e04mh:: Minimizing or Maximizing a Function (NAG Toolbox)

nag_opt_lp_option_string (e04mh) may be used to supply values for optional parameters to nag_opt_lp_solve (e04mf). It is only necessary to call nag_opt_lp_option_string (e04mh) for those arguments whose values are to be different from their default values. One call to nag_opt_lp_option_string (e04mh) sets one argument value.

Each optional parameter is defined by a single character string, of up to

72

characters, 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 parameter. 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 $16$ contiguous characters in Fortran's I, F, E or D formats, terminated by a space if this is not the last item on the line.

For nag_opt_lp_option_string (e04mh), each user-specified option is normally printed as it is defined, on the current advisory message unit (see nag_file_set_unit_advisory (x04ab)), but this printing may be suppressed using the keyword Nolist. Thus the statement

[lwsav, iwsav, rwsav, inform] = e04mh('Nolist', lwsav, iwsav, rwsav);

suppresses printing of this and subsequent options. Printing will automatically be turned on again after a call to nag_opt_lp_solve (e04mf) and may be turned on again at any time using the keyword List.

References

Parameters

Compulsory Input Parameters

Optional Input Parameters

Output Parameters

Error Indicators and Warnings

Accuracy

Further Comments

Example

function e04mh_example


fprintf('e04mh example results\n\n');

a = [1,    1,    1,    1,    1,    1,    1;
     0.15, 0.04, 0.02, 0.04, 0.02, 0.01, 0.03;
     0.03, 0.05, 0.08, 0.02, 0.06, 0.01, 0;
     0.02, 0.04, 0.01, 0.02, 0.02, 0,    0;
     0.02, 0.03, 0,    0,    0.01, 0,    0;
     0.7,  0.75, 0.8,  0.75, 0.8,  0.97, 0;
     0.02, 0.06, 0.08, 0.12, 0.02, 0.01, 0.97];
bl = [-0.01;-0.1;   -0.01;  -0.04;  -0.1;   -0.01;  -0.01;
      -0.13;-1e25;  -1e25;  -1e25;  -1e25;  -0.0992;-0.003];
bu = [ 0.01; 0.15;   0.03;   0.02;   0.05;   1e25;   1e25;
      -0.13;-0.0049;-0.0064;-0.0037;-0.0012; 1e25;   0.002];
cvec = [-0.02; -0.2;-0.2;   -0.2;   -0.2;    0.04;   0.04];
istate = zeros(14, 1, 'int64');

x  = [-0.01; -0.03;  0;     -0.01;  -0.1;    0.02;   0.01];

% Initialize and set options
[cwsav,lwsav,iwsav,rwsav,ifail] = e04wb('e04mf');
[lwsav, iwsav, rwsav, inform] = e04mh(...
                                      'Nolist', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04mh(...
                             'Print Level = 0', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04mh(...
                        'Check Frequency = 10', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = ...
         e04mh('Infinite Bound Size = 1.0d+25', lwsav, iwsav, rwsav);

[istate, x, iter, obj, ax, clamda, lwsav, iwsav, rwsav, ifail] = ...
    e04mf(...
          a, bl, bu, cvec, istate, x, lwsav, iwsav, rwsav);
fprintf('Minimum value     :  %9.4f\n\n',obj);
fprintf('Found after %3d iterations at x:\n   ',iter);
fprintf(' %9.4f',x);
fprintf('\nLinear contrained values Ax:\n   ');
fprintf(' %9.4f',ax);
fprintf('\n');

e04mh example results

Minimum value     :     0.0236

Found after   7 iterations at x:
      -0.0100   -0.1000    0.0300    0.0200   -0.0675   -0.0023   -0.0002
Linear contrained values Ax:
      -0.1300   -0.0055   -0.0066   -0.0048   -0.0039   -0.0992   -0.0030

NAG Toolbox: nag_opt_lp_option_string (e04mh)

▸▿ Contents

Purpose

Syntax

Description