup, lam,
& ispace, sv_bs_r, sv_bs_c, s, sv_t_fi,
& se_mx_lp_it, wr_msg, status, result, oldbnd,
& do_rng)
implicit none
INCLUDE 'SLPCOMM.INC'
include 'msg.inc'
c dChange
c add this to have access to pointers into user/iuser (for maxCost)
include 'pusr.inc'
c end dChange
c ------------ declaration of passed parameters -----------------
integer n, m, maxa, ngrad, nspace, maxlws, iprint, ifail,
& max_iter, maxf, rifail
double precision rho, f, hc
c dChange
c new shape for phase one problem needs to be declared here
c
c change number of columns from n+m to n+2*m in
c sv_bs_c, dclo, dcup, dobj
c
c change number of rows from 2*m to m in
c sv_bs_r, drlo, drup
c
c change total row/col info from 2*ngrad+2*m to ngrad+2*m in
c mrow, mcol, dels
c
c (don't change result or status)
integer la(0:maxa+m+2), mrow(ngrad+2*m), mcol(ngrad + 2*m),
& lws(maxlws), istat(12), iuser(*),
& ispace(2*nspace), sv_bs_c(n+2*m), sv_bs_r(m),
& status(n+m)
double precision x(n), xnew(n), c(m), cnew(m), drlo(m),
& drup(m), dclo(n+2*m), dcup(n+2*m), a(maxa),
& dspace(nspace), user(*), dels(ngrad+2*m),
& rstat(3), blo(n+m), bup(n+m), lam(n+m), d(n),
& ff(maxf), fc(maxf), dobj(n+m), s(n+m),
& result(7, n+m), oldbnd(2*n+2*m)
c end dChange
logical sv_t_fi, se_mx_lp_it, wr_msg, do_rng
integer f_lp_it
c ------------- declaration of internal variables ---------------
integer i, j, k, flag, mxa, iter, sizef, rtcod, pjp, INFifail,
& maxprt, k_el, nr_lp, nr_rsv
integer n_two, n_xb
double precision q, hcnew, fnew, ratiof, ratioc, ratio, normd,
& penalty, mdl_f, mdl_hc, maxmu, kt_rsdu, mx_inf,
& oldrobjvalue
logical accept, f_prob, pr_to_fi, set_stat, fi_xst, f_lp_af_phI,
& scnd_try, rlx_bnds, f_rng_it
character ch
character*20 msg, ch_fnew
character*4 int2char
integer trim77
integer ems_time
character*32 bin32
double precision ems_drand
integer tt0, tt1, tt00
common /ttc/ tt0, tt1
integer bt30_32
parameter (bt30_32 = 2**31+2**30+2**29)
double precision stp_eps, csr_eps
common /tol/ stp_eps, csr_eps
integer drv_ct(3)
double precision infty, eps
common /NLP_eps_inf/ infty, eps
logical wr_msg_ag
common /wr_msg_ag_cn/ wr_msg_ag
integer seed, bigiter
common /summc/ seed, bigiter
c dChange
c extra variables needed for various things:
c maximal magnitude of objective coefficients and pointers into
c iuser/user needed to access this information on the problem
double precision maxCost
integer n_lt, n_nt, pcsi, p_ltd, p_ntd
c kt_tol is estimate of sensible threshold on kt_rsdu
c optimalityConditionMet is logical to say if converged
double precision kt_tol
logical optimalityConditionMet
double precision oldKTmeasure
c Storage for best point yet (with properties and optimal basis)
double precision Bf, Bhc, Bx(n)
integer Bsv_bs_c(n), Bsv_bs_r(m)
c end dChange
double precision sv_obj
include 'EMSOLI.INC'
include 'EMSOLN.INC'
include 'EMSOLR.INC'
c --------------------- subroutine body -------------------------
INTEGER NINF
DOUBLE PRECISION SUMPRIMALINF,SUMDUALINF,SUMRELATIVEINF
c dChange
c size of initial trust region set to typically much larger than 5
if (1==1) then
rho = 0
do i=1,n
if ( ((bup(i)-blo(i))/s(i)) .ge. rho) then
rho = (bup(i)-blo(i))/s(i)
end if
end do
c if too big just use 5
if (rho>1e8) then
if (iprint>=1) print*, 'initial rho set too big at', rho,
& 'reset to ', 5
rho=5
else
rho = ceiling(rho)
end if
end if
c end dChange
NINF=-1
rifail = 1
DO I=1,MIN(MIN_DSPACE,NSPACE) ! Inserted JCH 7/3/2000
DSPACE(I)=0D0 ! Inserted JCH 7/3/2000
END DO ! Inserted JCH 7/3/2000
iter = 0
tt0 = ems_time()
tt00 = tt0
do i=1,n+m
if (blo(i).gt.bup(i)) then
c write(nout,*) i, blo(i), bup(i)
fnew = 0.d0
WRITE(nout,*) 'Inconsistent bounds'
msg = ' incons bnds'
normd = 0.d0
hcnew = infty
ifail = 7
goto 15
end if
end do
do i=1,n
c if (x(i).gt.bup(i)+1d-7.or.x(i).lt.blo(i)-1d-7) then
c print *, i, blo(i), x(i), bup(i)
c end if
x(i) = min(x(i), bup(i))
x(i) = max(x(i), blo(i))
end do
c equivalence(ispace(1), dspace(1))
c WRITE(nout,*)'EMSOL workspace :',nspace
wr_msg_ag = .false.
f_lp_af_phI = .false.
scnd_try = .false.
rlx_bnds = .false.
f_rng_it = .false.
msg = '.'
maxprt = -1
if (wr_msg) maxprt = 256
ch = 'n' ! Corrected JCH 7/1/2000
pr_to_fi = .false.
if (ch.eq.'y') pr_to_fi = .true.
if (iprint.gt.0) then
WRITE(nout,*)
WRITE(nout,*)' start solving problem by SLP method (v3_0)'
WRITE(nout,*)' n = ',n
WRITE(nout,*)' m = ',m
c WRITE(nout,*)' ngrad = ',ngrad
end if
flag = 0
f_prob = .true.
set_stat = .false.
nr_rsv = 0
ifail = 0
fnew = infty
call ems_mset(rtcod, dspace, 1, 0, maxprt, 0, 0, 9999, 1)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_mset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('MSET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
CJCH if (.not.f_prob) then
call ems_init(rtcod, dspace)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_init: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('INIT',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
CJCH else
CJCH f_prob = .false.
CJCH end if
call ems_iget(rtcod, dspace, emsoli, emsoliln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_iget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('IGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
call ems_rget(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
call ems_rd_ct_vr(rtcod, emsoliln, emsolrln, emsoli, emsolr)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rd_ct_vr: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('rd_ct_vr',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
c dChange
c potential change to EMSOL before first LP solve
c so only calls ems_itru.f at start and when believed to be optimal
if (2==0) then
Iiterufreq = 999999
end if
c end dChange
call ems_iset(rtcod, dspace, emsoli, emsoliln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_iset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('ISET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
call ems_rset(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RSET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
c call ems_rd_ct_vr(rtcod, dspace, drv_ct)
c if (rtcod.ne.0) then
c WRITE(nout,*)'error in ems_rd_ct_vr: ',rtcod
C IF(RTCOD.GE.BAD_EMSERROR) THEN
C CALL GET_EMSERROR('rd_ct_vr',RTCOD,EMSOL_ERRORMESSAGE)
C END IF
c goto 99
c end if
call ems_rget(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
if (iprint.ge.3) WRITE(nout,*)'error in ems_rget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
c WRITE(nout,*)'emsol_tol = ',csr_eps
RTOLPINF = csr_eps *10.
call ems_rset(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RSET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
call ems_dsca(rtcod, dspace, nspace, 1)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_dsca: ',rtcod
C IF(RTCOD.GE.BAD_EMSERROR) THEN
C CALL GET_EMSERROR('DSCA',RTCOD,EMSOL_ERRORMESSAGE)
C END IF
c goto 99
end if
call objfun(x, n, f, user, iuser, flag)
call confun(x, n, m, c, a, la, user, iuser, flag)
sizef = 1
ff(sizef) = f
hc = 0.
