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NAG Toolbox: nag_opt_lp_option_string (e04mh)

 Contents

    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example

Purpose

To supply individual optional parameters to nag_opt_lp_solve (e04mf).

Syntax

[lwsav, iwsav, rwsav, inform] = e04mh(str, lwsav, iwsav, rwsav)
[lwsav, iwsav, rwsav, inform] = nag_opt_lp_option_string(str, lwsav, iwsav, rwsav)

Description

nag_opt_lp_option_string (e04mh) may be used to supply values for optional parameters to nag_opt_lp_solve (e04mf). It is only necessary to call nag_opt_lp_option_string (e04mh) for those arguments whose values are to be different from their default values. One call to nag_opt_lp_option_string (e04mh) sets one argument value.
Each optional parameter is defined by a single character string, of up to 72 characters, consisting of one or more items. The items associated with a given option must be separated by spaces, or equals signs =. Alphabetic characters may be upper or lower case. The string
Print Level = 1
is an example of a string used to set an optional parameter. For each option the string contains one or more of the following items:
a mandatory keyword;
a phrase that qualifies the keyword;
a number that specifies an integer or double value. Such numbers may be up to 16 contiguous characters in Fortran's I, F, E or D formats, terminated by a space if this is not the last item on the line.
Blank strings and comments are ignored. A comment begins with an asterisk (*) and all subsequent characters in the string are regarded as part of the comment.
For nag_opt_lp_option_string (e04mh), each user-specified option is normally printed as it is defined, on the current advisory message unit (see nag_file_set_unit_advisory (x04ab)), but this printing may be suppressed using the keyword Nolist. Thus the statement
[lwsav, iwsav, rwsav, inform] = e04mh('Nolist', lwsav, iwsav, rwsav);
suppresses printing of this and subsequent options. Printing will automatically be turned on again after a call to nag_opt_lp_solve (e04mf) and may be turned on again at any time using the keyword List.
Optional parameter settings are preserved following a call to nag_opt_lp_solve (e04mf) and so the keyword Defaults is provided to allow you to reset all the optional parameters to their default values before a subsequent call to nag_opt_lp_solve (e04mf).
A complete list of optional parameters, their abbreviations, synonyms and default values is given in Optional Parameters in nag_opt_lp_solve (e04mf).

References

None.

Parameters

Compulsory Input Parameters

1:     str – string
A single valid option string (as described in Description and in Optional Parameters in nag_opt_lp_solve (e04mf)).
2:     lwsav120 – logical array
3:     iwsav610 int64int32nag_int array
4:     rwsav475 – double array
The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the functions nag_opt_lp_option_string (e04mh), nag_opt_lp_solve (e04mf) or nag_opt_init (e04wb).

Optional Input Parameters

None.

Output Parameters

1:     lwsav120 – logical array
2:     iwsav610 int64int32nag_int array
3:     rwsav475 – double array
4:     inform int64int32nag_int scalar
Contains zero if a valid option string has been supplied and a value>0 otherwise (see Error Indicators and Warnings).

Error Indicators and Warnings

   inform=5
The supplied option is invalid. Check that the keywords are neither ambiguous nor misspelt.

Accuracy

Not applicable.

Further Comments

None.

Example

function e04mh_example


fprintf('e04mh example results\n\n');

a = [1,    1,    1,    1,    1,    1,    1;
     0.15, 0.04, 0.02, 0.04, 0.02, 0.01, 0.03;
     0.03, 0.05, 0.08, 0.02, 0.06, 0.01, 0;
     0.02, 0.04, 0.01, 0.02, 0.02, 0,    0;
     0.02, 0.03, 0,    0,    0.01, 0,    0;
     0.7,  0.75, 0.8,  0.75, 0.8,  0.97, 0;
     0.02, 0.06, 0.08, 0.12, 0.02, 0.01, 0.97];
bl = [-0.01;-0.1;   -0.01;  -0.04;  -0.1;   -0.01;  -0.01;
      -0.13;-1e25;  -1e25;  -1e25;  -1e25;  -0.0992;-0.003];
bu = [ 0.01; 0.15;   0.03;   0.02;   0.05;   1e25;   1e25;
      -0.13;-0.0049;-0.0064;-0.0037;-0.0012; 1e25;   0.002];
cvec = [-0.02; -0.2;-0.2;   -0.2;   -0.2;    0.04;   0.04];
istate = zeros(14, 1, 'int64');

x  = [-0.01; -0.03;  0;     -0.01;  -0.1;    0.02;   0.01];

% Initialize and set options
[cwsav,lwsav,iwsav,rwsav,ifail] = e04wb('e04mf');
[lwsav, iwsav, rwsav, inform] = e04mh(...
                                      'Nolist', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04mh(...
                             'Print Level = 0', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04mh(...
                        'Check Frequency = 10', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = ...
         e04mh('Infinite Bound Size = 1.0d+25', lwsav, iwsav, rwsav);

[istate, x, iter, obj, ax, clamda, lwsav, iwsav, rwsav, ifail] = ...
    e04mf(...
          a, bl, bu, cvec, istate, x, lwsav, iwsav, rwsav);
fprintf('Minimum value     :  %9.4f\n\n',obj);
fprintf('Found after %3d iterations at x:\n   ',iter);
fprintf(' %9.4f',x);
fprintf('\nLinear contrained values Ax:\n   ');
fprintf(' %9.4f',ax);
fprintf('\n');


e04mh example results

Minimum value     :     0.0236

Found after   7 iterations at x:
      -0.0100   -0.1000    0.0300    0.0200   -0.0675   -0.0023   -0.0002
Linear contrained values Ax:
      -0.1300   -0.0055   -0.0066   -0.0048   -0.0039   -0.0992   -0.0030

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