NAG Library Function Document

nag_glopt_bnd_mcs_optset_file (e05jcc)

+− 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_glopt_bnd_mcs_optset_file (e05jcc) may be used to supply optional arguments to nag_glopt_bnd_mcs_solve (e05jbc) from an external file. The initialization function nag_glopt_bnd_mcs_init (e05jac) must have been called before calling nag_glopt_bnd_mcs_optset_file (e05jcc).

2 Specification

#include <nag.h>

#include <nage05.h>

void	nag_glopt_bnd_mcs_optset_file (Nag_FileID fileid, Nag_E05State state, NagError fail)

3 Description

nag_glopt_bnd_mcs_optset_file (e05jcc) may be used to supply values for optional arguments to nag_glopt_bnd_mcs_solve (e05jbc). nag_glopt_bnd_mcs_optset_file (e05jcc) reads an external file which has been opened by a call to nag_open_file (x04acc). 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 optional argument must be separated by spaces, or equals signs

[=]

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

Static Limit = 100

is an example of a string used to set an optional argument. For each optional argument 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 real value. Such numbers may be up to $16$ contiguous characters.

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 implied data type (character, integer or real) of each value to set must match that expected by the corresponding optional argument.

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

Begin * Example options file
   Static Limit = 500 
End

Optional argument settings are preserved following a call to nag_glopt_bnd_mcs_solve (e05jbc) 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_glopt_bnd_mcs_solve (e05jbc).

A complete list of optional arguments, their symbolic names and default values is given in Section 11 in nag_glopt_bnd_mcs_solve (e05jbc).

4 References

None.

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_E05State *Communication Structure: state contains information required by other functions in this suite. You must not modify it directly 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_ALLOC_FAIL: Dynamic memory allocation failed.
NE_BAD_PARAM: On entry, argument $⟨value⟩$ had an illegal value.
NE_FILE_NOT_READ: At least one optional argument from the options file could not be recognized.; BEGIN found, but end-of-file found before END.; Could not read options file.; End-of-file found before BEGIN.
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.
NE_NOT_INIT: Initialization function nag_glopt_bnd_mcs_init (e05jac) has not been called.
NE_NOT_PARSED: One of the numeric values to be set could not be parsed. Check that all such strings specify valid integer or real values.
NE_OUT_OF_RANGE: Attempt to assign an illegal value of $Local Searches$ ( $lcsrch$ ): $lcsrch = "⟨value⟩"$ .; Attempt to assign an illegal value of $Repeatability$ ( $repeat$ ): $repeat = "⟨value⟩"$ .; Attempt to assign a non-positive value of $Function Evaluations Limit$ ( $nf$ ): $nf = ⟨value⟩$ .; Attempt to assign a non-positive value of $Local Searches Limit$ ( $loclim$ ): $loclim = ⟨value⟩$ .; Attempt to assign a non-positive value of $Static Limit$ ( $stclim$ ): $stclim = ⟨value⟩$ .; Attempt to assign an out-of-bounds value of $Infinite Bound Size$ ( $infbnd$ ): $infbnd = ⟨value⟩$ .; Attempt to assign too small a value of $Local Searches Tolerance$ ( $loctol$ ): $loctol = ⟨value⟩$ .; Attempt to assign too small a value of $Target Objective Error$ ( $objerr$ ): $objerr = ⟨value⟩$ .; Attempt to assign too small a value of $Target Objective Safeguard$ ( $objsfg$ ): $objsfg = ⟨value⟩$ .

7 Accuracy

Not applicable.

8 Further Comments

nag_glopt_bnd_mcs_optset_string (e05jdc), nag_glopt_bnd_mcs_optset_char (e05jec), nag_glopt_bnd_mcs_optset_int (e05jfc) or nag_glopt_bnd_mcs_optset_real (e05jgc) may also be used to supply optional arguments to nag_glopt_bnd_mcs_solve (e05jbc).

9 Example

This example finds the global minimum of the ‘peaks’ function in two dimensions

F (x, y) = 3 {(1 - x)}^{2} \exp (- x^{2} - {(y + 1)}^{2}) - 10 (\frac{x}{5} - x^{3} - y^{5}) \exp (- x^{2} - y^{2}) - \frac{1}{3} \exp (- {(x + 1)}^{2} - y^{2})

on the box

[- 3, 3] \times [- 3, 3]

The function

F

has several local minima and one global minimum in the given box. The global minimum is approximately located at

(0.23, - 1.63)

, where the function value is approximately

- 6.55

By specifying an initialization list via list, numpts and initpt we can start nag_glopt_bnd_mcs_solve (e05jbc) looking close to one of the local minima and check that it really does move away from that point to one of the global minima.

More precisely, we choose

(- 1, 0)

as our initial point (see Section 9.3), and let the initialization list be

(\begin{matrix} - 3 & - 1 & 3 \\ - 3 & 0 & 3 \end{matrix}) .

This example solves the optimization problem using some of the optional arguments described in Section 11 in nag_glopt_bnd_mcs_solve (e05jbc).

NAG Library Function Documentnag_glopt_bnd_mcs_optset_file (e05jcc)