nag_opt_sparse_convex_qp_option_set_file (e04nrc) (PDF version)
e04 Chapter Contents
e04 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_opt_sparse_convex_qp_option_set_file (e04nrc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply optional arguments to nag_opt_sparse_convex_qp_solve (e04nqc) from an external file. The initialization function nag_opt_sparse_convex_qp_init (e04npc) must have been called before calling nag_opt_sparse_convex_qp_option_set_file (e04nrc).

2  Specification

#include <nag.h>
#include <nage04.h>
void  nag_opt_sparse_convex_qp_option_set_file (Nag_FileID fileid, Nag_E04State *state, NagError *fail)

3  Description

nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply values for optional arguments to nag_opt_sparse_convex_qp_solve (e04nqc). nag_opt_sparse_convex_qp_option_set_file (e04nrc) reads an external file whose fileid has been returned by a call to nag_open_file (x04acc). nag_open_file (x04acc) must be called to provide fileid. Each line of the file defines a single optional argument. It is only necessary to supply values for those arguments whose values are to be different from their default values.
Each optional argument is defined by a single character string, 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 argument. 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 which can be read using C's d or g 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.
The file containing the options must start with Begin and must finish with End. An example of a valid options file is:
Begin * Example options file 
   Print level = 5 
Optional argument settings are preserved following a call to nag_opt_sparse_convex_qp_solve (e04nqc) and so the keyword Defaults is provided to allow you to reset all the optional arguments to their default values before a subsequent call to nag_opt_sparse_convex_qp_solve (e04nqc).
A complete list of optional arguments, their abbreviations, synonyms and default values is given in Section 12 in nag_opt_sparse_convex_qp_solve (e04nqc).

4  References


5  Arguments

1:     fileidNag_FileIDInput
On entry: the ID of the option file to be read as returned by a call to nag_open_file (x04acc).
2:     stateNag_E04State *Communication Structure
state contains internal information required for functions in this suite. It must not be modified in any way.
3:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

On entry, argument value had an illegal value.
Initialization function nag_opt_sparse_convex_qp_init (e04npc) has not been called.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
At least one line of the options file is invalid.
Could not read options file on unit fileid =value.

7  Accuracy

Not applicable.

8  Parallelism and Performance

Not applicable.

9  Further Comments

nag_opt_sparse_convex_qp_option_set_string (e04nsc)nag_opt_sparse_convex_qp_option_set_integer (e04ntc) or nag_opt_sparse_convex_qp_option_set_double (e04nuc) may also be used to supply optional arguments to nag_opt_sparse_convex_qp_solve (e04nqc).

10  Example

This example minimizes the quadratic function fx=cTx+12xTHx, where
c = -200.0,-2000.0,-2000.0,-2000.0,-2000.0,400.0,400.0T
H= 2 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 2 2 0 0 0 0 0 2 2 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 2 2 0 0 0 0 0 2 2
subject to the bounds
000x10200 000x22500 400x30800 100x40700 000x51500 000x61500 000x71500
and to the linear constraints
x1 + x2 + x3 + x4 + x5 + x6 + x7 = 2000 0.15x1 + 0.04x2 + 0.02x3 + 0.04x4 + 0.02x5 + 0.01x6 + 0.03x7 60 0.03x1 + 0.05x2 + 0.08x3 + 0.02x4 + 0.06x5 + 0.01x6 100 0.02x1 + 0.04x2 + 0.01x3 + 0.02x4 + 0.02x5 40 0.02x1 + 0.03x2 + 0.01x5 30 1500 0.70x1 + 0.75x2 + 0.80x3 + 0.75x4 + 0.80x5 + 0.97x6 250 0.02x1 + 0.06x2 + 0.08x3 + 0.12x4 + 0.02x5 + 0.01x6 + 0.97x7 300
The initial point, which is infeasible, is
The optimal solution (to five figures) is
One bound constraint and four linear constraints are active at the solution. Note that the Hessian matrix H is positive semidefinite.

10.1  Program Text

Program Text (e04nrce.c)

10.2  Program Data

Program Data (e04nrce.d)

Program Options (e04nrce.opt)

10.3  Program Results

Program Results (e04nrce.r)

nag_opt_sparse_convex_qp_option_set_file (e04nrc) (PDF version)
e04 Chapter Contents
e04 Chapter Introduction
NAG Library Manual

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