E04 Chapter Contents (PDF version)
E04 Chapter Introduction
NAG Library Manual

# NAG Library Chapter ContentsE04 – Minimizing or Maximizing a Function

### E04 Chapter Introduction

 RoutineName Mark ofIntroduction Purpose E04ABAExample Text 20 Minimum, function of one variable using function values only E04ABF Example Text 6 Minimum, function of one variable using function values only E04BBAExample Text 20 Minimum, function of one variable, using first derivative E04BBF Example Text 6 Minimum, function of one variable, using first derivative E04CBF Example TextExample Plot 22 Unconstrained minimization using simplex algorithm, function of several variables using function values only E04CCAExample Text 20 Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive) E04CCF Example Text 1 Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive) E04DGAExample TextExample Data 20 Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) E04DGF Example Text Example Data 12 Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) E04DJAExample TextExample Data 20 Supply optional parameter values for E04DGF/E04DGA from external file E04DJF Example Text Example Data 12 Supply optional parameter values for E04DGF/E04DGA from external file E04DKA 20 Supply optional parameter values to E04DGF/E04DGA E04DKF 12 Supply optional parameter values to E04DGF/E04DGA E04FCF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive) E04FYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use) E04GBF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive) E04GDF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive) E04GYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) E04GZF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use) E04HCF Example Text 6 Check user's routine for calculating first derivatives of function E04HDF Example Text 6 Check user's routine for calculating second derivatives of function E04HEF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) E04HYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) E04JYF Example Text 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use) E04KDF Example Text 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive) E04KYF Example Text 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use) E04KZF Example Text 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use) E04LBF Example Text 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive) E04LYF Example Text 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use) E04MFAExample TextExample Data 20 LP problem (dense) E04MFF Example Text Example Data 16 LP problem (dense) E04MGAExample TextExample Data 20 Supply optional parameter values for E04MFF/E04MFA from external file E04MGF Example Text Example Data 16 Supply optional parameter values for E04MFF/E04MFA from external file E04MHA 20 Supply optional parameter values to E04MFF/E04MFA E04MHF 16 Supply optional parameter values to E04MFF/E04MFA E04MZF Example Text Example Data 18 Converts MPSX data file defining LP or QP problem to format required by E04NKF/E04NKA E04NCAExample TextExample Data 20 Convex QP problem or linearly-constrained linear least-squares problem (dense) E04NCF Example Text Example Data 12 Convex QP problem or linearly-constrained linear least-squares problem (dense) E04NDAExample TextExample Data 20 Supply optional parameter values for E04NCF/E04NCA from external file E04NDF Example Text Example Data 12 Supply optional parameter values for E04NCF/E04NCA from external file E04NEA 20 Supply optional parameter values to E04NCF/E04NCA E04NEF 12 Supply optional parameter values to E04NCF/E04NCA E04NFAExample TextExample Data 20 QP problem (dense) E04NFF Example Text Example Data 16 QP problem (dense) E04NGAExample TextExample Data 20 Supply optional parameter values for E04NFF/E04NFA from external file E04NGF Example Text Example Data 16 Supply optional parameter values for E04NFF/E04NFA from external file E04NHA 20 Supply optional parameter values to E04NFF/E04NFA E04NHF 16 Supply optional parameter values to E04NFF/E04NFA E04NKAExample TextExample Data 20 LP or QP problem (sparse) E04NKF Example Text Example Data 18 LP or QP problem (sparse) E04NLAExample TextExample Data 20 Supply optional parameter values for E04NKF/E04NKA from external file E04NLF Example Text Example Data 18 Supply optional parameter values for E04NKF/E04NKA from external file E04NMA 20 Supply optional parameter values to E04NKF/E04NKA E04NMF 18 Supply optional parameter values to E04NKF/E04NKA E04NPF 21 Initialization routine for E04NQF E04NQF Example Text Example Data 21 LP or QP problem (suitable for sparse problems) E04NRF Example Text Example Data 21 Supply optional parameter values for E04NQF from external file E04NSF 21 Set a single option for E04NQF from a character string E04NTF 21 Set a single option for E04NQF from an integer argument E04NUF 21 Set a single option for E04NQF from a real argument E04NXF 21 Get the setting of an integer valued option of E04NQF E04NYF 21 Get the setting of a real valued option of E04NQF E04UCAExample TextExample Data 20 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) E04UCF Example Text Example Data 12 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) E04UDAExample TextExample Data 20 Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file E04UDF Example Text Example Data 12 Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file E04UEA 20 Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA E04UEF 12 Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA E04UFAExample TextExample Data 20 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) E04UFF Example Text Example Data 18 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) E04UGAExample TextExample Data 20 NLP problem (sparse) E04UGF Example Text Example Data 19 NLP problem (sparse) E04UHAExample TextExample Data 20 Supply optional parameter values for E04UGF/E04UGA from external file E04UHF Example Text Example Data 19 Supply optional parameter values for E04UGF/E04UGA from external file E04UJA 20 Supply optional parameter values to E04UGF/E04UGA E04UJF 19 Supply optional parameter values to E04UGF/E04UGA E04UQAExample TextExample Data 20 Supply optional parameter values for E04USF/E04USA from external file E04UQF Example Text Example Data 14 Supply optional parameter values for E04USF/E04USA from external file E04URA 20 Supply optional parameter values to E04USF/E04USA E04URF 14 Supply optional parameter values to E04USF/E04USA E04USAExample TextExample Data 20 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) E04USF Example Text Example Data 20 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) E04VGF 21 Initialization routine for E04VHF E04VHF Example Text Example Data 21 General sparse nonlinear optimizer E04VJF Example Text Example Data 21 Determine the pattern of nonzeros in the Jacobian matrix for E04VHF E04VKF Example Text Example Data 21 Supply optional parameter values for E04VHF from external file E04VLF 21 Set a single option for E04VHF from a character string E04VMF 21 Set a single option for E04VHF from an integer argument E04VNF 21 Set a single option for E04VHF from a real argument E04VRF 21 Get the setting of an integer valued option of E04VHF E04VSF 21 Get the setting of a real valued option of E04VHF E04WBF 20 Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04UFA, E04UGA and E04USA E04WCF 21 Initialization routine for E04WDF E04WDF Example Text Example Data 21 Solves the nonlinear programming (NP) problem E04WEF Example Text Example Data 21 Supply optional parameter values for E04WDF from external file E04WFF 21 Set a single option for E04WDF from a character string E04WGF 21 Set a single option for E04WDF from an integer argument E04WHF 21 Set a single option for E04WDF from a real argument E04WKF 21 Get the setting of an integer valued option of E04WDF E04WLF 21 Get the setting of a real valued option of E04WDF E04XAAExample Text 20 Estimate (using numerical differentiation) gradient and/or Hessian of a function E04XAF Example Text 12 Estimate (using numerical differentiation) gradient and/or Hessian of a function E04YAF Example Text Example Data 7 Check user's routine for calculating Jacobian of first derivatives E04YBF Example Text Example Data 7 Check user's routine for calculating Hessian of a sum of squares E04YCF Example Text Example Data 11 Covariance matrix for nonlinear least-squares problem (unconstrained) E04ZCAExample TextExample Data 20 Check user's routines for calculating first derivatives of function and constraints E04ZCF Example Text Example Data 11 Check user's routines for calculating first derivatives of function and constraints

E04 Chapter Contents (PDF version)
E04 Chapter Introduction
NAG Library Manual