NAG CL Interface
e04rec (handle_​set_​linobj)

1 Purpose

e04rec is a part of the NAG optimization modelling suite and defines the linear objective function of the problem.

2 Specification

#include <nag.h>
void  e04rec (void *handle, Integer nvar, const double cvec[], NagError *fail)
The function may be called by the names: e04rec or nag_opt_handle_set_linobj.

3 Description

After the initialization function e04rac has been called, e04rec may be used to define the objective function of the problem as a linear function cTx using a dense vector c unless the objective function has already been defined by another function in the suite. This will typically be used for linear programming (LP)
minimize xn cTx   (a) subject to   lBBxuB,   (b) lxxux ,   (c) (1)
second-order cone programming (SOCP)
minimize xn cTx   (a) subject to lBBxuB,   (b) lxxux ,   (c) xGiKmi,i=1,,r,   (d) (2)
linear semidefinite programming problems (SDP)
minimize xn cTx   (a) subject to   i=1 n xi Aik - A0k 0 ,  k=1,,mA ,   (b) lBBxuB ,   (c) lxxux ,   (d) (3)
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 c is sparse. See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References

None.

5 Arguments

1: handle void * Input
On entry: the handle to the problem. It needs to be initialized by e04rac and must not be changed before the call to e04rec.
2: nvar Integer Input
On entry: n, the number of decision variables x in the problem. It must be unchanged from the value set during the initialization of the handle by e04rac.
3: cvec[nvar] const double Input
On entry: the dense vector c of the objective function.
4: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_ALREADY_DEFINED
The objective function has already been defined.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_HANDLE
The supplied handle does not define a valid handle to the data structure for the NAG optimization modelling suite. It has not been initialized by e04rac or it has been corrupted.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_PHASE
The problem cannot be modified in this phase any more, the solver has already been called.
NE_REF_MATCH
On entry, nvar=value, expected value=value.
Constraint: nvar must match the value given during initialization of handle.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e04rec is not threaded in any implementation.

9 Further Comments

None.

10 Example

See Section 10 in e04rac for links to all the examples in the suite.