After the handle
has been initialized (e.g., e04rac
has been called),
may be used to define the objective function of the problem as a linear function
using a dense vector
. If the objective function has already been defined, it will be overwritten. If
any existing objective function is removed, no new one is added and the problem will be solved as a feasible point problem.
It is recommended to use e04rfc
if the vector
is sparse. e04tec
may be used to set individual elements
of the linear objective.
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. See Section 4.1
in the E04
Chapter Introduction for more details about the NAG optimization modelling suite.
Internal changes have been made to this function as follows:
- At Mark 27.1: Previously, it was not possible to modify the objective function once it was set or to edit the model once a solver had been called. These limitations have been removed and the associated error codes were removed.
For details of all known issues which have been reported for the NAG Library please refer to the Known Issues
for links to all the examples in the suite.