NAG Toolbox: nag_opt_init (e04wb)

Purpose

Syntax

Description

References

Parameters

Compulsory Input Parameters

1:     $\mathrm{routine}$ – string

The name of the function to be initialized.

Constraint: $\mathbf{routine}$ must be a valid function name.

Optional Input Parameters

None.

Output Parameters

1:     $\mathrm{cwsav}\left(\mathit{lcwsav}\right)$ – cell array of strings

2:     $\mathrm{lwsav}\left(\mathit{llwsav}\right)$ – logical array

3:     $\mathrm{iwsav}\left(\mathit{liwsav}\right)$ – int64int32nag_int array

4:     $\mathrm{rwsav}\left(\mathit{lrwsav}\right)$ – double array

5:     $\mathrm{ifail}$ – int64int32nag_int scalar

$\mathbf{ifail}=\mathbf{0}$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

   $\mathbf{ifail}=1$

The function name supplied in routine is invalid

   $\mathbf{ifail}=2$

One or more of the workspace array lengths lcwsav, llwsav, liwsav or lrwsav is too small.

   $\mathbf{ifail}=-99$

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

   $\mathbf{ifail}=-399$

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

   $\mathbf{ifail}=-999$

Dynamic memory allocation failed.

Accuracy

Further Comments

Example

Open in the MATLAB editor: e04wb_example

function e04wb_example


fprintf('e04wb example results\n\n');

x = [-1   1];
% Initialize
[cwsav,lwsav,iwsav,rwsav,ifail] = e04wb('e04dg');

% Optimize
[iter, objf, objgrd, x, user, lwsav, iwsav, rwsav, ifail] = ...
e04dg( ...
       @objfun, x, lwsav, iwsav, rwsav);

fprintf('Variable          Value     Gradient value\n');
for i=1:2
 fprintf('Varbl %3d    %12.8f    %9.1e\n', i, x(i), objgrd(i));
end
fprintf('\nFinal objective value = %15.7e\n',objf);



function [mode, objf, objgrd, user] = objfun(mode, n, x, nstate, user)

  expx1 = exp(x(1));
  objf = expx1*(4*x(1)^2+2*x(2)^2+4*x(1)*x(2)+2*x(2)+1);
  if (mode == 2)
    objgrd(1) = 4*expx1*(2*x(1)+x(2)) + objf;
    objgrd(2) = 2*expx1*(2*x(2)+2*x(1)+1);
  else
    objgrd = zeros(2,1);
  end

e04wb example results

Variable          Value     Gradient value
Varbl   1      0.50000001      9.1e-07
Varbl   2     -0.99999989      8.3e-07

Final objective value =   5.3083002e-14