NAG CL Interface
e04rac (handle_​init)

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1 Purpose

e04rac initializes a data structure for the NAG optimization modelling suite for problems such as, Linear Programming (LP) , Quadratic Programming (QP) , Nonlinear Programming (NLP) , Least Squares (LSQ) problems, Second-order Cone Programming (SOCP) , linear Semidefinite Programming (SDP) and Semidefinite Programming with Bilinear Matrix Inequalities (BMI-SDP).

2 Specification

#include <nag.h>
void  e04rac (void **handle, Integer nvar, NagError *fail)
The function may be called by the names: e04rac or nag_opt_handle_init.

3 Description

e04rac initializes an empty problem, adds n0 decision variables, x, and returns a handle to the data structure. Note that further variables may be added to the problem later by e04tac and it is also possible to temporarily disable and enable individual variables in the model by e04tcc and e04tbc, respectively. This handle may then be passed to some of the functions of the suite to formulate the problem (define or edit the variables, the objective function and constraints). Once the problem is fully defined, the handle may be passed to a suitable solver from the suite (e04ffc, e04fgc, e04ggc, e04jdc, e04jec, e04kfc, e04mtc, e04ptc, e04stc or e04svc). Afterwards, the problem may be further modified or passed to another solver of the suite. The handle must not be changed between calls to the functions of the suite. When the handle is no longer needed, e04rzc must be called to destroy it and deallocate all the allocated memory and data within. See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References


5 Arguments

1: handle void ** Output
Note: handle does not need to be set on input.
On exit: holds a handle to the internal data structure where an empty problem with nvar variables is defined.
2: nvar Integer Input
On entry: n, the initial number of decision variables defining the problem.
Constraint: nvar0.
3: 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

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, nvar=value.
Constraint: nvar0.
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.
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.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e04rac is not threaded in any implementation.

9 Further Comments


10 Example

See examples associated with other functions in the suite, such as: