NAG CPP Interface
opt (E04)
Minimizing or Maximizing a Function

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E04 (Opt) Chapter Introduction (FL Interface) – A description of the Chapter and an overview of the algorithms available.

Function

Purpose
CommE04RACommunication structure initialised by handle_​init.
CommE04WBCommunication structure initialised by nlp1_​init.
e04fgf handle_solve_dfls_rcomm
Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04kff handle_solve_bounds_foas
First-order active-set method for box constrained nonlinear optimization with low memory requirements
e04mtf handle_solve_lp_ipm
Linear programming (LP), sparse, interior point method (IPM)
e04ptf handle_solve_socp_ipm
Solve Second-order Cone Programming (SOCP) and other convex related problems, such as, quadratically constrained quadratic programming (QCQP), quadratic programming (QP), sparse, interior point method (IPM)
e04raf handle_init
Initialization of a handle for the NAG optimization modelling suite for problems, such as, linear programming (LP), quadratic programming (QP), nonlinear programming (NLP), least squares (LSQ) problems, linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP)
e04rbf handle_set_group
Define a set of variables which form a second-order cone to a problem initialized by handle_​init
e04ref handle_set_linobj
Define a linear objective function to a problem initialized by handle_​init
e04rff handle_set_quadobj
Define a linear or a quadratic objective function to a problem initialized by handle_​init
e04rgf handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by handle_​init
e04rhf handle_set_simplebounds
Define bounds of variables of a problem initialized by handle_​init
e04rjf handle_set_linconstr
Define a block of linear constraints to a problem initialized by handle_​init
e04rkf handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by handle_​init
e04rlf handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by handle_​init
e04rmf handle_set_nlnls
Define a nonlinear least squares objective function for a problem initialized by handle_​init
e04ryf handle_print
Print information about a problem handle initialized by handle_​init
e04rzf handle_free
Destroy the problem handle initialized by handle_​init and deallocate all the memory used
e04stf handle_solve_ipopt
Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by handle_​init and defined by other functions from the suite
e04ucf nlp1_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
e04uef nlp1_option_string
Supply optional parameter values to nlp1_​solve(_old) or e04uff (no CPP interface) from a character string
e04wbf nlp1_init
Initialization function for e04dgf (no CPP interface), e04mff (no CPP interface), e04ncf (no CPP interface), e04nff (no CPP interface), e04nkf (no CPP interface), nlp1_​solve(_old), e04uff (no CPP interface), e04ugf (no CPP interface) and e04usf (no CPP interface)
e04zmf handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
e04znf handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite