Hello,
I am using the example provided EXAMPLE_EX_NLSQP_F90_X.f90 in the folder of Intel oneAPI Math Kernel Library directory. This compile successfully, but when I run it in debug mode, the result of dtrnlsp_init in line 108 is TR_INVALID_OPTION.
Can you please offer me some suggestions on how to run it correctly? Thank you in advance.
The Fortran code of the example is:
!===============================================================================
! Copyright 2004-2021 Intel Corporation.
!
! This software and the related documents are Intel copyrighted materials, and
! your use of them is governed by the express license under which they were
! provided to you (License). Unless the License provides otherwise, you may not
! use, modify, copy, publish, distribute, disclose or transmit this software or
! the related documents without Intel's prior written permission.
!
! This software and the related documents are provided as is, with no express
! or implied warranties, other than those that are expressly stated in the
! License.
!===============================================================================
! Content : TR Solver F90 example
!
!********************************************************************************
module u_data
type, public :: my_data
integer a
integer sum
end type my_data
end module
! nonlinear least square problem without boundary constraints
include 'mkl_rci.f90'
program EXAMPLE_EX_NLSQP_F90_X
use MKL_RCI
use MKL_RCI_type
use u_data
implicit none
! supplementary routine to track/free memory
external mkl_free_buffers
! user's objective function
external extended_powell
! n - number of function variables
! m - dimension of function value
integer n, m
parameter (n = 4)
parameter (m = 4)
! precisions for stop-criteria (see manual for more details)
real*8 eps(6)
! solution vector. contains values x for f(x)
real*8 x(n)
! iter1 - maximum number of iterations
! iter2 - maximum number of iterations of calculation of trial-step
integer iter1, iter2
parameter (iter1 = 1000)
parameter (iter2 = 100)
! initial step bound
real*8 rs
! reverse communication interface parameter
integer RCI_Request
! controls of rci cycle
integer successful
! function (f(x)) value vector
real*8 fvec(m)
! jacobi matrix
real*8 fjac(m*n)
! number of iterations
integer iter
! number of stop-criterion
integer st_cr
! initial and final residuals
real*8 r1, r2
! TR solver handle
type(HANDLE_TR) :: handle
! cycle's counter
integer i
! results of input parameter checking
integer info(6)
! Additional users data
type(my_data) :: m_data
m_data%a = 1
m_data%sum = 0
rs = 0.0
! set precisions for stop-criteria
do i = 1, 6
eps(i) = 0.00001
end do
! set the initial guess
do i = 1, n/4
x(4 * (i-1) + 1) = 3.0
x(4 * (i-1) + 2) = -1.0
x(4 * (i-1) + 3) = 0.0
x(4 * (i-1) + 4) = 1.0
end do
! set initial values
do i = 1, m
fvec(i) = 0.0
end do
do i = 1, m * n
fjac(i) = 0.0
end do
! initialize solver (allocate memory, set initial values)
! handle in/out: TR solver handle
! n in: number of function variables
! m in: dimension of function value
! x in: solution vector. contains values x for f(x)
! eps in: precisions for stop-criteria
! iter1 in: maximum number of iterations
! iter2 in: maximum number of iterations of calculation of trial-step
! rs in: initial step bound
if (dtrnlsp_init (handle, n, m, x, eps, iter1, iter2, rs) /= TR_SUCCESS) then
! if function does not complete successfully then print error message
print*,'| error in dtrnlsp_init'
! Release internal Intel(R) oneAPI Math Kernel Library (oneMKL) memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1
end if
! Checks the correctness of handle and arrays containing Jacobian matrix,
! objective function, lower and upper bounds, and stopping criteria.
if (dtrnlsp_check (handle, n, m, fjac, fvec, eps, info) /= TR_SUCCESS) then
! if function does not complete successfully then print error message
print*,'| error in dtrnlsp_init'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1
else
if ( &
! The handle is not valid.
info(1) /= 0 .or. &
! The fjac array is not valid.
info(2) /= 0 .or. &
! The fvec array is not valid.
