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NAG Toolbox: nag_opt_lsq_lincon_option_string (e04ne)


    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example


To supply individual optional parameters to nag_opt_lsq_lincon_solve (e04nc).


[lwsav, iwsav, rwsav, inform] = e04ne(str, lwsav, iwsav, rwsav)
[lwsav, iwsav, rwsav, inform] = nag_opt_lsq_lincon_option_string(str, lwsav, iwsav, rwsav)


nag_opt_lsq_lincon_option_string (e04ne) may be used to supply values for optional parameters to nag_opt_lsq_lincon_solve (e04nc). It is only necessary to call nag_opt_lsq_lincon_option_string (e04ne) for those arguments whose values are to be different from their default values. One call to nag_opt_lsq_lincon_option_string (e04ne) 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_lsq_lincon_option_string (e04ne), 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] = e04ne('Nolist', lwsav, iwsav, rwsav);
suppresses printing of this and subsequent options. Printing will automatically be turned on again after a call to nag_opt_lsq_lincon_solve (e04nc) and may be turned on again at any time using the keyword List.
Optional parameter settings are preserved following a call to nag_opt_lsq_lincon_solve (e04nc) 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_lsq_lincon_solve (e04nc).
A complete list of optional parameters, their abbreviations, synonyms and default values is given in Optional Parameters in nag_opt_lsq_lincon_solve (e04nc).




Compulsory Input Parameters

1:     str – string
A single valid option string (as described in Description and in Optional Parameters in nag_opt_lsq_lincon_solve (e04nc)).
2:     lwsav120 – logical array
3:     iwsav610 int64int32nag_int array
4:     rwsav475 – double array
The arrays lwsav, iwsav and rwsav must not be altered between calls to any of the functions nag_opt_lsq_lincon_option_string (e04ne), nag_opt_lsq_lincon_solve (e04nc) or nag_opt_init (e04wb).

Optional Input Parameters


Output Parameters

1:     lwsav120 – logical array
2:     iwsav610 int64int32nag_int array
3:     rwsav475 – double array
4:     inform int64int32nag_int scalar
Contains zero if a valid option string has been supplied and a value>0 otherwise (see Error Indicators and Warnings).

Error Indicators and Warnings

The supplied option is invalid. Check that the keywords are neither ambiguous nor misspelt.


Not applicable.

Further Comments



function e04ne_example

fprintf('e04ne example results\n\n');

% Problem specification
n     = 9;
m     = 9;
nclin = 3;
c     = [1,  1, 1,  1,  1, 1, 1, 1, 4;
         1,  2, 3,  4, -2, 1, 1, 1, 1;
         1, -1, 1, -1,  1, 1, 1, 1, 1];
bl(1:n+nclin)   = -2;
bu(1:n)         =  2;
bu(n+1:n+nclin) = [1.5;  1.5;  4];
cvec(1:n)       = [-4; -1; -1; -1; -1; -1; -1; -0.1; -0.3];
istate          = zeros(n+nclin, 1, 'int64');
kx              = zeros(n, 1, 'int64');
x               = zeros(n,1);
a               = zeros(m,n);
a(1:5,1:5)      = [2   1   1   1   1;
                   1,  2,  1,  1,  1;
                   1,  1,  2,  1,  1;
                   1,  1,  1,  2,  1;
                   1,  1,  1,  1,  2];

b = [0];

% Initialize and set options
[cwsav,lwsav,iwsav,rwsav,ifail] = e04wb('e04nc');
[lwsav, iwsav, rwsav, inform] = e04ne(...
                                      'NoList', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04ne(...
                          'Problem Type = QP2', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04ne(...
                        'Iteration Limit = 30', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04ne(...
                             'Print Level = 0', lwsav, iwsav, rwsav);
[lwsav, iwsav, rwsav, inform] = e04ne(...
                  'Infinite Bound Size = 1d25', lwsav, iwsav, rwsav);

[istate, kx, x, a, b, iter, obj, clamda, lwsav, iwsav, rwsav, ifail] = ...
          c, bl, bu, cvec, istate, kx, x, a, b, lwsav, iwsav, rwsav);

fprintf('Minimum value     :  %9.4f\n\n',obj);
fprintf('Found after %3d iterations at x:\n',iter);
fprintf('    %9.4f %9.4f %9.4f\n',x);

e04ne example results

Minimum value     :    -8.0678

Found after  12 iterations at x:
       2.0000   -0.2333   -0.2667
      -0.3000   -0.1000    2.0000
       2.0000   -1.7778   -0.4556

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