do i=1,m
hc = hc +
& max(c(i)-bup(n+i),blo(n+i)-c(i),0.d0)/s(n+i)
c if (c(i).gt.bup(n+i)+1d-7.or.c(i).lt.blo(n+i)-1d-7) then
c print '(A,I5,3g17.11)', 'C',i, blo(n+i), c(i), bup(n+i)
c end if
end do
c stop
fc(sizef) = hc
c dChange
c initialisation of best point vectors
Bf = f
Bhc = hc
Bx = x
c end dChange
c dChange
c get maxCost (i.e. the maximal objective coefficient) for use later
c in KT test and in setting rpweight
c Calculated from problem data => for linear objectives this bound
c is valid through all iterations. For bilinear objectives the
c calulated bound assumes that all variables are below 1.
c .. get pointer into iuser to start of integer information about
c objective
pcsi = iuser(pi_cs_pi+n_cs+1)
c ... this slicing up explained in register.f:
c number of linear and bilinear terms
n_lt = iuser(pcsi)
n_nt = iuser(pcsi+1)
c pointer into user for real info on linear/bilinear terms
p_ltd = iuser(pcsi+4)
p_ntd = iuser(pcsi+5)
maxCost = 0
do i=1,n_lt
c ... user(p_ltd+i-1) are the objective coefficients
c (for linear terms)
if (abs(user(p_ltd+i-1))>maxCost) then
maxCost=abs(user(p_ltd+i-1))
end if
end do
do i=1,n_nt
c ... user(p_ltd+i-1) are the objective coefficients
c (for bilinear terms) (are there any?)
if (abs(user(p_ntd+i-1))>maxCost) then
maxCost=abs(user(p_ntd+i-1))
end if
end do
c end dChange
if (iprint.eq.1) then
WRITE(nout,*)
WRITE(nout,*) 'iter |d| rho f '//
& ' |c(x)| lp_iter st'
WRITE(nout,*)
& '------------------------------------------------'//
& '--------------------------'
end if
IF (msg_wrt_sumdat) THEN
write(22,*) 'iter |d| rho f '//
& ' |c(x)| lp_iter st'
write(22,*) '-----------------------------------------------'//
& '---------------------------'
END IF
c dChange
c print out 0th iteration giving initial objective and infeas
if (iprint.eq.1) then
WRITE(nout,'(I3,2G16.8,2G14.8,I5,A5)')
& iter, 0.0, 0.0, f, hc, 0, ' 00'
end if
CALL LOGOUT(2,dspace,bigiter,
& iter,0,0,fnew,hcnew,0,+01)
c end dChange
c do i=1,n
c WRITE(nout,*) i, x(i)
c end do
call gradient(n, m, mxa, x, a, la, maxa, user, iuser, flag)
5 continue
c ----------------- setup phase II LP ------------------------
do i=1,n
dclo(i) = max(-rho*s(i), blo(i)-x(i))
dcup(i) = min( rho*s(i), bup(i)-x(i))
c write(nout,*) i, blo(i), x(i), bup(i)
end do
do i=1,m
drlo(i) = blo(n+i)-c(i)
drup(i) = bup(n+i)-c(i)
c print *, i, c(i)
end do
do i=1,n
dobj(i) = a(i)
end do
k_el = 1
pjp = la(0)
do j=1,m
do i=la(pjp+j), la(pjp+j+1)-1
dels(k_el) = a(i)
mcol(k_el) = la(i)
mrow(k_el) = j
k_el = k_el + 1
end do
end do
c call pmdl(rtcod, dspace, 1, m, n, ngrad, dobj, drlo, drup,
c & dclo, dcup, mrow, mcol, dels)
call ems_lmdl(rtcod, dspace, 1, m, n, ngrad, dobj, drlo, drup,
& dclo, dcup, mrow, mcol, dels)
if (rtcod.ne.0) then
if (iprint.ge.3) WRITE(nout,*)'error in ems_lmdl: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('LMDL',RTCOD,EMSOL_ERRORMESSAGE)
END IF
msg = msg(1:trim77(msg))//' bad model detected: data error?'
