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

NAG Library Chapter Contents

E04 – Minimizing or Maximizing a Function

E04 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
E04ABA
Example Text
20 nagf_opt_one_var_func
Minimum, function of one variable using function values only
E04ABF
Example Text
6 nagf_opt_one_var_func_old
Minimum, function of one variable using function values only
E04BBA
Example Text
20 nagf_opt_one_var_deriv
Minimum, function of one variable, using first derivative
E04BBF
Example Text
6 nagf_opt_one_var_deriv_old
Minimum, function of one variable, using first derivative
E04CBF
Example Text
Example Plot
22 nagf_opt_uncon_simplex
Unconstrained minimization using simplex algorithm, function of several variables using function values only
E04CCA
Example Text
20 nagf_opt_withdraw_uncon_simplex
Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive)
Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
E04CCF
Example Text
1 nagf_opt_withdraw_uncon_simplex_old
Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive)
Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
E04DGA
Example Text
Example Data
20 nagf_opt_uncon_conjgrd_comp
Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04DGF
Example Text
Example Data
12 nagf_opt_uncon_conjgrd_comp_old
Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04DJA
Example Text
Example Data
Example Options
20 nagf_opt_uncon_conjgrd_option_file
Supply optional parameter values for E04DGF/E04DGA from external file
E04DJF
Example Text
Example Data
Example Options
12 nagf_opt_uncon_conjgrd_option_file_old
Supply optional parameter values for E04DGF/E04DGA from external file
E04DKA 20 nagf_opt_uncon_conjgrd_option_string
Supply optional parameter values to E04DGF/E04DGA
E04DKF 12 nagf_opt_uncon_conjgrd_option_string_old
Supply optional parameter values to E04DGF/E04DGA
E04FCF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_func_comp
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 nagf_opt_lsq_uncon_mod_func_easy
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 nagf_opt_lsq_uncon_quasi_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive)
E04GDF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive)
E04GYF
Example Text
Example Data
18 nagf_opt_lsq_uncon_quasi_deriv_easy
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 nagf_opt_lsq_uncon_mod_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use)
E04HCF
Example Text
6 nagf_opt_check_deriv
Check user's routine for calculating first derivatives of function
E04HDF
Example Text
6 nagf_opt_check_deriv2
Check user's routine for calculating second derivatives of function
E04HEF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_deriv2_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF
Example Text
Example Data
18 nagf_opt_lsq_uncon_mod_deriv2_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04JCF
Example Text
23 nagf_opt_bounds_bobyqa_func
Minimum by quadratic approximation, function of several variables, simple bounds, using function values only
E04JYF
Example Text
18 nagf_opt_bounds_quasi_func_easy
Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use)
E04KDF
Example Text
6 nagf_opt_bounds_mod_deriv_comp
Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)
E04KYF
Example Text
18 nagf_opt_bounds_quasi_deriv_easy
Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF
Example Text
18 nagf_opt_bounds_mod_deriv_easy
Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04LBF
Example Text
6 nagf_opt_bounds_mod_deriv2_comp
Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive)
E04LYF
Example Text
18 nagf_opt_bounds_mod_deriv2_easy
Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)
E04MFA
Example Text
Example Data
20 nagf_opt_lp_solve
LP problem (dense)
E04MFF
Example Text
Example Data
16 nagf_opt_lp_solve_old
LP problem (dense)
E04MGA
Example Text
Example Data
Example Options
20 nagf_opt_lp_option_file
Supply optional parameter values for E04MFF/E04MFA from external file
E04MGF
Example Text
Example Data
Example Options
16 nagf_opt_lp_option_file_old
Supply optional parameter values for E04MFF/E04MFA from external file
E04MHA 20 nagf_opt_lp_option_string
Supply optional parameter values to E04MFF/E04MFA
