After the initialization function nag_opt_handle_init (e04rac)
has been called, nag_opt_handle_set_linobj (e04rec)
may be used to define the objective function of the problem as a linear function
using a dense vector
unless the objective function has already been defined by another function in the suite. This will typically be used for linear semidefinite programming problems (SDP)
or SDP with bilinear matrix inequalities (BMI-SDP) where the objective function has only linear terms. It is recommended to use nag_opt_handle_set_quadobj (e04rfc)
if the vector
is sparse. See nag_opt_handle_init (e04rac)
for more details.
See Section 10
in nag_opt_handle_init (e04rac)
for links to all the examples in the suite.