Known Issues for the NAG Library for .NET

This document reflects all reported and resolved issues that affect various releases of the NAG Library for .NET up to Mark 2.
Some of these issues may have been fixed at intermediate "point" releases of the Library, while other fixes are scheduled for incorporation at future releases. For library Marks where those fixes are not yet incorporated, a workaround for the known issue is provided wherever possible.
To find the Mark and point release number of your library, call NAG method  a00aa( ).
e04fc
Synopsis Internal buffer overflow in e04fc.
Description When the grade of the optimization problem drops to zero, an internal buffer overflow occurs. This destroys some of the internal state of the optimizer, typically causing it to stop prematurely.
Scope of the problem:
If the grade of the optimization problem is non-zero on exit from e04fc, then the bug is not triggered and that particular optimization is unaffected. If the grade is zero on exit, then the optimization is affected in all supported marks. (Note: the grade can be observed by setting iprint = 1 and using E04FDZ).
How the problem manifests:
Optimization terminates prematurely, usually with ifail = 3 . Note: an exit with ifail = 3 does not on its own indicate that an optimization is affected by the bug.
Severity:
Since the solver is typically close to convergence when the grade drops to zero, the returned solution is usually pretty good. The bug fix is unlikely to improve the results of e04fc significantly.
Severity Non-critical
Issue Since Mark 1
Fixed at Mark 2
Workaround There is no practical workaround.
e04lb
Synopsis In very rare cases, the algorithm used by e04lb may become trapped in an infinite loop.
Description The method might lock itself in an infinite loop when a variable lying on the boundary is cyclically added and removed to/from free variables. This can happen only at points with indefinite Hessian and very small projected gradients when one variable is lying on the boundary and another one is very close to it.
Severity Critical
Issue Since Mark 1
Workaround Unfortunately there is no convenient workaround.
e04nk
Synopsis Actual array size required is underestimated.
Description Sometimes the suggested array size returned in parameter miniz is underestimated.
Severity Critical
Issue Since Mark 1
Fixed at Mark 2
Workaround Increase the size of array iz and the value of leniz accordingly.
e04uf
Synopsis Insufficient space in work array might lead to a crash.
Description Insufficient space in work array might lead to a crash, this is particularly likely if lwork < n + ncnln + 2 .
Severity Non-critical
Issue Since Mark 1
Workaround Provide sufficient size as recommended in the documentation.
e04vh
Synopsis Information about the last constraint might not be printed.
Description If the problem has a nonlinear objective function without a linear part and objrow < nf , the last constraint is not printed in the final information about the solution (Rows section).
Severity Non-critical
Issue Since Mark 1
Workaround None.
g02hf
Synopsis Incorrect results are returned when performing a Mallows type regression.
Description Incorrect results are returned when performing a Mallows type regression, averaging over residuals.
Severity Non-critical
Issue Since Mark 1
Workaround None.
g13fa
Synopsis g13fa may return a negative value as the estimate of the last β parameter (i.e., β p ) for a subset of models.
Description g13fa can result in a negative value for the estimate of the last β parameter (i.e., β p ) or, if p = 0 , the last α parameter (i.e., α q ).
This issue only affects a subset of models that have normally distributed errors and do not include an asymmetry term.
If the method did not return a negative value as the estimate of the last β parameter (or, if p = 0 , the last α parameter), then that particular model was not affected by the issue.
Severity Critical
Issue Since Mark 1
Workaround None
h02bb
Synopsis Misleading error associated with an undocumented error exit can be produced.
Description A puzzling error message may be produced with an undocumented error exit ifail = 11 if workspace sizes are not sufficiently large to accommodate an internal partition of the workspace that meets the requirements of the problem.
Severity Non-critical
Issue Since Mark 1
Fixed at Mark 2
Workaround Increase the size of workspace arrays iwork and rwork and their dimensions liwork and lrwork .