E04 Chapter Contents (PDF version)
E04 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

E04 – Minimizing or Maximizing a Function


E04 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
E04ABA
Example Text
20 nagf_opt_one_var_func
Minimum, function of one variable, using function values only
E04ABF
Example Text
6 nagf_opt_one_var_func_old
Minimum, function of one variable, using function values only
E04BBA
Example Text
20 nagf_opt_one_var_deriv
Minimum, function of one variable, using first derivative
E04BBF
Example Text
6 nagf_opt_one_var_deriv_old
Minimum, function of one variable, using first derivative
E04CBF
Example Text
Example Plot
22 nagf_opt_uncon_simplex
Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
E04DGA
Example Text
Example Data
20 nagf_opt_uncon_conjgrd_comp
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
E04DGF
Example Text
Example Data
12 nagf_opt_uncon_conjgrd_comp_old
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
E04DJA
Example Text
Example Data
Example Data
20 nagf_opt_uncon_conjgrd_option_file
Supply optional parameter values for E04DGF/E04DGA from external file
E04DJF
Example Text
Example Options
Example Data
12 nagf_opt_uncon_conjgrd_option_file_old
Supply optional parameter values for E04DGF/E04DGA from external file
E04DKA 20 nagf_opt_uncon_conjgrd_option_string
Supply optional parameter values to E04DGF/E04DGA from a character string
E04DKF 12 nagf_opt_uncon_conjgrd_option_string_old
Supply optional parameter values to E04DGF/E04DGA from a character string
E04FCF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_func_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive)
E04FYF
Example Text
Example Data
18 nagf_opt_lsq_uncon_mod_func_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (easy-to-use)
E04GBF
Example Text
Example Data
7 nagf_opt_lsq_uncon_quasi_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
E04GDF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (comprehensive)
E04GYF
Example Text
Example Data
18 nagf_opt_lsq_uncon_quasi_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
E04GZF
Example Text
Example Data
18 nagf_opt_lsq_uncon_mod_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (easy-to-use)
E04HCF
Example Text
6 nagf_opt_check_deriv
Check user's routine for calculating first derivatives of function
E04HDF
Example Text
6 nagf_opt_check_deriv2
Check user's routine for calculating second derivatives of function
E04HEF
Example Text
Example Data
7 nagf_opt_lsq_uncon_mod_deriv2_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF
Example Text
Example Data
18 nagf_opt_lsq_uncon_mod_deriv2_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04JCF
Example Text
23 nagf_opt_bounds_bobyqa_func
Bound constrained minimum, model-based algorithm, using function values only
E04JYF
Example Text
18 nagf_opt_bounds_quasi_func_easy
Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use)
E04KDF
Example Text
6 nagf_opt_bounds_mod_deriv_comp
Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive)
E04KYF
Example Text
18 nagf_opt_bounds_quasi_deriv_easy
Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use)
E04KZF
Example Text
18 nagf_opt_bounds_mod_deriv_easy
Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use)
E04LBF
Example Text
6 nagf_opt_bounds_mod_deriv2_comp
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive)
E04LYF
Example Text
18 nagf_opt_bounds_mod_deriv2_easy
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use)
E04MFA
Example Text
Example Data
20 nagf_opt_lp_solve
Linear programming (LP), dense, active-set method
E04MFF
Example Text
Example Data
16 nagf_opt_lp_solve_old
Linear programming (LP), dense, active-set method
E04MGA
Example Text
Example Data
Example Data
20 nagf_opt_lp_option_file
Supply optional parameter values for E04MFF/E04MFA from external file
E04MGF
Example Text
Example Options
Example Data
16 nagf_opt_lp_option_file_old
Supply optional parameter values for E04MFF/E04MFA from external file
E04MHA 20 nagf_opt_lp_option_string
Supply optional parameter values to E04MFF/E04MFA from a character string
E04MHF 16 nagf_opt_lp_option_string_old
Supply optional parameter values to E04MFF/E04MFA from a character string
E04MWF
Example Text
Example Data
26 nagf_opt_miqp_mps_write
Write MPS data file defining LP, QP, MILP or MIQP problem
E04MXF
Example Text
Example Options
24 nagf_opt_miqp_mps_read
Read MPS data file defining LP, QP, MILP or MIQP problem
E04MZF
Example Text
Example Options
18 nagf_opt_qpconvex1_sparse_mps
Read MPS data file defining LP or QP problem, deprecated
E04NCA
Example Text
Example Data
20 nagf_opt_lsq_lincon_solve
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
E04NCF
Example Text
Example Data
12 nagf_opt_lsq_lincon_solve_old
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
E04NDA
Example Text
Example Data
Example Data
20 nagf_opt_lsq_lincon_option_file
Supply optional parameter values for E04NCF/E04NCA from external file
E04NDF
Example Text
Example Options
Example Data
12 nagf_opt_lsq_lincon_option_file_old
Supply optional parameter values for E04NCF/E04NCA from external file
E04NEA 20 nagf_opt_lsq_lincon_option_string
Supply optional parameter values to E04NCF/E04NCA from a character string
E04NEF 12 nagf_opt_lsq_lincon_option_string_old
Supply optional parameter values to E04NCF/E04NCA from a character string
E04NFA
Example Text
Example Data
20 nagf_opt_qp_dense_solve
General (possibly non-convex) quadratic programming (QP) , dense, active-set method
E04NFF
Example Text
Example Data
16 nagf_opt_qp_dense_solve_old
General (possibly non-convex) quadratic programming (QP) , dense, active-set method
E04NGA
Example Text
Example Data
Example Data
20 nagf_opt_qp_dense_option_file
Supply optional parameter values for E04NFF/E04NFA from external file
E04NGF
Example Text
Example Options
Example Data
16 nagf_opt_qp_dense_option_file_old
Supply optional parameter values for E04NFF/E04NFA from external file
E04NHA 20 nagf_opt_qp_dense_option_string
Supply optional parameter values to E04NFF/E04NFA from a character string
E04NHF 16 nagf_opt_qp_dense_option_string_old
Supply optional parameter values to E04NFF/E04NFA from a character string
E04NKA
Example Text
Example Data
20 nagf_opt_qpconvex1_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
E04NKF
Example Text
Example Data
18 nagf_opt_qpconvex1_sparse_solve_old
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
E04NLA
Example Text
Example Data
Example Data
20 nagf_opt_qpconvex1_sparse_option_file
Supply optional parameter values for E04NKF/E04NKA from external file
E04NLF
Example Text
Example Options
Example Data
18 nagf_opt_qpconvex1_sparse_option_file_old
Supply optional parameter values for E04NKF/E04NKA from external file
E04NMA 20 nagf_opt_qpconvex1_sparse_option_string
Supply optional parameter values to E04NKF/E04NKA from a character string
E04NMF 18 nagf_opt_qpconvex1_sparse_option_string_old
Supply optional parameter values to E04NKF/E04NKA from a character string
E04NPF 21 nagf_opt_qpconvex2_sparse_init
Initialization routine for E04NQF
E04NQF
Example Text
Example Data
21 nagf_opt_qpconvex2_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
E04NRF
Example Text
Example Options
Example Data
21 nagf_opt_qpconvex2_sparse_option_file
Supply optional parameter values for E04NQF from external file
E04NSF 21 nagf_opt_qpconvex2_sparse_option_string
Set a single option for E04NQF from a character string
E04NTF 21 nagf_opt_qpconvex2_sparse_option_integer_set
Set a single option for E04NQF from an integer argument
E04NUF 21 nagf_opt_qpconvex2_sparse_option_double_set
Set a single option for E04NQF from a real argument
E04NXF 21 nagf_opt_qpconvex2_sparse_option_integer_get
Get the setting of an integer valued option of E04NQF
E04NYF 21 nagf_opt_qpconvex2_sparse_option_double_get
Get the setting of a real valued option of E04NQF
E04PCF
Example Text
Example Data
24 nagf_bnd_lin_lsq
Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
E04RAF 26 nagf_opt_handle_init
Initialization of a handle for the NAG optimization modelling suite for problems, such as, quadratic programming (QP), nonlinear programming (NLP), linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP)
E04RDF
Example Text
Example Options
26 nagf_opt_sdp_read_sdpa
A reader of sparse SDPA data files for linear SDP problems
E04REF 26 nagf_opt_handle_set_linobj
Define a linear objective function to a problem initialized by E04RAF
E04RFF
Example Text
Example Data
26 nagf_opt_handle_set_quadobj
Define a linear or a quadratic objective function to a problem initialized by E04RAF
E04RGF 26 nagf_opt_handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by E04RAF
E04RHF
Example Text
Example Data
26 nagf_opt_handle_set_simplebounds
Define bounds of variables of a problem initialized by E04RAF
E04RJF
Example Text
Example Options
26 nagf_opt_handle_set_linconstr
Define a block of linear constraints to a problem initialized by E04RAF
E04RKF 26 nagf_opt_handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by E04RAF
E04RLF 26 nagf_opt_handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by E04RAF
E04RNF
Example Text
Example Data
26 nagf_opt_handle_set_linmatineq
Add one or more linear matrix inequality constraints to a problem initialized by E04RAF
E04RPF
Example Text
Example Data
26 nagf_opt_handle_set_quadmatineq
Define bilinear matrix terms to a problem initialized by E04RAF
E04RYF
Example Text
26 nagf_opt_handle_print
Print information about a problem handle initialized by E04RAF
E04RZF 26 nagf_opt_handle_free
Destroy the problem handle initialized by E04RAF and deallocate all the memory used
E04STF
Example Text
26 nagf_opt_handle_solve_ipopt
Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by E04RAF and defined by other routines from the suite
E04SVF
Example Text
Example Data
26 nagf_opt_handle_solve_pennon
Run the Pennon solver on a compatible problem initialized by E04RAF and defined by other routines from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI)
E04UCA
Example Text
Example Data
20 nagf_opt_nlp1_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
E04UCF
Example Text
Example Data
12 nagf_opt_nlp1_solve_old
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
E04UDA
Example Text