goto 99
end if
c -------------------- set warmstart information ----------------
if (set_stat) then
call ems_nget(rtcod, dspace, emsoln, emsolnln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_nget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('NGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
do i=1,m
ispace(nrowstat+i-1) =
& iand(ispace(nrowstat+i-1),not(bt30_32)) + sv_bs_r(i)
if (.not.btest(sv_bs_r(i),31)) then
if (.not.btest(sv_bs_r(i),30))
& dspace(nrowacts+i-1) = dspace(nrowlower+i-1)
if (.not.btest(sv_bs_r(i),29))
& dspace(nrowacts+i-1) = dspace(nrowupper+i-1)
else
dspace(nrowacts+i-1) = dspace(nrowlower+i-1)
end if
end do
do i=1,n
c WRITE(nout,'(B33.32)') ispace(ncolstat+i-1)
ispace(ncolstat+i-1) =
& iand(ispace(ncolstat+i-1),not(bt30_32)) + sv_bs_c(i)
c WRITE(nout,'(2B33.32)') ispace(ncolstat+i-1), sv_bs_c(i)
if (.not.btest(sv_bs_c(i),31)) then
cc ... variable is active
if (.not.btest(sv_bs_c(i),30))
& dspace(ncolsol+i-1) = dclo(i)
if (.not.btest(sv_bs_c(i),29))
& dspace(ncolsol+i-1) = dcup(i)
else
if (f_lp_af_phI) then
dspace(ncolsol+i-1) = x(i)+d(i)
else
dspace(ncolsol+i-1) = dclo(i)
end if
end if
end do
end if
c ----- write model to file --------
if (sv_t_fi) then
c open(12,file='lastlp.mps')
open(12,file='lp'//int2char(iter+1)//'.mps')
write(nout, *) 'write model to file: lp'//
& int2char(iter+1)//'.mps'
call ems_bcdo(rtcod, dspace, 12, 1, 2)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_bcdo: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('BCDO',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
close(12)
c open(12,file='lastas.dat')
write(nout,*)
& 'write warmstart info to file: as'//int2char(iter+1)//
& '.dat ',set_stat
open(12,file='as'//int2char(iter+1)//'.dat')
write(12,*) set_stat
if (set_stat) then
do i=1,n
write(12,'(A)') bin32(sv_bs_c(i))
end do
do i=1,m
write(12,'(A)') bin32(sv_bs_r(i))
end do
end if
close(12)
end if
if (.not.set_stat) set_stat = .true.
c ----------------- solve phase II LP -----------------------
c call ems_mset(rtcod, dspace, 1, 0, 256, 0, 0, 9999, 1)
c if (rtcod.ne.0) then
c WRITE(nout,*)'error in ems_mset: ',rtcod
C IF(RTCOD.GE.BAD_EMSERROR) THEN
C CALL GET_EMSERROR('MSET',RTCOD,EMSOL_ERRORMESSAGE)
C END IF
c goto 99
c end if
call ems_scal(rtcod, dspace)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_scal: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('SCAL',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
c call ems_mset(rtcod, dspace, 1, 0, -1, 0, 0, 9999, 1)
c if (rtcod.ne.0) then
c WRITE(nout,*)'error in ems_mset: ',rtcod
C IF(RTCOD.GE.BAD_EMSERROR) THEN
C CALL GET_EMSERROR('MSET',RTCOD,EMSOL_ERRORMESSAGE)
C END IF
c goto 99
c end if
call ems_sslv(rtcod, dspace, 1, 0)
if (rtcod.ne.0) then
if (iprint.ge.3) WRITE(nout,*)'error in ems_sslv: ',rtcod
C IF(RTCOD.GE.BAD_EMSERROR) THEN
C CALL GET_EMSERROR('SSLV',RTCOD,EMSOL_ERRORMESSAGE)
C END IF
c goto 99
end if
tt1 = ems_time()
c WRITE(nout,*)tt1-tt0
tt0=tt1
CALL EMS_CA_G_N_SU_MX_PR_IFS(NINF,
& SUMPRIMALINF,
& SUMDUALINF,
& SUMRELATIVEINF,
& DSPACE,ISPACE)
call ems_nget(rtcod, dspace, emsoln, emsolnln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_nget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('NGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
c ---------------- get warmstart information --------------------
c do i=0,n+m-1
