| Routine Name |
Mark of Introduction |
Purpose |
| E04ABA Example Text |
20 | nagf_opt_one_var_func Minimum, function of one variable using function values only |
| E04ABF
Example Text |
6 | nagf_opt_one_var_func_old Minimum, function of one variable using function values only |
| E04BBA Example Text |
20 | nagf_opt_one_var_deriv Minimum, function of one variable, using first derivative |
| E04BBF
Example Text |
6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative |
| E04CBF
Example Text Example Plot |
22 | nagf_opt_uncon_simplex Unconstrained minimization using simplex algorithm, function of several variables using function values only |
| E04DGA Example Text Example Data |
20 | nagf_opt_uncon_conjgrd_comp Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) |
| E04DGF
Example Text Example Data |
12 | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) |
| E04DJA Example Text Example Options Example Data |
20 | nagf_opt_uncon_conjgrd_option_file Supply optional parameter values for E04DGF/E04DGA from external file |
| E04DJF
Example Text Example Options Example Data |
12 | nagf_opt_uncon_conjgrd_option_file_old Supply optional parameter values for E04DGF/E04DGA from external file |
| E04DKA | 20 | nagf_opt_uncon_conjgrd_option_string Supply optional parameter values to E04DGF/E04DGA |
| E04DKF | 12 | nagf_opt_uncon_conjgrd_option_string_old Supply optional parameter values to E04DGF/E04DGA |
| E04FCF
Example Text Example Data |
7 | nagf_opt_lsq_uncon_mod_func_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive) |
| E04FYF
Example Text Example Data |
18 | nagf_opt_lsq_uncon_mod_func_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use) |
| E04GBF
Example Text Example Data |
7 | nagf_opt_lsq_uncon_quasi_deriv_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive) |
| E04GDF
Example Text Example Data |
7 | nagf_opt_lsq_uncon_mod_deriv_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive) |
| E04GYF
Example Text Example Data |
18 | nagf_opt_lsq_uncon_quasi_deriv_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) |
| E04GZF
Example Text Example Data |
18 | nagf_opt_lsq_uncon_mod_deriv_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use) |
| E04HCF
Example Text |
6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function |
| E04HDF
Example Text |
6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function |
| E04HEF
Example Text Example Data |
7 | nagf_opt_lsq_uncon_mod_deriv2_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) |
| E04HYF
Example Text Example Data |
18 | nagf_opt_lsq_uncon_mod_deriv2_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) |
| E04JCF
Example Text |
23 | nagf_opt_bounds_bobyqa_func Minimum by quadratic approximation, function of several variables, simple bounds, using function values only |
| E04JYF
Example Text |
18 | nagf_opt_bounds_quasi_func_easy Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use) |
| E04KDF
Example Text |
6 | nagf_opt_bounds_mod_deriv_comp Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive) |
| E04KYF
Example Text |
18 | nagf_opt_bounds_quasi_deriv_easy Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use) |
| E04KZF
Example Text |
18 | nagf_opt_bounds_mod_deriv_easy Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use) |
| E04LBF
Example Text |
6 | nagf_opt_bounds_mod_deriv2_comp Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive) |
| E04LYF
Example Text |
18 | nagf_opt_bounds_mod_deriv2_easy Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use) |
| E04MFA Example Text Example Data |
20 | nagf_opt_lp_solve LP problem (dense) |
| E04MFF
Example Text Example Data |
16 | nagf_opt_lp_solve_old LP problem (dense) |
| E04MGA Example Text Example Options Example Data |
20 | nagf_opt_lp_option_file Supply optional parameter values for E04MFF/E04MFA from external file |
| E04MGF
Example Text Example Options Example Data |
16 | nagf_opt_lp_option_file_old Supply optional parameter values for E04MFF/E04MFA from external file |
| E04MHA | 20 | nagf_opt_lp_option_string Supply optional parameter values to E04MFF/E04MFA |
| E04MHF | 16 | nagf_opt_lp_option_string_old Supply optional parameter values to E04MFF/E04MFA |
| E04MXF
Example Text Example Options |
24 | nagf_opt_miqp_mps_read Reads MPS data file defining LP, QP, MILP or MIQP problem |
