ex1x.gms : External Equation - Example 1x

Description

This is a revised version ot example 1 in which the Fortran
routine shows how to use the advanced features of defining
constant derivatives and Hessian time Vector values.


Small Model of Type : GAMS


Category : GAMS Test library


Main file : ex1x.gms

$Title  External Equation - Example 1x (EX1X,SEQ=564)

$ontext
  This is a revised version ot example 1 in which the Fortran
  routine shows how to use the advanced features of defining
  constant derivatives and Hessian time Vector values.
$offtext

set i / i1*i20 /
alias (i,j);

parameter Q(i,j) Covariance Matrix
          X0(i)  Targets;
Q(i,j) = power(0.5, abs(ord(i)-ord(j)) );
X0(i)  = ord(i);
display Q, X0;

variables x(i), z;
equations zdef, zdefX;

* The desired equation, implemented in GAMS, is

  zdef .. sum( (i,j), (x(i)-x0(i)) * Q(i,j) * (x(j)-x0(j) ) ) =e= z;

* It is implemented as an external equation as:

  zdefX .. sum(i, ord(i)*x(i) ) + (card(i)+1)* z =X= 1;

$ontext
  We cannot in zdefX define that some coefficients are constant.
  This will be done using a new facility in the external module.
$offtext

$                             set pre
$ifi %system.filesys%==unix  $set pre 'lib'
$                             set suf '64'
$ifi %system.buildcode%==vs8 $set suf

$set N     ex1x
$set c_cbN %pre%%N%c_cb%suf%
$set fN    %pre%%N%f%suf%

model %N%      'GAMS implementation'                             / zdef  /;
model %c_cbN%  'External equations with extra capability in C'   / zdefX /;
model %fN%     'External equations with extra capability in F77' / zdefX /;

option limcol = 0, sysout = on;

*  Check the solution against the targets:

parameter report(*,*,*) Solution Summary;
scalar totdist /0/;

$onechoV > runme.gms
z.l = 0;
z.m = 0;
x.l(i) = 0;
x.m(i) = 0;
zdef.l = 0;
zdef.m = 0;
solve %1 using nlp minimizing z;
abort$(%1.solvestat <> 1) 'problems running model %1';
report('Solve ','Stat',  '%1') = %1.solvestat;
report('Model ','Stat',  '%1') = %1.modelstat;
report(i,'Target',  '%1') = x0(i);
report(i,'Value',   '%1') = x.l(i);
report(i,'Distance','%1') = abs(x.l(i) - x0(i));
totdist = totdist + sum(i,abs(x.l(i) - x0(i)));
$offecho

$                             set ext '.dll'
$ifi %system.filesys%==unix  $set ext '.so'
$ifi %system.buildcode%==deg $set ext '.dylib'

$                             set eq
$ifi %system.filesys%==unix  $set eq "'"

$if set runall  $set runC_cb '1' set runF '1'

$ifthen not set nocomp
$  ifi set runC_cb $call gams complink lo=%gams.lo% --lang=c         --files=ex1xc_cb.c                                     --libname=%c_cbN%%ext%
$  if errorlevel 1 $abort Error compiling C Library
$  ifi set runF    $call gams complink lo=%gams.lo% --lang=fortran90 --files=%eq%"gehelper.f90 ex1xf.f90"%eq%               --libname=%fN%%ext%
$  if errorlevel 1 $abort Error compiling Fortran90 Library
$endif

$                batinclude runme %N%
$if set runC_cb $batinclude runme %c_cbN%
$if set runF    $batinclude runme %fN%

display report;

if ((totdist < 1.0E-5),
  display "@@@@ #Test passed.";
else
  abort totdist, "@@@@ #Test not passed. Inspect ex1.lst for details.";
);