c if (i.le.2*m-1) then
c WRITE(nout,'(I,G20.10, F10.5, 3G20.10,F10.5,3G20.10)') i+1,
c & dspace(nobjective+i), dspace(ncolaux+i), dspace(ncollower+i),
c & dspace(ncolsol+i), dspace(ncolupper+i),
c & dspace(nrowaux+i), dspace(nrowlower+i), dspace(nrowacts+i),
c & dspace(nrowupper+i)
c else
c WRITE(nout,'(I,G20.10,F10.5,3G20.10)') i,
c & dspace(nobjective+i), dspace(ncolaux+i), dspace(ncollower+i),
c & dspace(ncolsol+i), dspace(ncolupper+i)
c end if
c end do
do i=1,n
sv_bs_c(i) = iand(ispace(ncolstat+i-1), bt30_32)
c WRITE(nout,'(2b33.32)') sv_bs_c(i), ispace(ncolstat+i-1)
end do
do i=1,m
sv_bs_r(i) = iand(ispace(nrowstat+i-1), bt30_32)
end do
c do i=1,n+m
c if (i.gt.2*m) then
c WRITE(nout,'(I5,4G20.10)') i, dspace(nobjective+i-1),
c & dspace(ncollower+i-1), dspace(ncolupper+i-1),
c & dspace(ncolaux+i-1)
c else
c WRITE(nout,'(I5,7G20.10)') i, dspace(nobjective+i-1),
c & dspace(ncollower+i-1), dspace(ncolupper+i-1),
c & dspace(ncolaux+i-1),
c & dspace(nrowlower+i-1), dspace(nrowupper+i-1),
c & dspace(nrowaux+i-1)
c end if
c end do
c open(11,file='lpas'//int2char(iter)//'.dat')
c do i=1,n
c write(11,'(b33.32)') sv_bs_c(i)
c end do
c do i=1,m
c write(11,'(b33.32)') sv_bs_r(i)
c end do
c close(11)
c -------------- END get warmstart information ------------------
call ems_iget(rtcod, dspace, emsoli, emsoliln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_iget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('IGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
call ems_rget(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
if (iprint.ge.2) WRITE(nout,*) 'LP exit code: ',iprobstat
nr_lp = Iiternum
if (iprobstat.eq.1) then
if (iprint.ge.2)
& WRITE(nout,*)' Infeasible LP detected => PHASE I'
mx_inf = 0.d0
do i=1,n
mx_inf = max(mx_inf, max(
& (dspace(ncolsol+i-1)-dcup(i))*dspace(ncolscales+i-1),
& (dclo(i)-dspace(ncolsol+i-1))*dspace(ncolscales+i-1)))
c WRITE(nout,*)i, dspace(ncolscales+i-1)
end do
do i=1,m
mx_inf = max(mx_inf, max(
& (dspace(nrowacts+i-1)-drup(i))*dspace(nrowscales+i-1),
& (drlo(i)-dspace(nrowacts+i-1))*dspace(nrowscales+i-1)))
c WRITE(nout,*) i, dspace(nrowscales+i-1)
end do
c WRITE(nout,*)'max c/s violation: ',mx_inf
if (f_lp_af_phI) then
if (scnd_try) then
msg = msg(1:trim77(msg))//' failed feas'
ch_fnew = ' '
hcnew = hc
ifail = 3
RTOLPINF = csr_eps*10.
goto 17
end if
WRITE(nout,*)'First Lp after phase I not feasible'
WRITE(nout,*)'Relax tolerance to ',mx_inf*1.1
RTOLPINF = mx_inf*1.1
call ems_rset(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RSET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
do i=1,n
sv_bs_c(i) = iand(ispace(ncolstat+i-1), bt30_32)
d(i) = dspace(ncolsol+i-1)
end do
do i=1,m
sv_bs_r(i) = iand(ispace(nrowstat+i-1), bt30_32)
end do
scnd_try = .true.
goto 5
end if
c dChange
c do five things after p2 solve point before entering p1
c
c get info on the point
c see if best point yet
c increment iteration counter
c print out iteration with 01 code
c check if SLP iteration limit reached
if (1==1) then
c get info on the point
normd = 0.d0
do i = 1,n
d(i) = dspace(ncolsol+i-1)
lam(i) = dspace(ncolrcosts+i-1)
xnew(i) = min(max(blo(i), x(i) + d(i)), bup(i))
normd = max(normd,abs(d(i)/s(i)))
end do
do i = 1,m
lam(n+i) = dspace(nrowduals+i-1)
end do
call objfun(xnew, n, fnew, user, iuser, flag)
call confun(xnew, n, m, cnew, a, la, user, iuser, flag)
hcnew = 0.