E04MHF 16 nagf_opt_lp_option_string_old
Supply optional parameter values to E04MFF/E04MFA
E04MZF
Example Text
Example Options
18 nagf_opt_qpconvex1_sparse_mps
Converts MPSX data file defining LP or QP problem to format required by E04NKF/E04NKA
E04NCA
Example Text
Example Data
20 nagf_opt_lsq_lincon_solve
Convex QP problem or linearly-constrained linear least squares problem (dense)
E04NCF
Example Text
Example Data
12 nagf_opt_lsq_lincon_solve_old
Convex QP problem or linearly-constrained linear least squares problem (dense)
E04NDA
Example Text
Example Data
Example Options
20 nagf_opt_lsq_lincon_option_file
Supply optional parameter values for E04NCF/E04NCA from external file
E04NDF
Example Text
Example Data
Example Options
12 nagf_opt_lsq_lincon_option_file_old
Supply optional parameter values for E04NCF/E04NCA from external file
E04NEA 20 nagf_opt_lsq_lincon_option_string
Supply optional parameter values to E04NCF/E04NCA
E04NEF 12 nagf_opt_lsq_lincon_option_string_old
Supply optional parameter values to E04NCF/E04NCA
E04NFA
Example Text
Example Data
20 nagf_opt_qp_dense_solve
QP problem (dense)
E04NFF
Example Text
Example Data
16 nagf_opt_qp_dense_solve_old
QP problem (dense)
E04NGA
Example Text
Example Data
Example Options
20 nagf_opt_qp_dense_option_file
Supply optional parameter values for E04NFF/E04NFA from external file
E04NGF
Example Text
Example Data
Example Options
16 nagf_opt_qp_dense_option_file_old
Supply optional parameter values for E04NFF/E04NFA from external file
E04NHA 20 nagf_opt_qp_dense_option_string
Supply optional parameter values to E04NFF/E04NFA
E04NHF 16 nagf_opt_qp_dense_option_string_old
Supply optional parameter values to E04NFF/E04NFA
E04NKA
Example Text
Example Data
20 nagf_opt_qpconvex1_sparse_solve
LP or QP problem (sparse)
E04NKF
Example Text
Example Data
18 nagf_opt_qpconvex1_sparse_solve_old
LP or QP problem (sparse)
E04NLA
Example Text
Example Data
Example Options
20 nagf_opt_qpconvex1_sparse_option_file
Supply optional parameter values for E04NKF/E04NKA from external file
E04NLF
Example Text
Example Data
Example Options
18 nagf_opt_qpconvex1_sparse_option_file_old
Supply optional parameter values for E04NKF/E04NKA from external file
E04NMA 20 nagf_opt_qpconvex1_sparse_option_string
Supply optional parameter values to E04NKF/E04NKA
E04NMF 18 nagf_opt_qpconvex1_sparse_option_string_old
Supply optional parameter values to E04NKF/E04NKA
E04NPF 21 nagf_opt_qpconvex2_sparse_init
Initialization routine for E04NQF
E04NQF
Example Text
Example Data
21 nagf_opt_qpconvex2_sparse_solve
LP or QP problem (suitable for sparse problems)
E04NRF
Example Text
Example Options
21 nagf_opt_qpconvex2_sparse_option_file
Supply optional parameter values for E04NQF from external file
E04NSF 21 nagf_opt_qpconvex2_sparse_option_string
Set a single option for E04NQF from a character string
E04NTF 21 nagf_opt_qpconvex2_sparse_option_integer_set
Set a single option for E04NQF from an integer argument
E04NUF 21 nagf_opt_qpconvex2_sparse_option_double_set
Set a single option for E04NQF from a real argument
E04NXF 21 nagf_opt_qpconvex2_sparse_option_integer_get
Get the setting of an integer valued option of E04NQF
E04NYF 21 nagf_opt_qpconvex2_sparse_option_double_get
Get the setting of a real valued option of E04NQF
E04UCA
Example Text
Example Data
20 nagf_opt_nlp1_solve
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive)
E04UCF
Example Text
Example Data
12 nagf_opt_nlp1_solve_old
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive)
E04UDA
Example Text
Example Data
Example Options
20 nagf_opt_nlp1_option_file
Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UDF
Example Text
Example Data
Example Options
12 nagf_opt_nlp1_option_file_old
Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UEA 20 nagf_opt_nlp1_option_string
Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA
E04UEF 12 nagf_opt_nlp1_option_string_old
Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA
E04UFA
Example Text
Example Data
20 nagf_opt_nlp1_rcomm
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 nagf_opt_nlp1_rcomm_old
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UGA
Example Text
Example Data
20 nagf_opt_nlp1_sparse_solve
NLP problem (sparse)
E04UGF
Example Text
