Known Issues for the NAG Library for .NET
This document reflects all reported and resolved issues that affect various releases of the NAG Library for .NET up to Mark 2.
Some of these issues may have been fixed at intermediate "point" releases of the Library, while other fixes are scheduled for incorporation at future releases. For library Marks where those fixes are not yet incorporated, a workaround for the known issue is provided wherever possible.
To find the Mark and point release number of your library, call NAG method a00aa( ).
Synopsis  Internal buffer overflow in e04fc. 
Description  When the grade of the optimization problem drops to zero, an internal buffer overflow occurs. This destroys some of the internal state of the optimizer, typically causing it to stop prematurely.
Scope of the problem:
If the grade of the optimization problem is nonzero on exit from e04fc, then the bug is not triggered and that particular optimization is unaffected. If the grade is zero on exit, then the optimization is affected in all supported marks. (Note: the grade can be observed by setting ${\mathbf{iprint}}=\mathrm{1}$ and using E04FDZ).
How the problem manifests:
Optimization terminates prematurely, usually with ${\mathbf{ifail}}={\mathbf{3}}$. Note: an exit with ${\mathbf{ifail}}={\mathbf{3}}$ does not on its own indicate that an optimization is affected by the bug.
Severity:
Since the solver is typically close to convergence when the grade drops to zero, the returned solution is usually pretty good. The bug fix is unlikely to improve the results of e04fc significantly.

Severity  Noncritical 
Issue Since Mark  1 
Fixed at Mark  2 
Workaround  There is no practical workaround. 
Synopsis  In very rare cases, the algorithm used by e04lb may become trapped in an infinite loop. 
Description  The method might lock itself in an infinite loop when a variable lying on the boundary is cyclically added and removed to/from free variables. This can happen only at points with indefinite Hessian and very small projected gradients when one variable is lying on the boundary and another one is very close to it. 
Severity  Critical 
Issue Since Mark  1 
Workaround  Unfortunately there is no convenient workaround. 
Synopsis  Actual array size required is underestimated. 
Description  Sometimes the suggested array size returned in parameter ${\mathbf{miniz}}$ is underestimated. 
Severity  Critical 
Issue Since Mark  1 
Fixed at Mark  2 
Workaround  Increase the size of array ${\mathbf{iz}}$ and the value of ${\mathbf{leniz}}$ accordingly. 
Synopsis  Insufficient space in ${\mathbf{work}}$ array might lead to a crash. 
Description  Insufficient space in ${\mathbf{work}}$ array might lead to a crash, this is particularly likely if ${\mathbf{lwork}}<{\mathbf{n}}+{\mathbf{ncnln}}+\mathrm{2}$. 
Severity  Noncritical 
Issue Since Mark  1 
Workaround  Provide sufficient size as recommended in the documentation. 
Synopsis  Information about the last constraint might not be printed. 
Description  If the problem has a nonlinear objective function without a linear part and ${\mathbf{objrow}}<{\mathbf{nf}}$, the last constraint is not printed in the final information about the solution (Rows section). 
Severity  Noncritical 
Issue Since Mark  1 
Workaround  None. 
Synopsis  Incorrect results are returned when performing a Mallows type regression. 
Description  Incorrect results are returned when performing a Mallows type regression, averaging over residuals. 
Severity  Noncritical 
Issue Since Mark  1 
Workaround  None. 
Synopsis  g13fa may return a negative value as the estimate of the last $\beta $ parameter (i.e., ${\beta}_{p}$) for a subset of models. 
Description  g13fa can result in a negative value for the estimate of the last $\beta $ parameter (i.e., ${\beta}_{p}$) or, if $p=\mathrm{0}$, the last $\alpha $ parameter (i.e., ${\alpha}_{q}$).
This issue only affects a subset of models that have normally distributed errors and do not include an asymmetry term.
If the method did not return a negative value as the estimate of the last $\beta $ parameter (or, if $p=\mathrm{0}$, the last $\alpha $ parameter), then that particular model was not affected by the issue.

Severity  Critical 
Issue Since Mark  1 
Workaround  None 
Synopsis  Misleading error associated with an undocumented error exit can be produced. 
Description  A puzzling error message may be produced with an undocumented error exit ${\mathbf{ifail}}={\mathbf{11}}$ if workspace sizes are not sufficiently large to accommodate an internal partition of the workspace that meets the requirements of the problem. 
Severity  Noncritical 
Issue Since Mark  1 
Fixed at Mark  2 
Workaround  Increase the size of workspace arrays ${\mathbf{iwork}}$ and ${\mathbf{rwork}}$ and their dimensions ${\mathbf{liwork}}$ and ${\mathbf{lrwork}}$. 