confun must calculate the vector cx of nonlinear constraint functions and (optionally) its Jacobian (=∂c∂x) for a specified n-element vector x. If there are no nonlinear constraints (i.e., ncnln=0), confun will never be called by e04uc and confun may be the dummy method E04UDM. (E04UDM is included in the NAG Library.) If there are nonlinear constraints, the first call to confun will occur before the first call to objfun.

Syntax

C#
public delegate void E04UC_CONFUN(
	ref int mode,
	int ncnln,
	int n,
	int[] needc,
	double[] x,
	double[] c,
	double[,] cjac,
	int nstate
)
Visual Basic
Public Delegate Sub E04UC_CONFUN ( _
	ByRef mode As Integer, _
	ncnln As Integer, _
	n As Integer, _
	needc As Integer(), _
	x As Double(), _
	c As Double(), _
	cjac As Double(,), _
	nstate As Integer _
)
Visual C++
public delegate void E04UC_CONFUN(
	int% mode, 
	int ncnln, 
	int n, 
	array<int>^ needc, 
	array<double>^ x, 
	array<double>^ c, 
	array<double,2>^ cjac, 
	int nstate
)
F#
type E04UC_CONFUN = 
    delegate of 
        mode : int byref * 
        ncnln : int * 
        n : int * 
        needc : int[] * 
        x : float[] * 
        c : float[] * 
        cjac : float[,] * 
        nstate : int -> unit

Parameters

mode
Type: System..::..Int32%
On entry: indicates which values must be assigned during each call of confun. Only the following values need be assigned, for each value of i such that needc[i-1]>0:
mode=0
c[i-1].
mode=1
All available elements in the ith row of cjac.
mode=2
c[i-1] and all available elements in the ith row of cjac.
On exit: may be set to a negative value if you wish to terminate the solution to the current problem. In this case e04uc will terminate with ifail set to mode.
ncnln
Type: System..::..Int32
On entry: nN, the number of nonlinear constraints.
n
Type: System..::..Int32
On entry: n, the number of variables.
needc
Type: array<System..::..Int32>[]()[][]
On entry: the indices of the elements of c and/or cjac that must be evaluated by confun. If needc[i-1]>0, the ith element of c and/or the available elements of the ith row of cjac (see parameter mode) must be evaluated at x.
x
Type: array<System..::..Double>[]()[][]
On entry: x, the vector of variables at which the constraint functions and/or the available elements of the constraint Jacobian are to be evaluated.
c
Type: array<System..::..Double>[]()[][]
On exit: if needc[i-1]>0 and mode=0 or 2, c[i-1] must contain the value of the ith constraint at x. The remaining elements of c, corresponding to the non-positive elements of needc, are ignored.
cjac
Type: array<System..::..Double,2>[,](,)[,][,]
On entry: unless Derivative Level=2 or 3, the elements of cjac are set to special values which enable e04uc to detect whether they are changed by confun.
On exit: if needc[i-1]>0 and mode=1 or 2, the ith row of cjac must contain the available elements of the vector ∇ci given by
∇ci=∂ci∂x1,∂ci∂x2,…,∂ci∂xnT,
where ∂ci∂xj is the partial derivative of the ith constraint with respect to the jth variable, evaluated at the point x. See also the parameter nstate. The remaining rows of cjac, corresponding to non-positive elements of needc, are ignored.
If all elements of the constraint Jacobian are known (i.e., Derivative Level=2 or 3), any constant elements may be assigned to cjac one time only at the start of the optimization. An element of cjac that is not subsequently assigned in confun will retain its initial value throughout. Constant elements may be loaded into cjac either before the call to e04uc or during the first call to confun (signalled by the value nstate=1). The ability to preload constants is useful when many Jacobian elements are identically zero, in which case cjac may be initialized to zero and nonzero elements may be reset by confun.
Note that constant nonzero elements do affect the values of the constraints. Thus, if cjac[i-1,j-1] is set to a constant value, it need not be reset in subsequent calls to confun, but the value cjac[i-1,j-1]×x[j-1] must nonetheless be added to c[i-1]. For example, if cjac[0,0]=2 and cjac[0,1]=-5 then the term 2×x[0]-5×x[1] must be included in the definition of c[0].
It must be emphasized that, if Derivative Level=0 or 1, unassigned elements of cjac are not treated as constant; they are estimated by finite differences, at nontrivial expense. If you do not supply a value for the optional parameter Difference Interval, an interval for each element of x is computed automatically at the start of the optimization. The automatic procedure can usually identify constant elements of cjac, which are then computed once only by finite differences.
nstate
Type: System..::..Int32
On entry: if nstate=1 then e04uc is calling confun for the first time. This parameter setting allows you to save computation time if certain data must be read or calculated only once.

See Also