NAG Library News, Mark 28.3 (March 2022)

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1Introduction

This Mark begins a new numbering scheme for the NAG Library. The point release number, $3$ in this case, now denotes the month of release (March). Further releases in the same year will have a point release matching the number of the month of release (e.g., a release in May of this year would be number $28.5$).
At Mark 28.3, the NAG Library consists of four main interface sets: the NAG FL Interface, the NAG CL Interface, NAG CPP Interface and the NAG AD Library Interfaces. The NAG FL Interface now consists of 1945 user-callable routines while the NAG CL Interface now consists of 1659. All of these routines are fully documented and 4 are new since Mark 27.3. See Section 4 for the full list of new routines.
The following summarises additional content and changes to the NAG Library.
Chapter E04 (Minimizing or Maximizing a Function) has two additions to the NAG optimization modelling suite.
A modern active-set sequential quadratic programming (SQP) solver for sparse nonlinear programming (NLP). Among the main updates are improvements to the internal QP solver and reworked elastic mode to increase reliability. Overall, the new solver offers a performance increase over 15% when compared to e04ugf/​e04uga and e04vhf and several problems which were unsolvable are now successfully addressed. In addition, the integration to the NAG optimization modelling suite offers clarity and consistency of the interface of the solvers within the suite, making it trivial to switch among compatible solvers and benefit from the intuitive input.
A new general nonlinear data-fitting solver. Various loss functions from ordinary least squares to robust regression are supported. Regularizations from LASSO and ridge regression can be easily added to the selected loss function. This solver handles bound constraints, linear constraints, quadratic constraints, and general nonlinear constraints. It is an ideal starting point for nonlinear regression and calibration.
Chapter E05 (Global Optimization of a Function) has a new interface to the Multi-level Coordinate Search (MCS) algorithm to integrate it to the NAG optimization modelling suite. This new routine gives access to all of the suite facilities and uses the same interface as all the compatible solvers, simplifying experimentation significantly. The e05kbf interface is intended as a replacement for e05jbf.
Chapter G05 has a new routine to do weighted sampling with replacement, with a choice of resampling method and can return multiple samples.

1.1News at Mark 27.3

The News document for the previous release, Mark 27.3, is available on the NAG website.

2Experimental Routines

Some routines in the Library may be classified as experimental. These routines will be flagged by a note at the top of the documentation.
A routine classified as experimental has the following properties:
1. (a)The routine interface may have to change at a later release to accommodate additional features or improve its usability. The routine will have been designed in such a way as to minimize the number of such changes.
2. (b)It has gone through the same stringent testing and review processes as a normal Library routine.
A routine classified as experimental may, at some point, be reclassified as no longer being experimental, at which point the interface will become fixed as per a normal Library routine. It is not expected that an experimental routine would be removed from the Library without a replacement routine being added.

3Changes to NAG Documentation

At Mark 28.3 we no longer distribute separate installers for the NAG Library Manual with each implementation. Please refer to the NAG Library documentation page on the NAG website, which has links to the manual for all recent releases of NAG Library.

4New Routines at Mark 28.3

The lists in this section refer and link to the NAG FL Interface. In these lists there is a one-to-one correspondence between the NAG FL Interface and the NAG CL Interface; and, there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG CL Interface routine document.
The new NAG AD Library routine documents currently available are listed in the AD Library Contents and there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG AD Library routine document, and vice versa.
Since Mark 27.1, all NAG AD Library numerical routines have variants for computing adjoints, tangent linear derivatives or the purely primal computation using consistent interfaces.
Since Mark 27.1, C++ interfaces for a subset of NAG Library are also provided in the NAG CPP Interface. The currently available interfaces are listed in the CPP Interface Contents.

4.1FL Interface

Routine Purpose
e04gnf General nonlinear data-fitting with constraints, differentiable and non-differentiable loss functions with regularization, using first derivatives
e04srf Active-set sequential quadratic programming (SQP) method for sparse nonlinear programming (NLP) problems
e05kbf Bound-constrained global optimization by multi-level coordinate search, using function values only
g05nff Pseudorandom resampling, unequal weights

5Internal Changes Affecting the User and Other Known Issues

The following routines have been significantly updated or enhanced at Mark 28.3 and details are available in each routine document.
Routine Summary of the changes
e04stc The name of the monitoring argument has been changed to monit, and there have been changes to the optional parameters.
e04stf The name of the monitoring argument has been changed to monit, and there have been changes to the optional parameters.
For details of all known issues which have been reported for the NAG Library please refer to the Known Issues lists for the Library FL Interface and CL Interface.

