NAG Library Routine Document

E04WEF

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

▸▿ 10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1 Purpose

E04WEF may be used to supply optional parameters to E04WDF from an external file. The initialization routine E04WCF must have been called before calling E04WEF.

2 Specification

SUBROUTINE E04WEF (

ISPECS, IW, RW, IFAIL)

INTEGER	ISPECS, IW(*), IFAIL
REAL (KIND=nag_wp)	RW(*)

3 Description

E04WEF may be used to supply values for optional parameters to E04WDF. E04WEF reads an external file and each line of the file defines a single optional parameter. It is only necessary to supply values for those parameters whose values are to be different from their default values.

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 real 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.

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 
End

Optional parameter settings are preserved following a call to E04WDF 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 E04WDF.

A complete list of optional parameters, their abbreviations, synonyms and default values is given in Section 12 in E04WDF.

4 References

Hock W and Schittkowski K (1981) Test Examples for Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical Systems 187 Springer–Verlag

5 Parameters

1: $ISPECS$ – INTEGERInput: On entry: the unit number of the option file to be read.

Constraint: ISPECS is a valid unit open for reading.
2: $IW (*)$ – INTEGER arrayCommunication Array: Note: the dimension of the array IW must be at least $LENIW$ (see E04WCF).
3: $RW (*)$ – REAL (KIND=nag_wp) arrayCommunication Array: Note: the dimension of the array RW must be at least $LENRW$ (see E04WCF).
4: $IFAIL$ – INTEGERInput/Output: On entry: IFAIL must be set to $0$ , $- 1 or 1$ . If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $- 1 or 1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$ . When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit: $IFAIL = 0$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: The initialization routine E04WCF has not been called.

$IFAIL = 2$

At least one line of the options file is invalid.

Could not read options file on unit

ISPECS = 〈value〉

Could not read options file on unit ISPECS. This may be due to:

(a)	ISPECS is not a valid unit number;
(b)	a file is not associated with unit ISPECS, or if it is, is unavailable for read access;
(c)	one or more lines of the options file is invalid. Check that all keywords are neither ambiguous nor misspelt;
(d)	Begin was found, but end-of-file was found before End was found;
(e)	end-of-file was found before Begin was found.

$IFAIL = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.8 in the Essential Introduction for further information.

$IFAIL = - 399$: Your licence key may have expired or may not have been installed correctly.
See Section 3.7 in the Essential Introduction for further information.

$IFAIL = - 999$: Dynamic memory allocation failed.
See Section 3.6 in the Essential Introduction for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

Not applicable.

9 Further Comments

E04WFF, E04WGF or E04WHF may also be used to supply optional parameters to E04WDF.

10 Example

This example is based on Problem 71 in Hock and Schittkowski (1981) and involves the minimization of the nonlinear function

F (x) = x_{1} x_{4} (x_{1} + x_{2} + x_{3}) + x_{3}

subject to the bounds

\begin{matrix} 1 \leq x_{1} \leq 5 \\ 1 \leq x_{2} \leq 5 \\ 1 \leq x_{3} \leq 5 \\ 1 \leq x_{4} \leq 5 \end{matrix}

to the general linear constraint

x_{1} + x_{2} + x_{3} + x_{4} \leq 20,

and to the nonlinear constraints

\begin{matrix} x_{1}^{2} + x_{2}^{2} + x_{3}^{2} + x_{4}^{2} \leq 40, \\ x_{1} x_{2} x_{3} x_{4} \geq 25 . \end{matrix}

The initial point, which is infeasible, is

x_{0} = {(1, 5, 5, 1)}^{T},

and

F (x_{0}) = 16

The optimal solution (to five figures) is

x^{*} = {(1.0, 4.7430, 3.8211, 1.3794)}^{T},

and

F (x^{*}) = 17.014

. One bound constraint and both nonlinear constraints are active at the solution.

The document for E04WEF includes an example program to solve the same problem using some of the optional parameters described in Section 12 in E04WDF.

NAG Library Routine DocumentE04WEF