| E04MZF
Example Text Example Options |
18 | nagf_opt_qpconvex1_sparse_mps Converts MPSX data file defining LP or QP problem to format required by E04NKF/E04NKA Note: this routine is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
| E04NCA Example Text Example Data |
20 | nagf_opt_lsq_lincon_solve Convex QP problem or linearly-constrained linear least squares problem (dense) |
| E04NCF
Example Text Example Data |
12 | nagf_opt_lsq_lincon_solve_old Convex QP problem or linearly-constrained linear least squares problem (dense) |
| E04NDA Example Text Example Options Example Data |
20 | nagf_opt_lsq_lincon_option_file Supply optional parameter values for E04NCF/E04NCA from external file |
| E04NDF
Example Text Example Options Example Data |
12 | nagf_opt_lsq_lincon_option_file_old Supply optional parameter values for E04NCF/E04NCA from external file |
| E04NEA | 20 | nagf_opt_lsq_lincon_option_string Supply optional parameter values to E04NCF/E04NCA |
| E04NEF | 12 | nagf_opt_lsq_lincon_option_string_old Supply optional parameter values to E04NCF/E04NCA |
| E04NFA Example Text Example Data |
20 | nagf_opt_qp_dense_solve QP problem (dense) |
| E04NFF
Example Text Example Data |
16 | nagf_opt_qp_dense_solve_old QP problem (dense) |
| E04NGA Example Text Example Options Example Data |
20 | nagf_opt_qp_dense_option_file Supply optional parameter values for E04NFF/E04NFA from external file |
| E04NGF
Example Text Example Options Example Data |
16 | nagf_opt_qp_dense_option_file_old Supply optional parameter values for E04NFF/E04NFA from external file |
| E04NHA | 20 | nagf_opt_qp_dense_option_string Supply optional parameter values to E04NFF/E04NFA |
| E04NHF | 16 | nagf_opt_qp_dense_option_string_old Supply optional parameter values to E04NFF/E04NFA |
| E04NKA Example Text Example Data |
20 | nagf_opt_qpconvex1_sparse_solve LP or QP problem (sparse) |
| E04NKF
Example Text Example Data |
18 | nagf_opt_qpconvex1_sparse_solve_old LP or QP problem (sparse) |
| E04NLA Example Text Example Options Example Data |
20 | nagf_opt_qpconvex1_sparse_option_file Supply optional parameter values for E04NKF/E04NKA from external file |
| E04NLF
Example Text Example Options Example Data |
18 | nagf_opt_qpconvex1_sparse_option_file_old Supply optional parameter values for E04NKF/E04NKA from external file |
| E04NMA | 20 | nagf_opt_qpconvex1_sparse_option_string Supply optional parameter values to E04NKF/E04NKA |
| E04NMF | 18 | nagf_opt_qpconvex1_sparse_option_string_old Supply optional parameter values to E04NKF/E04NKA |
| E04NPF | 21 | nagf_opt_qpconvex2_sparse_init Initialization routine for E04NQF |
| E04NQF
Example Text Example Data |
21 | nagf_opt_qpconvex2_sparse_solve LP or QP problem (suitable for sparse problems) |
| E04NRF
Example Text Example Data Example Options |
21 | nagf_opt_qpconvex2_sparse_option_file Supply optional parameter values for E04NQF from external file |
| E04NSF | 21 | nagf_opt_qpconvex2_sparse_option_string Set a single option for E04NQF from a character string |
| E04NTF | 21 | nagf_opt_qpconvex2_sparse_option_integer_set Set a single option for E04NQF from an integer argument |
| E04NUF | 21 | nagf_opt_qpconvex2_sparse_option_double_set Set a single option for E04NQF from a real argument |
| E04NXF | 21 | nagf_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of E04NQF |
| E04NYF | 21 | nagf_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of E04NQF |
| E04PCF
Example Text Example Data |
24 | nagf_bnd_lin_lsq Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique |
| E04UCA Example Text Example Data |
20 | nagf_opt_nlp1_solve Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) |
| E04UCF
Example Text Example Data |
12 | nagf_opt_nlp1_solve_old Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (comprehensive) |
| E04UDA Example Text Example Data Example Options |
20 | nagf_opt_nlp1_option_file Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file |
| E04UDF
Example Text Example Data Example Options |
12 | nagf_opt_nlp1_option_file_old Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file |
| E04UEA | 20 | nagf_opt_nlp1_option_string Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA |
| E04UEF | 12 | nagf_opt_nlp1_option_string_old Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA |
| E04UFA Example Text Example Data |
20 | nagf_opt_nlp1_rcomm Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) |
| E04UFF
Example Text Example Data |
18 | nagf_opt_nlp1_rcomm_old Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) |
| E04UGA Example Text Example Data |
20 | nagf_opt_nlp1_sparse_solve NLP problem (sparse) |
| E04UGF
Example Text Example Data |
19 | nagf_opt_nlp1_sparse_solve_old NLP problem (sparse) |
| E04UHA Example Text Example Options Example Data |
20 | nagf_opt_nlp1_sparse_option_file Supply optional parameter values for E04UGF/E04UGA from external file |
| E04UHF
Example Text Example Options Example Data |
19 | nagf_opt_nlp1_sparse_option_file_old Supply optional parameter values for E04UGF/E04UGA from external file |
| E04UJA | 20 | nagf_opt_nlp1_sparse_option_string Supply optional parameter values to E04UGF/E04UGA |
| E04UJF | 19 | nagf_opt_nlp1_sparse_option_string_old Supply optional parameter values to E04UGF/E04UGA |
| E04UQA Example Text Example Options Example Data |
20 | nagf_opt_lsq_gencon_deriv_option_file Supply optional parameter values for E04USF/E04USA from external file |
| E04UQF
Example Text Example Options Example Data |
14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply optional parameter values for E04USF/E04USA from external file |
| E04URA | 20 | nagf_opt_lsq_gencon_deriv_option_string Supply optional parameter values to E04USF/E04USA |
| E04URF | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply optional parameter values to E04USF/E04USA |
| E04USA Example Text Example Data |
20 | nagf_opt_lsq_gencon_deriv Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) |
| E04USF
Example Text Example Data |
14 | nagf_opt_lsq_gencon_deriv_old Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) |
| E04VGF | 21 | nagf_opt_nlp2_sparse_init Initialization routine for E04VHF |
| E04VHF
Example Text Example Data |
21 | nagf_opt_nlp2_sparse_solve General sparse nonlinear optimizer |
| E04VJF
Example Text Example Data |
21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for E04VHF |
| E04VKF
Example Text Example Data Example Options |
21 | nagf_opt_nlp2_sparse_option_file Supply optional parameter values for E04VHF from external file |
| E04VLF | 21 | nagf_opt_nlp2_sparse_option_string Set a single option for E04VHF from a character string |
| E04VMF | 21 | nagf_opt_nlp2_sparse_option_integer_set Set a single option for E04VHF from an integer argument |
| E04VNF | 21 | nagf_opt_nlp2_sparse_option_double_set Set a single option for E04VHF from a real argument |
| E04VRF | 21 | nagf_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of E04VHF |
| E04VSF | 21 | nagf_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of E04VHF |
| E04WBF | 20 | nagf_opt_init Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04UFA, E04UGA and E04USA |
| E04WCF | 21 | nagf_opt_nlp2_init Initialization routine for E04WDF |
| E04WDF
Example Text Example Data |
21 | nagf_opt_nlp2_solve Solves the nonlinear programming (NP) problem |
| E04WEF
Example Text Example Data Example Options |
21 | nagf_opt_nlp2_option_file Supply optional parameter values for E04WDF from external file |
| E04WFF | 21 | nagf_opt_nlp2_option_string Set a single option for E04WDF from a character string |
| E04WGF | 21 | nagf_opt_nlp2_option_integer_set Set a single option for E04WDF from an integer argument |
| E04WHF | 21 | nagf_opt_nlp2_option_double_set Set a single option for E04WDF from a real argument |
| E04WKF | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of E04WDF |
| E04WLF | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of E04WDF |
| E04XAA Example Text |
20 | nagf_opt_estimate_deriv Estimate (using numerical differentiation) gradient and/or Hessian of a function |
| E04XAF
Example Text |
12 | nagf_opt_estimate_deriv_old Estimate (using numerical differentiation) gradient and/or Hessian of a function |
| E04YAF
Example Text Example Data |
7 | nagf_opt_lsq_check_deriv Check user's routine for calculating Jacobian of first derivatives |
| E04YBF
Example Text Example Data |
7 | nagf_opt_lsq_check_hessian Check user's routine for calculating Hessian of a sum of squares |
| E04YCF
Example Text Example Data |
11 | nagf_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares problem (unconstrained) |