e04nh:: Minimizing or Maximizing a Function (NAG Toolbox)

Description

nag_opt_qp_dense_option_string (e04nh) may be used to supply values for optional parameters to nag_opt_qp_dense_solve (e04nf). It is only necessary to call nag_opt_qp_dense_option_string (e04nh) for those arguments whose values are to be different from their default values. One call to nag_opt_qp_dense_option_string (e04nh) 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.

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.

For nag_opt_qp_dense_option_string (e04nh), 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] = e04nh('Nolist', lwsav, iwsav, rwsav);

suppresses printing of this and subsequent options. Printing will automatically be turned on again after a call to nag_opt_qp_dense_solve (e04nf) and may be turned on again at any time using the keyword List.

Optional parameter settings are preserved following a call to nag_opt_qp_dense_solve (e04nf) and so the keyword Defaults is provided to allow you to reset all the optional parameters to their default values before a subsequent call to nag_opt_qp_dense_solve (e04nf).

A complete list of optional parameters, their abbreviations, synonyms and default values is given in Optional Parameters in nag_opt_qp_dense_solve (e04nf).

References

Parameters

Compulsory Input Parameters

Optional Input Parameters

Output Parameters

Error Indicators and Warnings

Accuracy

Further Comments

Example

function e04nh_example


fprintf('e04nh example results\n\n');

% Problem specification
n     = 7;
m     = 7;
nclin = 7;
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,   0.00,    0;
          0.02,  0.03,    0.00,    0.00,    0.01,   0.00,    0;
          0.70,  0.75,    0.80,    0.75,    0.80,   0.97,    0;
          0.02,  0.06,    0.08,    0.12,    0.02,   0.01,    0.97];
bl    = [-0.01; -0.10;   -0.01;   -0.04;   -0.10;  -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];
x     = [-0.01; -0.03;    0;      -0.01;   -0.1;    0.02;    0.01];

h     = zeros(m,n);
h(1,  1)   = 2;
h(2,  2)   = 2;
h(3:4,3:4) = 2;
h(5,  5)   = 2;
h(6:7,6:7) = -2;

% Initialize and set options
istate     = zeros(14, 1, 'int64');
[cwsav,lwsav,iwsav,rwsav,ifail] = e04wb('e04nf');
[lwsav, iwsav, rwsav, inform] = e04nh(...
                                      'NoList', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04nh(...
                                      'Print Level = 0', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04nh(...
                                 'Check Frequency = 10', lwsav, iwsav, rwsav);

% Solve
[istate, x, iter, obj, ax, clamda, user, lwsav, iwsav, rwsav, ifail] = ...
    e04nf(...
          a, bl, bu, cvec, h, @qphess, 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');



function [hx, user, iwsav] = qphess(n, jthcol, h, ldh, x, user, iwsav)

  if (iwsav(365) == 3 || iwsav(365) == 4)
    % Problem type QP1 and QP2
    hx = h*x;
  elseif(iwsav(365) == 5 || iwsav(365) == 6)
    hx = transpose(h)*h*x;
  else
    hx = zeros(n,1);
  end

e04nh example results Minimum value : 0.0370 Found after 7 iterations at x: -0.0100 -0.0699 0.0183 -0.0243 -0.0620 0.0138 0.0041 Linear contrained values Ax: -0.1300 -0.0059 -0.0064 -0.0045 -0.0029 -0.0992 -0.0030

NAG Toolbox: nag_opt_qp_dense_option_string (e04nh)

▸▿ Contents

Purpose

Syntax