Chapter Introduction (pdf version)
NAG C Library Manual

e04 – Minimizing or Maximizing a Function

e04 Chapter Introduction
Routine
Name
Mark of
Introduction

Purpose
e04abc
Example Text
5 nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc
Example Text
5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04ccc
Example Text
Example Data
4 nag_opt_simplex
Unconstrained minimization using simplex algorithm
e04dgc
Example Text
Example Data
2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc
Example Text
Example Data
2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least-squares (no derivatives required)
e04gbc
Example Text
Example Data
2 nag_opt_lsq_deriv
Unconstrained nonlinear least-squares (first derivatives required)
e04hcc
Example Text
2 nag_opt_check_deriv
Derivative checker
e04hdc
Example Text
5 nag_opt_check_2nd_deriv
Checks second derivatives of a user-defined function
e04jbc
Example Text
Example Data
2 nag_opt_bounds_no_deriv
Bound constrained nonlinear minimization (no derivatives required)
This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04kbc
Example Text
Example Data
2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04lbc
Example Text
Example Data
5 nag_opt_bounds_2nd_deriv
Solves bound constrained problems (first and second derivatives required)
e04mfc
Example Text
Example Data
2 nag_opt_lp
Linear programming
e04myc 5 nag_opt_sparse_mps_free
Free memory allocated by nag_opt_sparse_mps_read (e04mzc)
e04mzc
Example Text
Example Data
5 nag_opt_sparse_mps_read
Read MPSX data for sparse LP or QP problem from a file
e04ncc
Example Text
Example Data
5 nag_opt_lin_lsq
Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc
Example Text
Example Data
2 nag_opt_qp
Quadratic programming
e04nkc
Example Text
Example Data
5 nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04npc 8 nag_opt_sparse_convex_qp_init
Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc)
e04nqc
Example Text
Example Data
8 nag_opt_sparse_convex_qp_solve
LP or QP problem (suitable for sparse problems)
e04nrc
Example Text
Example Data
8 nag_opt_sparse_convex_qp_option_set_file
Supply optional parameter values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file
e04nsc 8 nag_opt_sparse_convex_qp_option_set_string
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string
e04ntc 8 nag_opt_sparse_convex_qp_option_set_integer
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an Integer argument
e04nuc 8 nag_opt_sparse_convex_qp_option_set_double
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a double argument
e04nxc 8 nag_opt_sparse_convex_qp_option_get_integer
Get the setting of an Integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04nyc 8 nag_opt_sparse_convex_qp_option_get_double
Get the setting of a double valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04ucc
Example Text
Example Data
4 nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04ugc
Example Text
Example Data
6 nag_opt_nlp_sparse
NLP problem (sparse)
e04unc
Example Text
Example Data
5 nag_opt_nlin_lsq
Solves nonlinear least-squares problems using the sequential QP method
e04vgc 8 nag_opt_sparse_nlp_init
Initialization function for nag_opt_sparse_nlp_solve (e04vhc)
e04vhc
Example Text
Example Data
8 nag_opt_sparse_nlp_solve
General sparse nonlinear optimizer
e04vjc
Example Text
Example Data
8 nag_opt_sparse_nlp_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc)
e04vkc
Example Text
Example Data
8 nag_opt_sparse_nlp_option_set_file
Supply optional parameter values for nag_opt_sparse_nlp_solve (e04vhc) from external file
e04vlc 8 nag_opt_sparse_nlp_option_set_string
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string
e04vmc 8 nag_opt_sparse_nlp_option_set_integer
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an Integer argument
e04vnc 8 nag_opt_sparse_nlp_option_set_double
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a double argument
e04vrc 8 nag_opt_sparse_nlp_option_get_integer
Get the setting of an Integer valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04vsc 8 nag_opt_sparse_nlp_option_get_double
Get the setting of a double valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04wcc 8 nag_opt_nlp_init
Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc
Example Text
Example Data
8 nag_opt_nlp_solve
Solves the nonlinear programming (NP) problem
e04wec
Example Text
Example Data
8 nag_opt_nlp_option_set_file
Supply optional parameter values for nag_opt_nlp_solve (e04wdc) from external file
e04wfc 8 nag_opt_nlp_option_set_string
Set a single option for nag_opt_nlp_solve (e04wdc) from a character string
e04wgc 8 nag_opt_nlp_option_set_integer
Set a single option for nag_opt_nlp_solve (e04wdc) from an Integer argument
e04whc 8 nag_opt_nlp_option_set_double
Set a single option for nag_opt_nlp_solve (e04wdc) from a double argument
e04wkc 8 nag_opt_nlp_option_get_integer
Get the setting of an Integer valued option of nag_opt_nlp_solve (e04wdc)
e04wlc 8 nag_opt_nlp_option_get_double
Get the setting of a double valued option of nag_opt_nlp_solve (e04wdc)
e04xac
Example Text
5 nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix
e04xxc 2 nag_opt_init
Initialization function for option setting
e04xyc 2 nag_opt_read
Read options from a text file
e04xzc 2 nag_opt_free
Memory freeing function for use with option setting
e04yac
Example Text
Example Data
2 nag_opt_lsq_check_deriv
Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc)
e04ycc
Example Text
Example Data
2 nag_opt_lsq_covariance
Covariance matrix for nonlinear least-squares

Chapter Introduction (pdf version)
NAG C Library Manual

The Numerical Algorithms Group Ltd, Oxford, UK. 2005