Note:a1w denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype.
Also available is the t1w (first order tangent linear) mode, the interface of which is implied by replacing a1w by t1w throughout this document.
Additionally, the p0w (passive interface, as alternative to the FL interface) mode is available and can be inferred by replacing of active types by the corresponding passive types.
The method of codifying AD implementations in the routine name and corresponding argument types is described in the NAG AD Library Introduction.
The routine may be called by the names e04nc_a1w_f or nagf_opt_lsq_lincon_solve_a1w. The corresponding t1w and p0w variants of this routine are also available.
is the adjoint version of the primal routine
e04ncf solves linearly constrained linear least squares problems and convex quadratic programming problems. It is not intended for large sparse problems.
For further information see Section 3 in the documentation for e04ncf.
Gill P E, Hammarling S, Murray W, Saunders M A and Wright M H (1986) Users' guide for LSSOL (Version 1.0) Report SOL 86-1 Department of Operations Research, Stanford University
Gill P E, Murray W, Saunders M A and Wright M H (1984) Procedures for optimization problems with a mixture of bounds and general linear constraints ACM Trans. Math. Software10 282–298
Gill P E, Murray W and Wright M H (1981) Practical Optimization Academic Press
Stoer J (1971) On the numerical solution of constrained least squares problems SIAM J. Numer. Anal.8 382–411
In addition to the arguments present in the interface of the primal routine,
e04nc_a1w_f includes some arguments specific to AD.
A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine.
A tooltip popup for all arguments can be found by hovering over the argument name in Section 2 and in this section.