e04nc: FL CL CPP AD

NAG AD Library
e04nc_a1w_f (lsq_lincon_solve_a1w)

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.

Keyword Search:

NAG Library Manual, Mark 27.1

Interfaces: FL CL CPP AD

NAG AD Library Introduction

E04 (Opt) Chapter Contents

E04 (Opt) Chapter Introduction (FL)

e04nc: FL CL CPP AD

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

▸▿ 10 Example

10.1 Adjoint mode (a1w)

10.2 Tangent mode (t1w)

10.3 Passive mode (p0w)

1 Purpose

e04nc_a1w_f is the adjoint version of the primal routine e04ncf.

2 Specification

Fortran Interface

Subroutine e04nc_a1w_f (

ad_handle, m, n, nclin, ldc, lda, c, bl, bu, cvec, istate, kx, x, a, b, iter, obj, clamda, iwork, liwork, work, lwork, lwsav, iwsav, rwsav, ifail)

Integer, Intent (In)	::	m, n, nclin, ldc, lda, liwork, lwork
Integer, Intent (Inout)	::	istate(n+nclin), kx(n), iwsav(610), ifail
Integer, Intent (Out)	::	iter, iwork(liwork)
Type (nagad_a1w_w_rtype), Intent (In)	::	c(ldc,), bl(n+nclin), bu(n+nclin), cvec()
Type (nagad_a1w_w_rtype), Intent (Inout)	::	x(n), a(lda,), b(), rwsav(475)
Type (nagad_a1w_w_rtype), Intent (Out)	::	obj, clamda(n+nclin), work(lwork)
Logical, Intent (Inout)	::	lwsav(120)
Type (c_ptr), Intent (Inout)	::	ad_handle

C++ Header Interface

#include <nagad.h>

void e04nc_a1w_f_ (

void *&ad_handle, const Integer &m, const Integer &n, const Integer &nclin, const Integer &ldc, const Integer &lda, const nagad_a1w_w_rtype c[], const nagad_a1w_w_rtype bl[], const nagad_a1w_w_rtype bu[], const nagad_a1w_w_rtype cvec[], Integer istate[], Integer kx[], nagad_a1w_w_rtype x[], nagad_a1w_w_rtype a[], nagad_a1w_w_rtype b[], Integer &iter, nagad_a1w_w_rtype &obj, nagad_a1w_w_rtype clamda[], Integer iwork[], const Integer &liwork, nagad_a1w_w_rtype work[], const Integer &lwork, logical lwsav[], Integer iwsav[], nagad_a1w_w_rtype rwsav[], Integer &ifail)

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.

3 Description

e04nc_a1w_f is the adjoint version of the primal routine e04ncf.

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.

4 References

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. Software 10 282–298

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

5 Arguments

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.

1: ad_handle – Type (c_ptr) Input/Output: On entry: a handle to the AD configuration data object, as created by x10aa_a1w_f.
2: m – Integer Input
3: n – Integer Input
4: nclin – Integer Input
5: ldc – Integer Input
6: lda – Integer Input
7: c(ldc, $*$ ) – Type (nagad_a1w_w_rtype) array Input
8: bl( $n + nclin$ ) – Type (nagad_a1w_w_rtype) array Input
9: bu( $n + nclin$ ) – Type (nagad_a1w_w_rtype) array Input
10: cvec( $*$ ) – Type (nagad_a1w_w_rtype) array Input
11: istate( $n + nclin$ ) – Integer array Input/Output
12: kx(n) – Integer array Input/Output
13: x(n) – Type (nagad_a1w_w_rtype) array Input/Output
14: a(lda, $*$ ) – Type (nagad_a1w_w_rtype) array Input/Output
15: b( $*$ ) – Type (nagad_a1w_w_rtype) array Input/Output
16: iter – Integer Output
17: obj – Type (nagad_a1w_w_rtype) Output
18: clamda( $n + nclin$ ) – Type (nagad_a1w_w_rtype) array Output
19: iwork(liwork) – Integer array Workspace
20: liwork – Integer Input
21: work(lwork) – Type (nagad_a1w_w_rtype) array Workspace
22: lwork – Integer Input
23: lwsav( $120$ ) – logical array Communication Array: The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine or routine.
24: iwsav( $610$ ) – Integer array Communication Array: The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine or routine.
25: rwsav( $475$ ) – Type (nagad_a1w_w_rtype) array Communication Array: The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the routines routine, routine or routine.
26: ifail – Integer Input/Output

6 Error Indicators and Warnings

e04nc_a1w_f preserves all error codes from e04ncf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Section 4.8.2 in the NAG AD Library Introduction for further information.

$ifail = - 899$: Dynamic memory allocation failed for AD.
See Section 4.8.1 in the NAG AD Library Introduction for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e04nc_a1w_f is not threaded in any implementation.

9 Further Comments

None.

10 Example

The following examples are variants of the example for e04ncf, modified to demonstrate calling the NAG AD Library.

10.1 Adjoint mode (a1w)

Language	Source File	Data	Results
Fortran	e04nc_a1w_fe.f90	e04nc_a1w_fe.d	e04nc_a1w_fe.r
C++	e04nc_a1w_hcppe.cpp	e04nc_a1w_hcppe.d	e04nc_a1w_hcppe.r

10.2 Tangent mode (t1w)

Language	Source File	Data	Results
Fortran	e04nc_t1w_fe.f90	e04nc_t1w_fe.d	e04nc_t1w_fe.r
C++	e04nc_t1w_hcppe.cpp	e04nc_t1w_hcppe.d	e04nc_t1w_hcppe.r

10.3 Passive mode (p0w)

Language	Source File	Data	Results
Fortran	e04nc_p0w_fe.f90	e04nc_p0w_fe.d	e04nc_p0w_fe.r
C++	e04nc_p0w_hcppe.cpp	e04nc_p0w_hcppe.d	e04nc_p0w_hcppe.r