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Chapter Contents
Chapter Introduction
NAG Toolbox

NAG Toolbox: nag_opt_init (e04wb)


    1  Purpose
    2  Syntax
    7  Accuracy
    9  Example


nag_opt_init (e04wb) is used to initialize functions nag_opt_uncon_conjgrd_comp (e04dg), nag_opt_lp_solve (e04mf), nag_opt_lsq_lincon_solve (e04nc), nag_opt_qp_dense_solve (e04nf), nag_opt_qpconvex1_sparse_solve (e04nk), nag_opt_nlp1_solve (e04uc), nag_opt_nlp1_rcomm (e04uf), nag_opt_nlp1_sparse_solve (e04ug) and nag_opt_lsq_gencon_deriv (e04us).


[cwsav, lwsav, iwsav, rwsav, ifail] = e04wb(routine)
[cwsav, lwsav, iwsav, rwsav, ifail] = nag_opt_init(routine)


nag_opt_init (e04wb) initializes some or all of the arrays cwsav, lwsav, iwsav and rwsav for the function specified by routine, and any associated option setting functions.




Compulsory Input Parameters

1:     routine – string
The name of the function to be initialized.
Constraint: routine must be a valid function name.

Optional Input Parameters


Output Parameters

1:     cwsavlcwsav – cell array of strings
2:     lwsavllwsav – logical array
3:     iwsavliwsav int64int32nag_int array
4:     rwsavlrwsav – double array
5:     ifail int64int32nag_int scalar
ifail=0 unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:
The function name supplied in routine is invalid
One or more of the workspace array lengths lcwsav, llwsav, liwsav or lrwsav is too small.
An unexpected error has been triggered by this routine. Please contact NAG.
Your licence key may have expired or may not have been installed correctly.
Dynamic memory allocation failed.


Not applicable.

Further Comments

The time taken by nag_opt_init (e04wb) is negligible.


The use of nag_opt_init (e04wb) is illustrated by the example programs of the functions listed in Purpose.
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));
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);
    objgrd = zeros(2,1);
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

PDF version (NAG web site, 64-bit version, 64-bit version)
Chapter Contents
Chapter Introduction
NAG Toolbox

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