NAG Library Routine Document

1Purpose

e04nrf may be used to supply optional parameters to e04nqf from an external file. The initialization routine e04npf must have been called before calling e04nrf.

2Specification

Fortran Interface
 Subroutine e04nrf ( cw, iw, rw,
 Integer, Intent (In) :: ispecs Integer, Intent (Inout) :: iw(*), ifail Real (Kind=nag_wp), Intent (Inout) :: rw(*) Character (8), Intent (Inout) :: cw(*)
#include <nagmk26.h>
 void e04nrf_ (const Integer *ispecs, char cw[], Integer iw[], double rw[], Integer *ifail, const Charlen length_cw)

3Description

e04nrf may be used to supply values for optional parameters to e04nqf. e04nrf reads an external file and each line of the file defines a single optional parameter. It is only necessary to supply values for those arguments whose values are to be different from their default values.
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 $\left[=\right]$. 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 real value. Such numbers may be up to $40$ 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.
The file containing the options must start with Begin and must finish with End. An example of a valid options file is:
```Begin * Example options file
Print level = 5
End```
Optional parameter settings are preserved following a call to e04nqf 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 e04nqf.
A complete list of optional parameters, their abbreviations, synonyms and default values is given in Section 12 in e04nqf.

None.

5Arguments

1:     $\mathbf{ispecs}$ – IntegerInput
On entry: the unit number of the option file to be read.
Constraint: ispecs is a valid unit open for reading.
2:     $\mathbf{cw}\left(*\right)$ – Character(8) arrayCommunication Array
Note: the dimension of the array cw must be at least ${\mathbf{lencw}}$ (see e04npf).
3:     $\mathbf{iw}\left(*\right)$ – Integer arrayCommunication Array
Note: the dimension of the array iw must be at least ${\mathbf{leniw}}$ (see e04npf).
4:     $\mathbf{rw}\left(*\right)$ – Real (Kind=nag_wp) arrayCommunication Array
Note: the dimension of the array rw must be at least ${\mathbf{lenrw}}$ (see e04npf).
5:     $\mathbf{ifail}$ – IntegerInput/Output
On entry: ifail must be set to $0$, . If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value  is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this argument, the recommended value is $0$. When the value  is used it is essential to test the value of ifail on exit.
On exit: ${\mathbf{ifail}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6Error Indicators and Warnings

If on entry ${\mathbf{ifail}}=0$ or $-1$, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
${\mathbf{ifail}}=1$
The initialization routine e04npf has not been called.
${\mathbf{ifail}}=2$
At least one line of the options file is invalid.
Could not read options file on unit ${\mathbf{ispecs}}=〈\mathit{\text{value}}〉$.
Could not read options file on unit ispecs. This may be due to:
 (a) ispecs is not a valid unit number; (b) a file is not associated with unit ispecs, or if it is, is unavailable for read access; (c) one or more lines of the options file is invalid. Check that all keywords are neither ambiguous nor misspelt; (d) Begin was found, but end-of-file was found before End was found; (e) end-of-file was found before Begin was found.
${\mathbf{ifail}}=-99$
See Section 3.9 in How to Use the NAG Library and its Documentation for further information.
${\mathbf{ifail}}=-399$
Your licence key may have expired or may not have been installed correctly.
See Section 3.8 in How to Use the NAG Library and its Documentation for further information.
${\mathbf{ifail}}=-999$
Dynamic memory allocation failed.
See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

Not applicable.

8Parallelism and Performance

e04nrf is not threaded in any implementation.

e04nsf, e04ntf or e04nuf may also be used to supply optional parameters to e04nqf.

10Example

This example minimizes the quadratic function $f\left(x\right)={c}^{\mathrm{T}}x+\frac{1}{2}{x}^{\mathrm{T}}Hx$, where
 $c = -200.0,-2000.0,-2000.0,-2000.0,-2000.0,400.0,400.0T$
and
 $H= 2 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 2 2 0 0 0 0 0 2 2 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 2 2 0 0 0 0 0 2 2$
subject to the bounds
 $000≤x1≤0200 000≤x2≤2500 400≤x3≤0800 100≤x4≤0700 000≤x5≤1500 000≤x6≤1500 000≤x7≤1500$
and to the linear constraints
 $x1 + x2 + x3 + x4 + x5 + x6 + x7 = 2000 0.15x1 + 0.04x2 + 0.02x3 + 0.04x4 + 0.02x5 + 0.01x6 + 0.03x7 ≤ 60 0.03x1 + 0.05x2 + 0.08x3 + 0.02x4 + 0.06x5 + 0.01x6 ≤ 100 0.02x1 + 0.04x2 + 0.01x3 + 0.02x4 + 0.02x5 ≤ 40 0.02x1 + 0.03x2 + 0.01x5 ≤ 30 1500 ≤ 0.70x1 + 0.75x2 + 0.80x3 + 0.75x4 + 0.80x5 + 0.97x6 250 ≤ 0.02x1 + 0.06x2 + 0.08x3 + 0.12x4 + 0.02x5 + 0.01x6 + 0.97x7 ≤ 300$
The initial point, which is infeasible, is
 $x0=0.0,0.0,0.0,0.0,0.0,0.0,0.0T.$
The optimal solution (to five figures) is
 $x*=0.0,349.40,648.85,172.85,407.52,271.36,150.02T.$
One bound constraint and four linear constraints are active at the solution. Note that the Hessian matrix $H$ is positive semidefinite.

10.1Program Text

Program Text (e04nrfe.f90)

10.2Program Data

Program Options (e04nrfe.opt)

Program Data (e04nrfe.d)

10.3Program Results

Program Results (e04nrfe.r)