NAG C Library Chapter Contents

e04 – Minimizing or Maximizing a Function


e04 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Function
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
e04cbc
Example Text
Example Plot
9 nag_opt_simplex_easy
Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
e04dgc
Example Text
Example Options
2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc
Example Text
Example Options
2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least squares (no derivatives required)
e04ffc
Example Text
26.1 nag_opt_handle_solve_dfls
Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04gbc
Example Text
Example Options
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
e04jcc
Example Text
23 nag_opt_bounds_qa_no_deriv
Bound constrained minimum, model-based algorithm, using function values only
e04kbc
Example Text
Example Options
2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04lbc
Example Text
Example Options
5 nag_opt_bounds_2nd_deriv
Solves bound constrained problems (first and second derivatives required)
e04mfc
Example Text
Example Options
2 nag_opt_lp
Linear programming
e04mtc
Example Text
Example Data
26.1 nag_opt_handle_solve_lp_ipm
Linear programming (LP), sparse, interior point method (IPM)
e04mwc
Example Text
Example Data
26.0 nag_opt_miqp_mps_write
Write MPS data file defining LP, QP, MILP or MIQP problem
e04mxc
Example Text
Example Options
24 nag_opt_miqp_mps_read
Read MPS data file defining LP, QP, MILP or MIQP problem
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 Options
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
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
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
e04nrc
Example Text
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 real 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 real valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04pcc
Example Text
Example Data
24 nag_opt_bnd_lin_lsq
Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
e04rac 26.0 nag_opt_handle_init
Initialization of a handle for the NAG optimization modelling suite for problems, such as, linear programming (LP), quadratic programming (QP), nonlinear programming (NLP), least squares (LSQ) problems, linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP)
e04rdc
Example Text
Example Options
26.0 nag_opt_sdp_read_sdpa
A reader of sparse SDPA data files for linear SDP problems
e04rec 26.0 nag_opt_handle_set_linobj
Define a linear objective function to a problem initialized by nag_opt_handle_init (e04rac)
e04rfc
Example Text
Example Data
26.0 nag_opt_handle_set_quadobj
Define a linear or a quadratic objective function to a problem initialized by nag_opt_handle_init (e04rac)
e04rgc 26.0 nag_opt_handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by nag_opt_handle_init (e04rac)
e04rhc
Example Text
Example Data
26.0 nag_opt_handle_set_simplebounds
Define bounds of variables of a problem initialized by nag_opt_handle_init (e04rac)
e04rjc
Example Text
Example Options
26.0 nag_opt_handle_set_linconstr
Define a block of linear constraints to a problem initialized by nag_opt_handle_init (e04rac)
e04rkc 26.0 nag_opt_handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by nag_opt_handle_init (e04rac)
e04rlc 26.0 nag_opt_handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by nag_opt_handle_init (e04rac)
e04rmc
Example Text
26.1 nag_opt_handle_set_nlnls
Define a nonlinear least squares objective function to a problem initialized by nag_opt_handle_init (e04rac)
e04rnc
Example Text
Example Data
26.0 nag_opt_handle_set_linmatineq
Add one or more linear matrix inequality constraints to a problem initialized by nag_opt_handle_init (e04rac)
e04rpc
Example Text
Example Data
26.0 nag_opt_handle_set_quadmatineq
Define bilinear matrix terms to a problem initialized by nag_opt_handle_init (e04rac)
e04rxc
Example Text
Example Data
26.1 nag_opt_handle_set_get_real
Retrieve or write a piece of information in a problem handle initialized by nag_opt_handle_init (e04rac)
e04ryc
Example Text
26.0 nag_opt_handle_print
Print information about a problem handle initialized by nag_opt_handle_init (e04rac)
e04rzc 26.0 nag_opt_handle_free
Destroy the problem handle initialized by nag_opt_handle_init (e04rac) and deallocate all the memory used
e04stc
Example Text
26.0 nag_opt_handle_solve_ipopt
Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by nag_opt_handle_init (e04rac) and defined by other functions from the suite
e04svc
Example Text
Example Data
26.0 nag_opt_handle_solve_pennon
Run the Pennon solver on a compatible problem initialized by nag_opt_handle_init (e04rac) and defined by other functions from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI)
e04ucc
Example Text
Example Options
4 nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
e04udc
Example Text
23 nag_opt_nlp_revcomm_option_set_file
Supply optional parameter values for nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from external file
e04uec 23 nag_opt_nlp_revcomm_option_set_string
Supply optional parameter values to nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from a character string
e04ufc
Example Text
Example Data
23 nag_opt_nlp_revcomm
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
e04ugc
Example Text
Example Options
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
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
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
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 real 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 real valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04wbc 23 nag_opt_nlp_revcomm_init
Initialization function for nag_opt_nlp_revcomm (e04ufc)
e04wcc 8 nag_opt_nlp_init
Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc
Example Text
Example Data
8 nag_opt_nlp_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
e04wec
Example Text
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 real 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 real 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
e04zmc 26.0 nag_opt_handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
e04znc 26.0 nag_opt_handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite
e04zpc 26.0 nag_opt_handle_opt_set_file
Option setting routine for the solvers from the NAG optimization modelling suite from external file