e04 Chapter Contents (PDF version)
e04 Chapter Introduction
NAG Library Manual

# NAG Library Chapter Contentse04 – Minimizing or Maximizing a Function

e04 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

 FunctionName Mark ofIntroduction Purpose e04abc Example Text 5 nag_opt_one_var_no_deriv Minimizes a function of one variable, using function values only e04bbc Example Text 5 nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives e04cbc Example TextExample Plot 9 nag_opt_simplex_easy Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only e04dgc Example Text Example Options 2 nag_opt_conj_grad Unconstrained minimization using conjugate gradients e04fcc Example Text Example Options 2 nag_opt_lsq_no_deriv Unconstrained nonlinear least squares (no derivatives required) e04gbc Example Text Example Options 2 nag_opt_lsq_deriv Unconstrained nonlinear least squares (first derivatives required) e04hcc Example Text 2 nag_opt_check_deriv Derivative checker e04hdc Example Text 5 nag_opt_check_2nd_deriv Checks second derivatives of a user-defined function e04jcc Example Text 23 nag_opt_bounds_qa_no_deriv Bound constrained minimum, model-based algorithm, using function values only e04kbc Example Text Example Options 2 nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) e04lbc Example Text Example Options 5 nag_opt_bounds_2nd_deriv Solves bound constrained problems (first and second derivatives required) e04mfc Example Text Example Options 2 nag_opt_lp Linear programming e04mwc Example Text Example Data 26 nag_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem e04mxc Example Text Example Options 24 nag_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem e04myc 5 nag_opt_sparse_mps_free Free memory allocated by nag_opt_sparse_mps_read (e04mzc) e04mzc Example Text Example Data 5 nag_opt_sparse_mps_read Read MPSX data for sparse LP or QP problem from a file e04ncc Example Text Example Data 5 nag_opt_lin_lsq Solves linear least squares and convex quadratic programming problems (non-sparse) e04nfc Example Text Example Options 2 nag_opt_qp Quadratic programming e04nkc Example Text Example Data 5 nag_opt_sparse_convex_qp Solves sparse linear programming or convex quadratic programming problems e04npc 8 nag_opt_sparse_convex_qp_init Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc) e04nqc Example Text Example Data 8 nag_opt_sparse_convex_qp_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended e04nrc Example Text 8 nag_opt_sparse_convex_qp_option_set_file Supply optional parameter values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file e04nsc 8 nag_opt_sparse_convex_qp_option_set_string Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string e04ntc 8 nag_opt_sparse_convex_qp_option_set_integer Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an integer argument e04nuc 8 nag_opt_sparse_convex_qp_option_set_double Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a real argument e04nxc 8 nag_opt_sparse_convex_qp_option_get_integer Get the setting of an integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc) e04nyc 8 nag_opt_sparse_convex_qp_option_get_double Get the setting of a real valued option of nag_opt_sparse_convex_qp_solve (e04nqc) e04pcc Example Text Example Data 24 nag_opt_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 e04rac 26 nag_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) e04rdc Example Text Example Options 26 nag_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems e04rec 26 nag_opt_handle_set_linobj Define a linear objective function to a problem initialized by nag_opt_handle_init (e04rac) e04rfc Example Text Example Data 26 nag_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by nag_opt_handle_init (e04rac) e04rgc 26 nag_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by nag_opt_handle_init (e04rac) e04rhc Example Text Example Data 26 nag_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by nag_opt_handle_init (e04rac) e04rjc Example Text Example Options 26 nag_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by nag_opt_handle_init (e04rac) e04rkc 26 nag_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by nag_opt_handle_init (e04rac) e04rlc 26 nag_opt_handle_set_nlnhess Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by nag_opt_handle_init (e04rac) e04rnc Example Text Example Data 26 