NAG Library Function Document

nag_opt_handle_set_get_real (e04rxc)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_opt_handle_set_get_real (e04rxc) is a part of the NAG optimization modelling suite. It allows you to read or write a piece of information to the problem stored in the handle. For example, it may be used to extract the current approximation of the solution during a monitoring step.

2
Specification

#include <nag.h>
#include <nage04.h>
void  nag_opt_handle_set_get_real (void *handle, const char *cmdstr, Integer ioflag, Integer *lrarr, double rarr[], NagError *fail)

3
Description

nag_opt_handle_set_get_real (e04rxc) adds an additional means of communication to functions within the NAG optimization modelling suite. It allows you to either read or write a piece of information in the handle in the form of a real array. The item is identified by cmdstr and the direction of the communication is set by ioflag.
The following cmdstr are available:
Primal Variables or X
The current value of the primal variables.
Dual Variables or U
The current value of the dual variables (Lagrangian multipliers).
The functionality is limited in this release of the NAG C Library to the retrieval of the approximate solution within the monitoring step of nag_opt_handle_solve_lp_ipm (e04mtc) or its final solution.

4
References

None.

5
Arguments

1:     handle void *Input
On entry: the handle to the problem. It needs to be initialized by nag_opt_handle_init (e04rac) and must not be changed between calls to the NAG optimization modelling suite.
2:     cmdstr const char *Input
On entry: a string which identifies the item within the handle to be read or written. The string is case insensitive and space tolerant.
Constraint: cmdstr=Primal Variables,Dual Variables,X​ or ​U.
3:     ioflag IntegerInput
On entry: indicates the direction of the communication.
ioflag0
nag_opt_handle_set_get_real (e04rxc) will extract the requested information from the handle to rarr.
ioflag=0
The writing mode will apply and the content of rarr will be copied to the handle.
4:     lrarr Integer *Input/Output
On entry: the dimension of the array rarr.
On exit: the correct expected dimension of rarr if lrarr does not match the item identified by cmdstr (in this case nag_opt_handle_set_get_real (e04rxc) returns fail.code= NE_DIM_MATCH).
5:     rarr[lrarr] doubleInput/Output
On entry: if ioflag=0 (write mode), rarr must contain the information to be written to the handle; otherwise it does not need to be set.
On exit: if ioflag0 (read mode), rarr contains the information requested by cmdstr; otherwise rarr is unchanged.
6:     fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_DIM_MATCH
On entry, lrarr=value, expected value=value.
Constraint: lrarr must match the size of the data identified in cmdstr.
NE_HANDLE
The supplied handle does not define a valid handle to the data structure for the NAG optimization modelling suite. It has not been initialized by nag_opt_handle_init (e04rac) or it has been corrupted.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_PHASE
The request cannot be processed at this phase.
The requested information is not available.
NE_READ_ERROR
Reading mode is not supported for the given cmdstr.
NE_STATE
The request cannot be processed by the current solver.
NE_STR_UNKNOWN
The provided cmdstr is not recognised.
NE_WRITE_ERROR
Writing mode is not supported for the given cmdstr.

7
Accuracy

Not applicable.

8
Parallelism and Performance

nag_opt_handle_set_get_real (e04rxc) is not threaded in any implementation.

9
Further Comments

None.

10
Example

This example demonstrates how to use nag_opt_handle_set_get_real (e04rxc) to extract the current approximation of the solution when the monitoring function monit is called during the solve by nag_opt_handle_solve_lp_ipm (e04mtc).
We solve the following linear programming problem:
-0.02x1 -0.2x2 -0.2x3 -0.2x4 -0.2x5 +0.04x6 +0.04x7  
subject to the bounds
-0.01x1 0.01 -0.10x2 0.15 -0.01x3 0.03 -0.04x4 0.02 -0.10x5 0.05 -0.01x6 0.00 -0.01x7 0.00  
and the general constraints
x1 + x2 + x3 + x4 + x5 + x6 + x7 = -0.13 0.15x1 + 0.04x2 + 0.02x3 + 0.04x4 + 0.02x5 + 0.01x6 + 0.03x7 -0.0049 0.03x1 + 0.05x2 + 0.08x3 + 0.02x4 + 0.06x5 + 0.01x6 -0.0064 00.02x1 + 0.04x2 + 0.01x3 + 0.02x4 + 0.02x5 -0.0037 0.02x1 + 0.03x2 + 0.01x5 -0.0012 -0.0992 0.70x1 + 0.75x2 + 0.80x3 + 0.75x4 + 0.80x5 + 0.97x6 -0.003 0.02x1 + 0.06x2 + 0.08x3 + 0.12x4 + 0.02x5 + 0.01x6 + 0.97x7 -0.002  
During the monitoring step of nag_opt_handle_solve_lp_ipm (e04mtc), if the three convergence measures are below an acceptable threshold, the approximate solution is extracted with nag_opt_handle_set_get_real (e04rxc) and printed on the standard output.

10.1
Program Text

Program Text (e04rxce.c)

10.2
Program Data

Program Data (e04rxce.d)

10.3
Program Results

Program Results (e04rxce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017