NAG Library Routine Document

H02BVF

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{N}$ – INTEGERInput

On entry: the number of variables, as returned by H02BUF.

Constraint: $\mathbf{N}>0$.

2:     $\mathrm{M}$ – INTEGERInput

On entry: the number of general linear constraints, as returned by H02BUF.

Constraint: $\mathbf{M}\ge 0$.

3:     $\mathrm{A}\left(\mathbf{LDA},*\right)$ – REAL (KIND=nag_wp) arrayInput

Note: the second dimension of the array A must be at least $\mathbf{N}$ if $\mathbf{M}>0$ and at least $1$ if $\mathbf{M}=0$.

On entry: the matrix of general linear constraints, as returned by H02BUF.

4:     $\mathrm{LDA}$ – INTEGERInput

On entry: this must be the same parameter MAXM as supplied to H02BUF.

Constraint: $\mathbf{LDA}\ge \max \left(1,\mathbf{M}\right)$.

5:     $\mathrm{BL}\left(\mathbf{N}+\mathbf{M}\right)$ – REAL (KIND=nag_wp) arrayInput

On entry: the lower bounds for all the constraints, as returned by E04MFF/E04MFA or H02BZF.

6:     $\mathrm{BU}\left(\mathbf{N}+\mathbf{M}\right)$ – REAL (KIND=nag_wp) arrayInput

On entry: the upper bounds for all the constraints, as returned by E04MFF/E04MFA or H02BZF.

7:     $\mathrm{X}\left(\mathbf{N}\right)$ – REAL (KIND=nag_wp) arrayInput

On entry: the solution to the problem, as returned by E04MFF/E04MFA or H02BBF.

8:     $\mathrm{CLAMDA}\left(\mathbf{N}+\mathbf{M}\right)$ – REAL (KIND=nag_wp) arrayInput

On entry: the Lagrange-multipliers (reduced costs) for each constraint with respect to the working set, as returned by E04MFF/E04MFA or H02BZF.

9:     $\mathrm{ISTATE}\left(\mathbf{N}+\mathbf{M}\right)$ – INTEGER arrayInput

On entry: the status of every constraint in the working set at the solution, as returned by E04MFF/E04MFA or H02BZF.

10:   $\mathrm{CRNAME}\left(\mathbf{N}+\mathbf{M}\right)$ – CHARACTER(8) arrayInput

On entry: the user-defined names for all the variables and constraints, as returned by H02BUF.

11:   $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry: IFAIL must be set to $0$, $-1\text{ or }1$. 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 $-1\text{ or }1$ 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 $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.

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

6  Error Indicators and Warnings

$\mathbf{IFAIL}=1$

On entry,	$\mathbf{N}\le 0$,
or	$\mathbf{M}<0$,
or	$\mathbf{LDA}<\max \left(1,\mathbf{M}\right)$.

$\mathbf{IFAIL}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 3.8 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 3.7 in the Essential Introduction for further information.

$\mathbf{IFAIL}=-999$

Dynamic memory allocation failed.

See Section 3.6 in the Essential Introduction for further information.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example