NAG Library Function Document

nag_opt_nlp_option_set_file (e04wec)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

nag_opt_nlp_option_set_file (e04wec) may be used to supply optional arguments to nag_opt_nlp_solve (e04wdc) from an external file. The initialization function nag_opt_nlp_init (e04wcc) must have been called before calling nag_opt_nlp_option_set_file (e04wec).

2 Specification

#include <nag.h>

#include <nage04.h>

void	nag_opt_nlp_option_set_file (Nag_FileID fileid, Nag_E04State state, NagError fail)

3 Description

nag_opt_nlp_option_set_file (e04wec) may be used to supply values for optional arguments to nag_opt_nlp_solve (e04wdc). nag_opt_nlp_option_set_file (e04wec) reads an external file whose fileid has been returned by a call to nag_open_file (x04acc). nag_open_file (x04acc) must be called to provide fileid. Each line of the file defines a single optional argument. It is only necessary to supply values for those arguments whose values are to be different from their default values.

Each optional argument is defined by a single character string, consisting of one or more items. The items associated with a given option must be separated by spaces, or equals signs

[=]

. Alphabetic characters may be upper or lower case. The string

Print Level = 1

is an example of a string used to set an optional argument. For each option the string contains one or more of the following items:

–	a mandatory keyword;
–	a phrase that qualifies the keyword;
–	a number that specifies an Integer or double value. Such numbers may be up to $16$ contiguous characters which can be read using C's d or g formats, terminated by a space if this is not the last item on the line.

Blank strings and comments are ignored. A comment begins with an asterisk (*) and all subsequent characters in the string are regarded as part of the comment.

The file containing the options must start with Begin and must finish with End. An example of a valid options file is:

Begin * Example options file 
   Print level = 5 
End

Optional argument settings are preserved following a call to nag_opt_nlp_solve (e04wdc) and so the keyword

Defaults

is provided to allow you to reset all the optional arguments to their default values before a subsequent call to nag_opt_nlp_solve (e04wdc).

A complete list of optional arguments, their abbreviations, synonyms and default values is given in Section 11 in nag_opt_nlp_solve (e04wdc).

4 References

Hock W and Schittkowski K (1981) Test Examples for Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical Systems 187 Springer–Verlag

5 Arguments

1: fileid – Nag_FileIDInput: On entry: the ID of the option file to be read as returned by a call to nag_open_file (x04acc).
2: state – Nag_E04State *Communication Structure: state contains internal information required for functions in this suite. It must not be modified in any way.
3: fail – NagError *Input/Output: The NAG error argument (see Section 3.6 in the Essential Introduction).

6 Error Indicators and Warnings

NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_E04_OPTION_INVALID: At least one line of the options file is invalid.; Could not read options file on unit $fileid = 〈value〉$ .
NE_E04WCC_NOT_INIT: Initialization function nag_opt_nlp_init (e04wcc) has not been called.
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7 Accuracy

Not applicable.

8 Further Comments

nag_opt_nlp_option_set_string (e04wfc), nag_opt_nlp_option_set_integer (e04wgc) or nag_opt_nlp_option_set_double (e04whc) may also be used to supply optional arguments to nag_opt_nlp_solve (e04wdc).

9 Example

This example is based on Problem 71 in Hock and Schittkowski (1981) and involves the minimization of the nonlinear function

F (x) = x_{1} x_{4} (x_{1} + x_{2} + x_{3}) + x_{3}

subject to the bounds

\begin{matrix} 1 \leq x_{1} \leq 5 \\ 1 \leq x_{2} \leq 5 \\ 1 \leq x_{3} \leq 5 \\ 1 \leq x_{4} \leq 5 \end{matrix}

to the general linear constraint

x_{1} + x_{2} + x_{3} + x_{4} \leq 20,

and to the nonlinear constraints

\begin{matrix} x_{1}^{2} + x_{2}^{2} + x_{3}^{2} + x_{4}^{2} \leq 40, \\ x_{1} x_{2} x_{3} x_{4} \geq 25 . \end{matrix}

The initial point, which is infeasible, is

x_{0} = {(1, 5, 5, 1)}^{T},

and

F (x_{0}) = 16

The optimal solution (to five figures) is

x^{*} = {(1.0, 4.7430, 3.8211, 1.3794)}^{T},

and

F (x^{*}) = 17.014

. One bound constraint and both nonlinear constraints are active at the solution.

The document for nag_opt_nlp_option_set_file (e04wec) includes an example program to solve the same problem using some of the optional arguments described in Section 11 in nag_opt_nlp_solve (e04wdc).

NAG Library Function Documentnag_opt_nlp_option_set_file (e04wec)