E04 Chapter Introduction
NAG Library Manual

# NAG Library Chapter ContentsE04 – Minimizing or Maximizing a Function

### E04 Chapter Introduction

 RoutineName Mark ofIntroduction Purpose E04ABAExample 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 E04BBAExample 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 TextExample Plot 22 nagf_opt_uncon_simplex Unconstrained minimization using simplex algorithm, function of several variables using function values only E04DGAExample TextExample 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) E04DJAExample TextExample DataExample Data 20 nagf_opt_uncon_conjgrd_option_file Supply optional parameter values for E04DGF/E04DGA from external file E04DJF Example Text Example Options Example Data 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) E04MFAExample TextExample Data 20 nagf_opt_lp_solve LP problem (dense) E04MFF Example Text Example Data 16 nagf_opt_lp_solve_old LP problem (dense) E04MGAExample TextExample DataExample Data 20 nagf_opt_lp_option_file Supply optional parameter values for E04MFF/E04MFA from external file E04MGF Example Text Example Options Example Data 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 E04MXF Example Text Example Options 24 nagf_opt_miqp_mps_read Reads MPS data file defining LP, QP, MILP or MIQP problem 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 E04NCAExample TextExample 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) E04NDAExample TextExample DataExample Data 20 nagf_opt_lsq_lincon_option_file Supply optional parameter values for E04NCF/E04NCA from external file E04NDF Example Text Example Options Example Data 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 E04NFAExample TextExample 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) E04NGAExample TextExample DataExample Data 20 nagf_opt_qp_dense_option_file Supply optional parameter values for E04NFF/E04NFA from external file E04NGF Example Text Example Options Example Data 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 E04NKAExample TextExample 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) E04NLAExample TextExample DataExample Data 20 nagf_opt_qpconvex1_sparse_option_file Supply optional parameter values for E04NKF/E04NKA from external file E04NLF Example Text Example Options Example Data 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 Example Data 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 E04PCF Example Text Example Data 24 nagf_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 E04UCAExample TextExample 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) E04UDAExample TextExample DataExample Data 20 nagf_opt_nlp1_option_file Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file E04UDF Example Text Example Options Example Data 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 E04UFAExample TextExample 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) E04UGAExample TextExample 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) E04UHAExample TextExample DataExample Data 20 nagf_opt_nlp1_sparse_option_file Supply optional parameter values for E04UGF/E04UGA from external file E04UHF Example Text Example Options Example Data 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 E04UQAExample TextExample DataExample Data 20 nagf_opt_lsq_gencon_deriv_option_file Supply optional parameter values for E04USF/E04USA from external file E04UQF Example Text Example Options Example Data 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 E04USAExample TextExample 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 14 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 Example Data 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 (NLP) problem E04WEF Example Text Example Options Example Data 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 E04XAAExample 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)