After the initialization function e04rac
has been called, 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 programming (LP)
second-order cone programming (SOCP)
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 e04rfc
if the vector
is sparse. See Section 4.1
in the E04
Chapter Introduction for more details about the NAG optimization modelling suite.
See Section 10
for links to all the examples in the suite.