nag_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by nag_opt_handle_init (e04rac) e04rpc Example Text Example Data 26 nag_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by nag_opt_handle_init (e04rac) e04ryc Example Text 26 nag_opt_handle_print Print information about a problem handle initialized by nag_opt_handle_init (e04rac) e04rzc 26 nag_opt_handle_free Destroy the problem handle initialized by nag_opt_handle_init (e04rac) and deallocate all the memory used e04stc Example Text 26 nag_opt_handle_solve_ipopt Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by nag_opt_handle_init (e04rac) and defined by other functions from the suite e04svc Example Text Example Data 26 nag_opt_handle_solve_pennon Run the Pennon solver on a compatible problem initialized by nag_opt_handle_init (e04rac) and defined by other functions from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI) e04ucc Example Text Example Options 4 nag_opt_nlp Minimization with nonlinear constraints using a sequential QP method e04udc Example Text 23 nag_opt_nlp_revcomm_option_set_file Supply optional parameter values for nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from external file e04uec 23 nag_opt_nlp_revcomm_option_set_string Supply optional parameter values to nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from a character string e04ufc Example Text Example Data 23 nag_opt_nlp_revcomm Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive) e04ugc Example Text Example Options 6 nag_opt_nlp_sparse NLP problem (sparse) e04unc Example Text Example Data 5 nag_opt_nlin_lsq Solves nonlinear least squares problems using the sequential QP method e04vgc 8 nag_opt_sparse_nlp_init Initialization function for nag_opt_sparse_nlp_solve (e04vhc) e04vhc Example Text Example Data 8 nag_opt_sparse_nlp_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended e04vjc Example Text Example Data 8 nag_opt_sparse_nlp_jacobian Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc) e04vkc Example Text 8 nag_opt_sparse_nlp_option_set_file Supply optional parameter values for nag_opt_sparse_nlp_solve (e04vhc) from external file e04vlc 8 nag_opt_sparse_nlp_option_set_string Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string e04vmc 8 nag_opt_sparse_nlp_option_set_integer Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an integer argument e04vnc 8 nag_opt_sparse_nlp_option_set_double Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a real argument e04vrc 8 nag_opt_sparse_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_sparse_nlp_solve (e04vhc) e04vsc 8 nag_opt_sparse_nlp_option_get_double Get the setting of a real valued option of nag_opt_sparse_nlp_solve (e04vhc) e04wbc 23 nag_opt_nlp_revcomm_init Initialization function for nag_opt_nlp_revcomm (e04ufc) e04wcc 8 nag_opt_nlp_init Initialization function for nag_opt_nlp_solve (e04wdc) e04wdc Example Text Example Data 8 nag_opt_nlp_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives e04wec Example Text 8 nag_opt_nlp_option_set_file Supply optional parameter values for nag_opt_nlp_solve (e04wdc) from external file e04wfc 8 nag_opt_nlp_option_set_string Set a single option for nag_opt_nlp_solve (e04wdc) from a character string e04wgc 8 nag_opt_nlp_option_set_integer Set a single option for nag_opt_nlp_solve (e04wdc) from an integer argument e04whc 8 nag_opt_nlp_option_set_double Set a single option for nag_opt_nlp_solve (e04wdc) from a real argument e04wkc 8 nag_opt_nlp_option_get_integer Get the setting of an integer valued option of nag_opt_nlp_solve (e04wdc) e04wlc 8 nag_opt_nlp_option_get_double Get the setting of a real valued option of nag_opt_nlp_solve (e04wdc) e04xac Example Text 5 nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix e04xxc 2 nag_opt_init Initialization function for option setting e04xyc 2 nag_opt_read Read options from a text file e04xzc 2 nag_opt_free Memory freeing function for use with option setting e04yac Example Text Example Data 2 nag_opt_lsq_check_deriv Least squares derivative checker for use with nag_opt_lsq_deriv (e04gbc) e04ycc Example Text Example Data 2 nag_opt_lsq_covariance Covariance matrix for nonlinear least squares e04zmc 26 nag_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite e04znc 26 nag_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite e04zpc 26 nag_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