Description
This is the third in a sequence of examples that show how to use the external equation (=X=) facility with GAMS/CONOPT. The third model is a copy of the Hexagon Test problems, Himmel16 or SEQ=36 in the GAMS model library. The purpose is to show how complicated the indexing can be, both in the GAMS model and in the Fortran or C routines. For comments on the model itself, see Himmel16 in the model library.
Small Model of Type : GAMS
Category : GAMS Test library
Main file : ex3.gms
$Title External Equation - Example 3 (EX3,SEQ=566)
$offsymlist offsymxref
$ontext
This is the third in a sequence of examples that show how to
use the external equation (=X=) facility with GAMS/CONOPT.
The third model is a copy of the Hexagon Test problems, Himmel16
or SEQ=36 in the GAMS model library. The purpose is to show how
complicated the indexing can be, both in the GAMS model and in the
Fortran or C routines.
For comments on the model itself, see Himmel16 in the model library.
$offtext
Set
i 'indices for the 6 points' /1*6/;
Alias (i,j);
Variables
x(i) 'x-coordinates of the points',
y(i) 'y-coordinates of the points',
area(i) "area of the i'th triangle ( 0 -> p(i) -> p(i++1) -> 0",
totarea 'total area of the hexagon';
Equations
areadef(i) 'area definition for triangle i',
areadefX(i) 'area definition for triangle i',
maxdist(i,j) 'maximal distance between i and j',
maxdistX(i,j) 'maximal distance between i and j',
obj 'definition of objective';
$ontext
We will implement equation maxdist and areadef using external
equations. Here are the original definitions:
$offtext
maxdist(i,j)$(ord(i) lt ord(j)).. sqr(x(i)-x(j))+sqr(y(i)-y(j)) =l= 1;
areadef(i).. area(i) =e= 0.5*(x(i)*y(i++1)-y(i)*x(i++1));
$ontext
First, notice that external equations must be written as equalities
so we must add explicit slacks to the maxdist equations in our
GAMS formulation of the external equations.
$offtext
Positive variable
sl(i,j) 'Slack in maxdist equation';
$ontext
We plan to use the following numbering scheme for the variables
used in the external equations:
The equations are numbered as follows:
maxdist(i,j): 1 to 15 defined using the parameter num defined below
areadef(i) : 16 to 21 = ord(i) + 15 = ord(i) + card(i)*(card(i)-1)/2;
The variables are numbered as follows:
X(i) : 1 to 6 = ord(i)
Y(i) : 7 to 12 = ord(i) + card(i)
area(i): 13 to 18 = ord(i) + 2*card(i)
sl(i,j): 19 to 33 = 3*card(i) + 1 to 15, again using num defined below.
$offtext
parameter num(i,j) Number used for equation maxdist;
parameter iplus(i) The index for variable x(i++1);
scalar count Counter used to derive num / 0 /;
loop {(i,j)$(ord(i) lt ord(j)),
count = count + 1;
num(i,j) = count;
};
iplus(i) = ord(i)+1;
iplus(i)$(ord(i) eq card(i)) = 1;
display num, iplus;
$ontext
Now follows the definition of the sparsity pattern and the indexing
for the external equations.
Note that ord(i) ne ord(j) in equation maxdistX,
so there is no risk of coefficients being added together
(as would be the case when x(i) and x(j) are the same varible)
In other models can give rise to incorrect indices.