Example Data
Example Data
20 nagf_opt_nlp1_option_file
Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UDF
Example Text
Example Options
Example Data
12 nagf_opt_nlp1_option_file_old
Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UEA 20 nagf_opt_nlp1_option_string
Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA from a character string
E04UEF 12 nagf_opt_nlp1_option_string_old
Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA from a character string
E04UFA
Example Text
Example Data
20 nagf_opt_nlp1_rcomm
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UFF
Example Text
Example Data
18 nagf_opt_nlp1_rcomm_old
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UGA
Example Text
Example Data
20 nagf_opt_nlp1_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
E04UGF
Example Text
Example Data
19 nagf_opt_nlp1_sparse_solve_old
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
E04UHA
Example Text
Example Data
Example Data
20 nagf_opt_withdraw_nlp1_sparse_option_file
Supply optional parameter values for E04UGF/E04UGA from external file
E04UHF
Example Text
Example Options
Example Data
19 nagf_opt_nlp1_sparse_option_file_old
Supply optional parameter values for E04UGF/E04UGA from external file
E04UJA 20 nagf_opt_nlp1_withdraw_sparse_option_string
Supply optional parameter values to E04UGF/E04UGA from a character string
E04UJF 19 nagf_opt_nlp1_sparse_option_string_old
Supply optional parameter values to E04UGF/E04UGA from a character string
E04UQA
Example Text
Example Data
Example Data
20 nagf_opt_lsq_gencon_deriv_option_file
Supply optional parameter values for E04USF/E04USA from external file
E04UQF
Example Text
Example Options
Example Data
14 nagf_opt_lsq_gencon_deriv_option_file_old
Supply optional parameter values for E04USF/E04USA from external file
E04URA 20 nagf_opt_lsq_gencon_deriv_option_string
Supply optional parameter values to E04USF/E04USA from a character string
E04URF 14 nagf_opt_lsq_gencon_deriv_option_string_old
Supply optional parameter values to E04USF/E04USA from a character string
E04USA
Example Text
Example Data
20 nagf_opt_lsq_gencon_deriv
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
E04USF
Example Text
Example Data
14 nagf_opt_lsq_gencon_deriv_old
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
E04VGF 21 nagf_opt_nlp2_sparse_init
Initialization routine for E04VHF
E04VHF
Example Text
Example Data
21 nagf_opt_nlp2_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
E04VJF
Example Text
Example Data
21 nagf_opt_nlp2_sparse_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for E04VHF
E04VKF
Example Text
Example Options
Example Data
21 nagf_opt_nlp2_sparse_option_file
Supply optional parameter values for E04VHF from external file
E04VLF 21 nagf_opt_nlp2_sparse_option_string
Set a single option for E04VHF from a character string
E04VMF 21 nagf_opt_nlp2_sparse_option_integer_set
Set a single option for E04VHF from an integer argument
E04VNF 21 nagf_opt_nlp2_sparse_option_double_set
Set a single option for E04VHF from a real argument
E04VRF 21 nagf_opt_nlp2_sparse_option_integer_get
Get the setting of an integer valued option of E04VHF
E04VSF 21 nagf_opt_nlp2_sparse_option_double_get
Get the setting of a real valued option of E04VHF
E04WBF 20 nagf_opt_init
Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04NKA, E04UCA, E04UFA, E04UGA and E04USA
E04WCF 21 nagf_opt_nlp2_init
Initialization routine for E04WDF
E04WDF
Example Text
Example Data
21 nagf_opt_nlp2_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
E04WEF
Example Text
Example Options
Example Data
21 nagf_opt_nlp2_option_file
Supply optional parameter values for E04WDF from external file
E04WFF 21 nagf_opt_nlp2_option_string
Set a single option for E04WDF from a character string
E04WGF 21 nagf_opt_nlp2_option_integer_set
Set a single option for E04WDF from an integer argument
E04WHF 21 nagf_opt_nlp2_option_double_set
Set a single option for E04WDF from a real argument
E04WKF 21 nagf_opt_nlp2_option_integer_get
Get the setting of an integer valued option of E04WDF
E04WLF 21 nagf_opt_nlp2_option_double_get
Get the setting of a real valued option of E04WDF
E04XAA
Example Text
20 nagf_opt_estimate_deriv
Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04XAF
Example Text
12 nagf_opt_estimate_deriv_old
Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04YAF
Example Text
Example Data
7 nagf_opt_lsq_check_deriv
Check user's routine for calculating Jacobian of first derivatives
E04YBF
Example Text
Example Data
7 nagf_opt_lsq_check_hessian
Check user's routine for calculating Hessian of a sum of squares
E04YCF
Example Text
Example Data
11 nagf_opt_lsq_uncon_covariance
Covariance matrix for nonlinear least squares problem (unconstrained)
E04ZMF 26 nagf_opt_handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
E04ZNF 26 nagf_opt_handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite
E04ZPF 26 nagf_opt_handle_opt_set_file
Option setting routine for the solvers from the NAG optimization modelling suite from external file

E04 Chapter Contents (PDF version)
E04 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016