E05 Chapter Contents (PDF version)
E05 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

E05 – Global Optimization of a Function


E05 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
E05JAF 22 nagf_glopt_bnd_mcs_init
Initialization routine for E05JBF
E05JBF
Example Text
Example Data
Example Plot
22 nagf_glopt_bnd_mcs_solve
Global optimization by multi-level coordinate search, simple bounds, using function values only
E05JCF
Example Text
Example Options
Example Data
Example Plot
22 nagf_glopt_bnd_mcs_optset_file
Supply optional parameter values for E05JBF from external file
E05JDF 22 nagf_glopt_bnd_mcs_optset_string
Set a single optional parameter for E05JBF from a character string
E05JEF 22 nagf_glopt_bnd_mcs_optset_char
Set a single optional parameter for E05JBF from an ‘ON’/‘OFF’-valued character argument
E05JFF 22 nagf_glopt_bnd_mcs_optset_int
Set a single optional parameter for E05JBF from an integer argument
E05JGF 22 nagf_glopt_bnd_mcs_optset_real
Set a single optional parameter for E05JBF from a real argument
E05JHF 22 nagf_glopt_bnd_mcs_option_check
Determine whether an optional parameter for E05JBF has been set by you or not
E05JJF 22 nagf_glopt_bnd_mcs_optget_char
Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of E05JBF
E05JKF 22 nagf_glopt_bnd_mcs_optget_int
Get the setting of an integer valued optional parameter of E05JBF
E05JLF 22 nagf_glopt_bnd_mcs_optget_real
Get the setting of a real valued optional parameter of E05JBF
E05SAF
Example Text
Example Text
23 nagf_glopt_bnd_pso
Global optimization using particle swarm algorithm (PSO), bound constraints only
E05SBF
Example Text
23 nagf_glopt_nlp_pso
Global optimization using particle swarm algorithm (PSO), comprehensive
E05UCF
Example Text
Example Data
24 nagf_glopt_nlp_multistart_sqp
Global optimization using multi-start, nonlinear constraints
E05USF
Example Text
Example Data
24 nagf_glopt_nlp_multistart_sqp_lsq
Global optimization of a sum of squares problem using multi-start, nonlinear constraints
E05ZKF 23 nagf_glopt_optset
Option setting routine for E05SAF, E05SBF, E05UCF and E05USF
E05ZLF 23 nagf_glopt_optget
Option getting routine for E05SAF, E05SBF, E05UCF and E05USF

E05 Chapter Contents (PDF version)
E05 Chapter Introduction
NAG Library Manual

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