info(3) /= 0 .or. &
! The eps array is not valid.
info(4) /= 0 ) then
print*, '| input parameters for dtrnlsp_solve are not valid'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1
end if
end if
! set initial rci cycle variables
RCI_Request = 0
successful = 0
! rci cycle
do while (successful == 0)
! call tr solver
! handle in/out: tr solver handle
! fvec in: vector
! fjac in: jacobi matrix
! RCI_request in/out: return number which denote next step for performing
if (dtrnlsp_solve (handle, fvec, fjac, RCI_Request) /= TR_SUCCESS) then
! if function does not complete successfully then print error message
print*, '| error in dtrnlsp_solve'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1;
end if
! according with rci_request value we do next step
if (RCI_Request == -1 .or. &
RCI_Request == -2 .or. &
RCI_Request == -3 .or. &
RCI_Request == -4 .or. &
RCI_Request == -5 .or. &
RCI_Request == -6) then
! exit rci cycle
successful = 1
end if
if (RCI_Request == 1) then
! recalculate function value
! m in: dimension of function value
! n in: number of function variables
! x in: solution vector
! fvec out: function value f(x)
call extended_powell (m, n, x, fvec, m_data)
end if
if (RCI_Request == 2) then
! compute jacobi matrix
! extended_powell in: external objective function
! n in: number of function variables
! m in: dimension of function value
! fjac out: jacobi matrix
! x in: solution vector
! jac_eps in: jacobi calculation precision !/
if (djacobix (extended_powell,n,m,fjac,x,eps(1),%VAL(LOC(m_data))) /= &
TR_SUCCESS) then
! if function does not complete successfully then print error message
print*, '| error in djacobix'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1;
end if
end if
end do
! get solution statuses
! handle in: TR solver handle
! iter out: number of iterations
! st_cr out: number of stop criterion
! r1 out: initial residuals
! r2 out: final residuals
if (dtrnlsp_get (handle, iter, st_cr, r1, r2) /= TR_SUCCESS) then
! if function does not complete successfully then print error message
print*, '| error in dtrnlsp_get'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1
end if
print*, 'Iterations : ',iter
print*, 'Final residual : ',r2
print*, 'Stop-criteria : ',st_cr
! free handle memory
if (dtrnlsp_delete (handle) /= TR_SUCCESS) then
! if function does not complete successfully then print error message
print*, '| error in dtrnlsp_delete'
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! and exit
stop 1
end if
! Release internal Intel oneMKL memory that might be used for computations.
! NOTE: It is important to call the routine below to avoid memory leaks
! unless you disable Intel oneMKL Memory Manager
call MKL_FREE_BUFFERS
! if final residual less then required precision then print pass
print*, 'User data ', m_data%sum
if (r2 < 0.00001) then
print*, '| dtrnlsp Powell............PASS'
stop 0
! else print failed
else
print*, '| dtrnlsp Powell............FAILED'
stop 1;
end if
end program EXAMPLE_EX_NLSQP_F90_X
! nonlinear system equations without constraints
! routine for extended Powell function calculation
! m in: dimension of function value
! n in: number of function variables
! x in: vector for function calculating
! f out: function value f(x)
! user_data in: additional users data
subroutine extended_powell (m, n, x, f, user_data)
use u_data
implicit none
integer m, n
real*8 x(n), f(m)
type(my_data) :: user_data
integer i
if (n /= m) then
print *, 'm must equal n for this example function'
stop 1
end if
user_data%sum = user_data%sum + user_data%a
do i = 1, m/4
f(4*(i-1)+1) = x(4*(i-1)+1) + 10.0 * x(4*(i-1)+2)
f(4*(i-1)+2) = 2.2360679774998 * (x(4*(i-1)+3) - x(4*(i-1)+4))
f(4*(i-1)+3) = ( x(4*(i-1)+2) - 2.0 * x(4*(i-1)+3) )**2
f(4*(i-1)+4) = 3.1622776601684 * (x(4*(i-1)+1) - x(4*(i-1)+4))**2
end do
end subroutine extended_powell
