nag_opt_handle_set_linobj (e04rec) is a part of the NAG optimization modelling suite and defines the linear objective function of the problem.
After the initialization function nag_opt_handle_init (e04rac)
has been called, nag_opt_handle_set_linobj (e04rec) may be used to define the objective function of the problem as a linear function
unless the objective function has already been defined by nag_opt_handle_set_linobj (e04rec), nag_opt_handle_set_quadobj (e04rfc)
or by nag_opt_handle_set_nlnobj (e04rgc)
. This will typically be used for linear semidefinite programming problems (SDP)
or SDP with bilinear matrix inequalities (BMI-SDP) where the objective function has only linear terms. See nag_opt_handle_init (e04rac)
for more details.
nag_opt_handle_set_linobj (e04rec) is not threaded in any implementation.
See Section 10
in nag_opt_handle_init (e04rac) for links to all examples in the suite.