e04 Chapter Contents (PDF version)
e04 Chapter Introduction
NAG Library Manual

NAG Library Chapter Contents

e04 – Minimizing or Maximizing a Function

e04 Chapter Introduction

Function
Name
Mark of
Introduction

Purpose
e04abc
Example Text
5 nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc
Example Text
5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04cbc
Example Text
Example Plot
9 nag_opt_simplex_easy
Unconstrained minimization using simplex algorithm, function of several variables using function values only
e04dgc
Example Text
Example Options
2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc
Example Text
Example Options
2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least squares (no derivatives required)
e04gbc
Example Text
Example Options
2 nag_opt_lsq_deriv
Unconstrained nonlinear least squares (first derivatives required)
e04hcc
Example Text
2 nag_opt_check_deriv
Derivative checker
e04hdc
Example Text
5 nag_opt_check_2nd_deriv
Checks second derivatives of a user-defined function
e04jbc
Example Text
Example Options
2 nag_opt_bounds_no_deriv
Bound constrained nonlinear minimization (no derivatives required)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
e04jcc
Example Text
23 nag_opt_bounds_qa_no_deriv
Minimum by quadratic approximation, function of several variables, simple bounds, using function values only
e04kbc
Example Text
Example Options
2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04lbc
Example Text
Example Options
5 nag_opt_bounds_2nd_deriv
Solves bound constrained problems (first and second derivatives required)
e04mfc
Example Text
Example Options
2 nag_opt_lp
Linear programming
e04mxc
Example Text
Example Options
24 nag_opt_miqp_mps_read
Reads MPS data file defining LP, QP, MILP or MIQP problem
e04myc 5 nag_opt_sparse_mps_free
Free memory allocated by nag_opt_sparse_mps_read (e04mzc)
e04mzc
Example Text
Example Data
5 nag_opt_sparse_mps_read
Read MPSX data for sparse LP or QP problem from a file
e04ncc
Example Text
Example Data
5 nag_opt_lin_lsq
Solves linear least squares and convex quadratic programming problems (non-sparse)
e04nfc
Example Text
Example Options
2 nag_opt_qp
Quadratic programming
e04nkc
Example Text
Example Data
5 nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
e04npc 8 nag_opt_sparse_convex_qp_init
Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc)
e04nqc
Example Text
Example Data
8 nag_opt_sparse_convex_qp_solve
LP or QP problem (suitable for sparse problems)
e04nrc
Example Text
Example Options
8 nag_opt_sparse_convex_qp_option_set_file
Supply optional argument values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file
e04nsc 8 nag_opt_sparse_convex_qp_option_set_string
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string
e04ntc 8 nag_opt_sparse_convex_qp_option_set_integer
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an integer argument
e04nuc 8 nag_opt_sparse_convex_qp_option_set_double
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a real argument
e04nxc 8 nag_opt_sparse_convex_qp_option_get_integer
Get the setting of an integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04nyc 8 nag_opt_sparse_convex_qp_option_get_double
Get the setting of a real valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04pcc
Example Text
Example Data
24 nag_opt_bnd_lin_lsq
Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
e04ucc
Example Text
Example Options
4 nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
e04udc
Example Text
Example Options
23 nag_opt_nlp_revcomm_option_set_file
Supply optional argument values for nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from external file
e04uec 23 nag_opt_nlp_revcomm_option_set_string
Supply optional argument values to nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc)
e04ufc
Example Text
Example Data
23 nag_opt_nlp_revcomm
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
e04ugc
Example Text
Example Options
6 nag_opt_nlp_sparse
NLP problem (sparse)
e04unc
Example Text
Example Data
5 nag_opt_nlin_lsq
Solves nonlinear least squares problems using the sequential QP method
e04vgc 8 nag_opt_sparse_nlp_init
Initialization function for nag_opt_sparse_nlp_solve (e04vhc)
e04vhc
Example Text
Example Data
8 nag_opt_sparse_nlp_solve
General sparse nonlinear optimizer
e04vjc
Example Text
Example Data
8 nag_opt_sparse_nlp_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc)
e04vkc
Example Text
Example Options
8 nag_opt_sparse_nlp_option_set_file
Supply optional argument values for nag_opt_sparse_nlp_solve (e04vhc) from external file
e04vlc 8 nag_opt_sparse_nlp_option_set_string
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a character string
e04vmc 8 nag_opt_sparse_nlp_option_set_integer
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from an integer argument
e04vnc 8 nag_opt_sparse_nlp_option_set_double
Set a single option for nag_opt_sparse_nlp_solve (e04vhc) from a real argument
e04vrc 8 nag_opt_sparse_nlp_option_get_integer
Get the setting of an integer valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04vsc 8 nag_opt_sparse_nlp_option_get_double
Get the setting of a real valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04wbc 23 nag_opt_nlp_revcomm_init
Initialization function for nag_opt_nlp_revcomm (e04ufc)
e04wcc 8 nag_opt_nlp_init
Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc
Example Text
Example Data
8 nag_opt_nlp_solve
Solves the nonlinear programming (NLP) problem
e04wec
Example Text
Example Options
8 nag_opt_nlp_option_set_file
Supply optional argument values for nag_opt_nlp_solve (e04wdc) from external file
e04wfc 8 nag_opt_nlp_option_set_string
Set a single option for nag_opt_nlp_solve (e04wdc) from a character string
e04wgc 8 nag_opt_nlp_option_set_integer
Set a single option for nag_opt_nlp_solve (e04wdc) from an integer argument
e04whc 8 nag_opt_nlp_option_set_double
Set a single option for nag_opt_nlp_solve (e04wdc) from a real argument
e04wkc 8 nag_opt_nlp_option_get_integer
Get the setting of an integer valued option of nag_opt_nlp_solve (e04wdc)
e04wlc 8 nag_opt_nlp_option_get_double
Get the setting of a real valued option of nag_opt_nlp_solve (e04wdc)
e04xac
Example Text
5 nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix
e04xxc 2 nag_opt_init
Initialization function for option setting
e04xyc 2 nag_opt_read
Read options from a text file
e04xzc 2 nag_opt_free
Memory freeing function for use with option setting
e04yac
Example Text
Example Data
2 nag_opt_lsq_check_deriv
Least squares derivative checker for use with nag_opt_lsq_deriv (e04gbc)
e04ycc
Example Text
Example Data
2 nag_opt_lsq_covariance
Covariance matrix for nonlinear least squares

e04 Chapter Contents (PDF version)
e04 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014