Example Data
19 nagf_opt_nlp1_sparse_solve_old
NLP problem (sparse)
E04UHA
Example Text
Example Data
Example Options
20 nagf_opt_nlp1_sparse_option_file
Supply optional parameter values for E04UGF/E04UGA from external file
E04UHF
Example Text
Example Data
Example Options
19 nagf_opt_nlp1_sparse_option_file_old
Supply optional parameter values for E04UGF/E04UGA from external file
E04UJA 20 nagf_opt_nlp1_sparse_option_string
Supply optional parameter values to E04UGF/E04UGA
E04UJF 19 nagf_opt_nlp1_sparse_option_string_old
Supply optional parameter values to E04UGF/E04UGA
E04UQA
Example Text
Example Data
Example Options
20 nagf_opt_lsq_gencon_deriv_option_file
Supply optional parameter values for E04USF/E04USA from external file
E04UQF
Example Text
Example Data
Example Options
14 nagf_opt_lsq_gencon_deriv_option_file_old
Supply optional parameter values for E04USF/E04USA from external file
E04URA 20 nagf_opt_lsq_gencon_deriv_option_string
Supply optional parameter values to E04USF/E04USA
E04URF 14 nagf_opt_lsq_gencon_deriv_option_string_old
Supply optional parameter values to E04USF/E04USA
E04USA
Example Text
Example Data
20 nagf_opt_lsq_gencon_deriv
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 nagf_opt_lsq_gencon_deriv_old
Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04VGF 21 nagf_opt_nlp2_sparse_init
Initialization routine for E04VHF
E04VHF
Example Text
Example Data
21 nagf_opt_nlp2_sparse_solve
General sparse nonlinear optimizer
E04VJF
Example Text
Example Data
21 nagf_opt_nlp2_sparse_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for E04VHF
E04VKF
Example Text
Example Options
21 nagf_opt_nlp2_sparse_option_file
Supply optional parameter values for E04VHF from external file
E04VLF 21 nagf_opt_nlp2_sparse_option_string
Set a single option for E04VHF from a character string
E04VMF 21 nagf_opt_nlp2_sparse_option_integer_set
Set a single option for E04VHF from an integer argument
E04VNF 21 nagf_opt_nlp2_sparse_option_double_set
Set a single option for E04VHF from a real argument
E04VRF 21 nagf_opt_nlp2_sparse_option_integer_get
Get the setting of an integer valued option of E04VHF
E04VSF 21 nagf_opt_nlp2_sparse_option_double_get
Get the setting of a real valued option of E04VHF
E04WBF 20 nagf_opt_init
Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04UFA, E04UGA and E04USA
E04WCF 21 nagf_opt_nlp2_init
Initialization routine for E04WDF
E04WDF
Example Text
Example Data
21 nagf_opt_nlp2_solve
Solves the nonlinear programming (NP) problem
E04WEF
Example Text
Example Options
21 nagf_opt_nlp2_option_file
Supply optional parameter values for E04WDF from external file
E04WFF 21 nagf_opt_nlp2_option_string
Set a single option for E04WDF from a character string
E04WGF 21 nagf_opt_nlp2_option_integer_set
Set a single option for E04WDF from an integer argument
E04WHF 21 nagf_opt_nlp2_option_double_set
Set a single option for E04WDF from a real argument
E04WKF 21 nagf_opt_nlp2_option_integer_get
Get the setting of an integer valued option of E04WDF
E04WLF 21 nagf_opt_nlp2_option_double_get
Get the setting of a real valued option of E04WDF
E04XAA
Example Text
20 nagf_opt_estimate_deriv
Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04XAF
Example Text
12 nagf_opt_estimate_deriv_old
Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04YAF
Example Text
Example Data
7 nagf_opt_lsq_check_deriv
Check user's routine for calculating Jacobian of first derivatives
E04YBF
Example Text
Example Data
7 nagf_opt_lsq_check_hessian
Check user's routine for calculating Hessian of a sum of squares
E04YCF
Example Text
Example Data
11 nagf_opt_lsq_uncon_covariance
Covariance matrix for nonlinear least squares problem (unconstrained)
E04ZCA
Example Text
Example Data
20 nagf_opt_withdraw_check_funs
Check user's routines for calculating first derivatives of function and constraints
Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.
E04ZCF
Example Text
Example Data
11 nagf_opt_withdraw_check_funs_old
Check user's routines for calculating first derivatives of function and constraints
Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information.

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

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011