NAG Library Function Document
nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply optional arguments to nag_opt_sparse_convex_qp_solve (e04nqc)
from an external file. The initialization function nag_opt_sparse_convex_qp_init (e04npc)
have been called before calling nag_opt_sparse_convex_qp_option_set_file (e04nrc).
||nag_opt_sparse_convex_qp_option_set_file (Nag_FileID fileid,
nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply values for optional arguments to
. nag_opt_sparse_convex_qp_option_set_file (e04nrc) reads an external file
has been returned by a call to nag_open_file (x04acc)
. nag_open_file (x04acc)
must be called to provide fileid
line of the file defines a single optional argument. It is only necessary to supply values for those arguments whose values are to be different from their default values.
Each optional argument is defined by a single character string,
consisting of one or more items. The items associated with a given option must be separated by spaces, or equals signs
. Alphabetic characters may be upper or lower case. The string
Print Level = 1
is an example of a string used to set an optional argument. For each option the string contains one or more of the following items:
||a mandatory keyword;
||a phrase that qualifies the keyword;
||a number that specifies an Integer or double value. Such numbers may be up to contiguous characters
which can be read using C's d or g formats, terminated by a space if this is not the last item on the line.
Blank strings and comments are ignored. A comment begins with an asterisk (*) and all subsequent characters in the string are regarded as part of the comment.
The file containing the options must start with Begin
and must finish with End
. An example of a valid options file is:
Begin * Example options file
Print level = 5
Optional argument settings are preserved following a call to nag_opt_sparse_convex_qp_solve (e04nqc)
and so the keyword
is provided to allow you to reset all the optional arguments to their default values before a subsequent call to nag_opt_sparse_convex_qp_solve (e04nqc)
A complete list of optional arguments, their abbreviations, synonyms and default values is given in Section 12
in nag_opt_sparse_convex_qp_solve (e04nqc).
fileid – Nag_FileIDInput
: the ID of the option file to be read as returned by a call to nag_open_file (x04acc)
state – Nag_E04State *Communication Structure
contains internal information required for functions in this suite. It must not be modified in any way.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
Initialization function nag_opt_sparse_convex_qp_init (e04npc)
has not been called.
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
At least one line of the options file is invalid.
Could not read options file on unit .
8 Parallelism and Performance
This example minimizes the quadratic function
subject to the bounds
and to the linear constraints
The initial point, which is infeasible, is
The optimal solution (to five figures) is
One bound constraint and four linear constraints are active at the solution. Note that the Hessian matrix is positive semidefinite.
10.1 Program Text
Program Text (e04nrce.c)
10.2 Program Data
Program Data (e04nrce.d)
Program Options (e04nrce.opt)
10.3 Program Results
Program Results (e04nrce.r)