NAG Library Routine Document

e04rgf (handle_set_nlnobj)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:     $\mathbf{handle}$ – Type (c_ptr)Input

On entry: the handle to the problem. It needs to be initialized by e04raf and must not be changed.

2:     $\mathbf{nnzfd}$ – IntegerInput

On entry: the number of nonzero elements in the sparse gradient vector of the objective function.

Constraint: $\mathbf{nnzfd}\ge 0$.

3:     $\mathbf{idxfd}\left(\mathbf{nnzfd}\right)$ – Integer arrayInput

On entry: the one-based indices of the nonzero elements of the sparse gradient vector. The indices must be stored in ascending order. Note that $n$, the number of decision variables in the problem, was set in nvar during the initialization of the handle by e04raf.

If $\mathbf{nnzfd}=0$, the objective is assumed to be zero and the array idxfd will not be referenced.

Constraints:

• $1\le \mathbf{idxfd}\left(\mathit{i}\right)\le n$, for $\mathit{i}=1,2,\dots ,\mathbf{nnzfd}$;
• $\mathbf{idxfd}\left(\mathit{i}\right)<\mathbf{idxfd}\left(\mathit{i}+1\right)$, for $\mathit{i}=1,2,\dots ,\mathbf{nnzfd}-1$.

4:     $\mathbf{ifail}$ – IntegerInput/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{ or }1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, the recommended value is $-1$. When the value $-\mathbf{1}\text{ or }1$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6

Error Indicators and Warnings

$\mathbf{ifail}=1$

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 e04raf or it has been corrupted.

$\mathbf{ifail}=2$

The Hessians of nonlinear functions have already been defined, a nonlinear objective cannot be added.

The problem cannot be modified in this phase any more, the solver has already been called.

$\mathbf{ifail}=3$

The objective function has already been defined.

$\mathbf{ifail}=6$

On entry, $\mathbf{nnzfd}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nnzfd}\ge 0$.

$\mathbf{ifail}=7$

On entry, $i=〈\mathit{\text{value}}〉$, $\mathbf{idxfd}\left(i\right)=〈\mathit{\text{value}}〉$ and $\mathbf{idxfd}\left(i+1\right)=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{idxfd}\left(\mathit{i}\right)<\mathbf{idxfd}\left(i+1\right)$ (ascending order).

On entry, $i=〈\mathit{\text{value}}〉$, $\mathbf{idxfd}\left(i\right)=〈\mathit{\text{value}}〉$ and $n=〈\mathit{\text{value}}〉$.
Constraint: $1\le \mathbf{idxfd}\left(i\right)\le n$.

$\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.9 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.8 in How to Use the NAG Library and its Documentation for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

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Example