do i = 1,m
hcnew = hcnew +
. max(cnew(i)-bup(n+i),blo(n+i)-cnew(i),0.d0)/s(n+i)
end do
c see if best point yet
call checkBestPoint(n,m, csr_eps, fnew, hcnew, xnew,
& ispace(ncolstat:ncolstat+n-1),ispace(nrowstat:nrowstat+m-1)
& ,Bf,Bhc,Bx,sv_bs_c,Bsv_bs_r)
c increment iteration counter
iter = iter+1
c print out iteration with 01 code
if (iprint.ge.1) then
WRITE(nout,'(I3,2G16.8,2G14.8,I5,A5)')
& iter, normd, rho, fnew, hcnew,nr_lp, ' 01'
end if
CALL LOGOUT(2,dspace,bigiter,
& iter,normd,rho,fnew,hcnew,nr_lp,+01)
c check if SLP iteration limit reached
if (iter>=max_iter) then
if (iprint>=2)
& write(nout,*) ' maximal number of iterations'
msg = msg(1:trim77(msg))//' max iter'
ifail = 2
goto 15
end if
end if
c end dChange
c dChange
c also send Bf, Bhc, Bx, Bsv_bs_c, Bsv_bs_r to phaseI
c for keeping track of best point
call phaseI(n, m, maxa, ngrad, maxlws, iprint,
& ifail, maxf, rho, f, x, xnew, c, cnew,
& drlo, drup, dclo, dcup, a, la, mrow, mcol, dels,
& dobj, d, ff, fc, lws, user, iuser,
& istat, rstat, blo, bup, lam,dspace, ispace,
& pr_to_fi, nspace, iter, s,
& sv_bs_c, sv_bs_r, msg, max_iter, hc, sv_t_fi,
& se_mx_lp_it, normd, Bf, Bhc, Bx, Bsv_bs_c, Bsv_bs_r)
c end dChange
if (ifail.ne.0) then
c ... phaseI returns in f the best obtained constraint violation
c and in hc the scaled constraint violation
msg = msg(1:trim77(msg))//' infeasible'
ch_fnew = ''
c ... remember best found c/s violation (unscaled) for reporting
hc = f
hcnew = hc
chc ... Do ranging even if infeasible
call ranging(dspace, ispace, nspace, n, m, status, dcup,
& drup, dclo, drlo, dobj, result, rifail)
goto 17
end if
c dChange
c add multiplier to LP phase one for SLP phase two
c size of multiplier is 0.01 scaled by maxCost
if (1==1) then
rpweight = 0.01/maxCost
call ems_rset(rtcod, dspace, emsolr, emsolrln)
if (iprint>=2) print*, 'setting rpweight', rpweight
end if
c end dChange
f_lp_af_phI = .true.
scnd_try = .false.
n_two = 0
c ... set status vector for phase II hotstart:
c dChange
c with new phase one have a different warm start procedure
c for reentering phase two from phase one
c basically dont need to do anything:
c If a constraint is active (by necessity with zero slacks) in
c Phase I it is also active in the corresponding phase II problem.
do i=1,m
sv_bs_r(i) = ibset(sv_bs_r(i),31)
end do
c end dChange
set_stat = .true.
sizef = 1
ff(sizef) = f
fc(sizef) = hc
goto 5
elseif (iprobstat.eq.3) then
WRITE(nout,*)' Maximal LP iterations reached'
WRITE(nout,*)
& ' Number of primal/dual infeasibilities and values:'
WRITE(nout,*)' primal:',inumpinf, rsumpinf
WRITE(nout,*)' dual :',inumdinf, rsumdinf
c dChange
c if we have ems_itru.f (but we dont here)
c it is possible we have the message that max LP iterations are
c reached as we have reached a close to optimal point and ems_itru
c has caused an exit with iprobstat=3
c if that is the case then we continue problem just as before.
c In that case we are likely more likely to reach here
c end dChange
if ((inumpinf.eq.0).or.(rsumpinf.le.50.*rtolpinf)) then
c ... boldly go...