$offtext
maxdistX(i,j)$(ord(i) lt ord(j)).. ord(i)*x(i) + ord(j)*x(j) +
(ord(i)+card(i))*y(i) + (ord(j)+card(j))*y(j) +
(3*card(i)+num(i,j))*sl(i,j)
=X= num(i,j);
areadefX(i).. ord(i)*x(i) + iplus(i)*x(i++1) +
(card(i)+ord(i))*y(i) + (card(i)+iplus(i))*y(i++1) +
(2*card(i)+ord(i))*area(i) =X=
card(i)*(card(i)-1)/2+ord(i) ;
$ontext
The last equation is kept in GAMS format for both models:
$offtext
obj.. totarea =e= sum(i,area(i));
$ set pre
$ifi %system.filesys%==unix $set pre 'lib'
$ set suf '64'
$set N ex3
$set c_cbN %pre%%N%c_cb%suf%
$set dN %pre%%N%d%suf%
$set f_cbN %pre%%N%f_cb%suf%
model %N% 'GAMS implementation' / maxdist, obj, areadef /;
model %c_cbN% 'External equations in C, with callbacks' / maxdistX, obj, areadefX /;
model %dN% 'External equations in Delphi' / maxdistX, obj, areadefX /;
model %f_cbN% 'External equations in F77, with callbacks' / maxdistX, obj, areadefX /;
parameter report(I,*,*) 'Solution Summary';
option report:5;
scalar totdist /0/;
option limcol = 0;
$ontext
This model will not use the same iteration path as the model in the
library solved with CONOPT because we use explicit slacks.
To get the same initial sum of infeasibilities we must initialize
the slack variables to make the maxdist equations feasible (if
possible). This is done after the x & y are initialized.
$offtext
$onechoV > runme.gms
* initial conditions
x.fx("1") = 0; y.fx("1") = 0;
x.l ("2") = 0.5; y.fx("2") = 0;
x.l ("3") = 0.5; y.l ("3") = 0.4;
x.l ("4") = 0.5; y.l ("4") = 0.8;
x.l ("5") = 0; y.l ("5") = 0.8;
x.l ("6") = 0; y.l ("6") = 0.4;
sl.l(i,j)$(ord(i) lt ord(j)) =
max(0,1 - (sqr(x.l(i)-x.l(j))+sqr(y.l(i)-y.l(j)) ));
sl.m(i,j)$(ord(i) lt ord(j)) = 0;
area.l(i) = 0;
totarea.l = 0;
areadefX.m(i) = 0;
maxdistX.m(i,j) = 0;
Solve %1 using nlp maximizing totarea;
abort$(%1.solvestat <> 1) 'problems running model %1';
execerror = 0;
report(i,'X','%1') = x.l(i);
report(i,'Y','%1') = y.l(i);
totdist = totdist + sum {I, abs(x.l(i) - report(I,'X','ex3'))};
totdist = totdist + sum {I, abs(y.l(i) - report(I,'Y','ex3'))};
$offecho
$ set ext '.dll'
$ifi %system.filesys%==unix $set ext '.so'
$ifi %system.platform%==dex $set ext '.dylib'
$ifi %system.platform%==dax $set ext '.dylib'
$ set eq
$ifi %system.filesys%==unix $set eq "'"
$if set runall $set runC_cb '1' set runD '1' set runF_cb '1'
$ifthen not set nocomp
$ ifi set runC_cb $call gams complink lo=%gams.lo% --lang=c --files=ex3c_cb.c --libname=%c_cbN%%ext%
$ if errorlevel 1 $abort Error compiling C Library
$ ifi set runD $call gams complink lo=%gams.lo% --lang=Delphi --files=ex3d.dpr
$ if errorlevel 1 $abort Error compiling Delphi Library
$ ifi set runF_cb $call gams complink lo=%gams.lo% --lang=fortran90 --files=%eq%"gehelper.f90 msg2_f.f90 ex3f_cb.f90"%eq% --libname=%f_cbN%%ext%
$ if errorlevel 1 $abort Error compiling Fortran90 Library
$endif
$ batinclude runme %N%
$if set runC_cb $batinclude runme %c_cbN%
$if set runD $batinclude runme %dN%
$if set runF_cb $batinclude runme %f_cbN%
display report;
if ((totdist < 1.0E-5),
display "@@@@ #Test passed.";
else
abort totdist, "@@@@ #Test not passed. Inspect ex3.lst for details.";
);