6Withdrawn or Deprecated Routines

Since Mark 27.3, the following routines have been withdrawn or scheduled for withdrawal from the NAG Library, or have been deprecated. For withdrawn routines, warning of their withdrawal has been included in the NAG Library Manual since Mark 26, together with advice on which routines to use instead.
Please note that unless a Mark of Withdrawal is shown below, the routine will continue to form part of the Library but you are advised to stop using the deprecated routines and to use the recommended replacement routines instead.
Please see the chapter introduction documents and the ‘FL Interface Replacement Calls Advice’ (or the CL version ‘CL Interface Replacement Calls Advice’) for more detailed guidance, including advice on how to change a call to the deprecated routine into a call to its recommended replacement, or use the links provided in the following table.
Routine Status Replacement Routine(s)
c06fpf To be withdrawn at Mark 30.2 c06ppf or c06pqf
c06fqf To be withdrawn at Mark 30.2 c06ppf or c06pqf
c06gqc To be withdrawn at Mark 30.2 No replacement required
c06gsc To be withdrawn at Mark 30.2 No replacement required
c06gzc To be withdrawn at Mark 30.2 No replacement required
d01ajf To be withdrawn at Mark 31.3 d01rjf
d01akf To be withdrawn at Mark 31.3 d01rkf
d01alf To be withdrawn at Mark 31.3 d01rlf
d01amf To be withdrawn at Mark 31.3 d01rmf
d01atf To be withdrawn at Mark 31.3 d01rjf
d01auf To be withdrawn at Mark 31.3 d01rkf
d01bcf To be withdrawn at Mark 31.3 d01tcf
d01rbf Withdrawn at Mark 28.3 No replacement required
d01sjc To be withdrawn at Mark 31.3 d01rjc
d01skc To be withdrawn at Mark 31.3 d01rkc
d01slc To be withdrawn at Mark 31.3 d01rlc
d01smc To be withdrawn at Mark 31.3 d01rmc
d01tac Withdrawn at Mark 28.3 d01uac
e04gbf Deprecated at Mark 28.3 e04ggf
e04gyf Deprecated at Mark 28.3 e04ggf
e04ugf Deprecated at Mark 28.3 e04srf
e04uhf Deprecated at Mark 28.3 e04srf
e04ujf Deprecated at Mark 28.3 e04srf
e04vgf Deprecated at Mark 28.3 e04srf
e04vhf Deprecated at Mark 28.3 e04srf
e04vjf Deprecated at Mark 28.3 e04srf
e04vkf Deprecated at Mark 28.3 e04srf
e04vlf Deprecated at Mark 28.3 e04srf
e04vmf Deprecated at Mark 28.3 e04srf
e04vnf Deprecated at Mark 28.3 e04srf
e04vrf Deprecated at Mark 28.3 e04srf
e04vsf Deprecated at Mark 28.3 e04srf
e04yac Deprecated at Mark 28.3 No replacement routine required
e05jaf Deprecated at Mark 28.3 No replacement routine required
e05jbf Deprecated at Mark 28.3 e05kbf
e05jcf Deprecated at Mark 28.3 No replacement routine required
e05jdf Deprecated at Mark 28.3 No replacement routine required
e05jef Deprecated at Mark 28.3 No replacement routine required
e05jff Deprecated at Mark 28.3 No replacement routine required
e05jgf Deprecated at Mark 28.3 No replacement routine required
e05jhf Deprecated at Mark 28.3 No replacement routine required
e05jjf Deprecated at Mark 28.3 No replacement routine required
e05jkf Deprecated at Mark 28.3 No replacement routine required
e05jlf Deprecated at Mark 28.3 No replacement routine required
f04abf Withdrawn at Mark 28.3 f07fbf
f04aef Withdrawn at Mark 28.3 f07abf
f04asf Withdrawn at Mark 28.3 f07fbf
f04atf Withdrawn at Mark 28.3 f07abf
g01arf To be withdrawn at Mark 31.3 No replacement required
g01asf To be withdrawn at Mark 31.3 No replacement required
x06agf To be withdrawn at Mark 31.3 x06ajf
x06ahf To be withdrawn at Mark 31.3 x06akf