goto 10
end if
msg = ' max lp iter'
ifail = 4
goto 15
elseif (iprobstat.eq.6) then
WRITE(nout,*)' Not enough workspace'
msg = ' out of memory'
ifail = 6
goto 15
elseif (iprobstat.ne.0) then
WRITE(nout,*) ' Unexpected ifail from LP: ',iprobstat
WRITE(nout,*)
& ' Number of primal/dual infeasibilities and values:'
WRITE(nout,*)' primal:',inumpinf, rsumpinf
WRITE(nout,*)' dual :',inumdinf, rsumdinf
if ((inumpinf.eq.0).or.(rsumpinf.le.50.*rtolpinf)) then
if ((rsumdinf.le.50.*rtoldinf).or.(nr_rsv.eq.2)) then
c ... boldly go...
goto 10
end if
end if
if (nr_rsv.eq.0) then
WRITE(nout,*) '1. resolve - coldstart'
nr_rsv = 1
set_stat = .false.
goto 5
end if
if (nr_rsv.eq.1) then
WRITE(nout,*)' 2. resolve - disturbing point'
nr_rsv = 2
set_stat = .false.
do i=1,n
x(i) = x(i) + 1.d-10*ems_drand(0)
end do
goto 5
end if
WRITE(nout,*) ' Maximal number of unsuccesful resolves!'
WRITE(nout,*) ' STOP!'
goto 99
end if
c ... LP solved succesfully (sort of)
10 continue
f_lp_af_phI = .false.
if (scnd_try) then
c ... reset tolerance to original value
WRITE(nout,*)'reset tolerance to ',10.*csr_eps
RTOLPINF = csr_eps*10.
call ems_rset(rtcod, dspace, emsolr, emsolrln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_rset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('RSET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
scnd_try = .false.
end if
if (se_mx_lp_it) then
call ems_iget(rtcod, dspace, emsoli, emsoliln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_iget: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('IGET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
IMAXITER = 2*IITERNUM
se_mx_lp_it = .false.
call ems_iset(rtcod, dspace, emsoli, emsoliln)
if (rtcod.ne.0) then
WRITE(nout,*)'error in ems_iset: ',rtcod
IF(RTCOD.GE.BAD_EMSERROR) THEN
CALL GET_EMSERROR('ISET',RTCOD,EMSOL_ERRORMESSAGE)
END IF
goto 99
end if
end if
nr_rsv = 0
normd = 0.d0
do i=1,n
d(i) = dspace(ncolsol+i-1)
if (abs(d(i))-s(i)*rho.gt.1e-5) then
WRITE(nout,*) i, dclo(i), d(i), dcup(i)
end if
lam(i) = dspace(ncolrcosts+i-1)
xnew(i) = min(max(blo(i), x(i) + d(i)), bup(i))
normd = max(normd,abs(d(i)/s(i)))
end do
do i=1,m
lam(n+i) = dspace(nrowduals+i-1)
end do
q = robjvalue
oldrobjvalue = robjvalue
iter = iter + 1
c do i=1,n
c write(6,*) i, dspace(ncollower+i-1), d(i),
c & dspace(ncolupper+i-1)
c end do
c write(6,*) robjvalue
maxmu = 0.
do i=1,n
if (lam(i).le.0) then
if (abs(dcup(i)-s(i)*rho).le.1.e-12)
& maxmu = max(maxmu, abs(lam(i)))
else
if (abs(dclo(i)+s(i)*rho).le.1.e-12)
& maxmu = max(maxmu, abs(lam(i)))
end if
end do
if (iprint.ge.3)
& WRITE(nout,*) 'maximal multiplier on trust region: ',maxmu
c ---------------- calculate KT residual ----------------------
c pjp = la(0)
c d = a(1:n)
c do j=1,m
c do i=la(pjp+j),la(pjp+j+1)-1
c d(la(i)) = d(la(i)) - a(i)*lam(n+j)
c end do
c end do
c kt_rsdu = 0.d0
c do i=1,n
c d(i) = d(i) - lam(i)
c kt_rsdu = max(kt_rsdu,abs(d(i)))
c end do
c WRITE(nout,*)'LP KT res = ',kt_rsdu
if (pr_to_fi) then
open(26,file='lastiter.dat')