I wish to optimize a Fortran function using Pyomo. Both the objective function and the constraints are are written in Fortran. Based on the answer given here, we can use ExternalFunction
expression object. But I am not able to get the results even for the simplest function. Given below is a reproducible example which consists of the Fortran function, the python (Python 2.7.12) script, the commands executed for optimization and the error.
Fortran function file (funcs.f
) -
SUBROUTINE OBJ1(ARG,OBJ)
DOUBLE PRECISION, INTENT(IN) :: ARG(2)
DOUBLE PRECISION, INTENT(OUT) :: OBJ
OBJ = ARG(1)+ARG(2)
RETURN
END SUBROUTINE
Python script (pytest.py
) -
import funcs
from pyomo.environ import *
from pyomo.opt import *
from pyomo.core import *
m = ConcreteModel()
m.a = Var(RangeSet(1,2),within=NonNegativeReals,bounds=(0,10))
m.f = ExternalFunction(library='funcs.so',function='OBJ1')
expr = m.f(m.a)
m.obj = Objective(expr=expr,sense=minimize)
opt = SolverFactory('ipopt')
results = opt.solve(m,tee=True)
print(results)
Commands executed at the terminal -
>> f2py -c -m funcs funcs.f
>> python pytest.py
Error -
File "/usr/local/lib/python2.7/dist-packages/pyomo/core/base/external.py", line 160, in load_library
FUNCADD(('funcadd_ASL', self._so))(byref(AE))
AttributeError: /home/utkarsh/Desktop/python/modules/blackboxOptimization/funcs.so: undefined symbol: funcadd_ASL
I have given only small portion of the error which I thought was relevant.
Given this, I have a the following questions -
How to successfully solve this uncostrained optimization problem using pyomo?
For my complete project, I will have to give constraints in Fortran itself. The constraint subroutines will return a real number which will be bounded using pyomo. How to model these type of constraints?
I am assuming that Pyomo takes this blackbox as non-linear optimization. Hence, I am using
ipopt
solver. Is this assumption correct?
The versions of packages -
Pyomo - 5.5.1 (VOTD) (CPython 2.7.12 on Linux 4.4.0-127-generic)
ipopt - Ipopt 3.12.8
f2py - installed along with numpy 1.16.2
Thanks for your help!