NAG Library Chapter Contents

e05 – Global Optimization of a Function


e05 Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Function
Name
Mark of
Introduction

Purpose
e05jac 9 nag_glopt_bnd_mcs_init
Initialization function for nag_glopt_bnd_mcs_solve (e05jbc)
e05jbc
Example Text
Example Data
Example Plot
9 nag_glopt_bnd_mcs_solve
Global optimization by multi-level coordinate search, simple bounds, using function values only
e05jcc
Example Text
Example Plot
9 nag_glopt_bnd_mcs_optset_file
Supply optional parameter values for nag_glopt_bnd_mcs_solve (e05jbc) from external file
e05jdc 9 nag_glopt_bnd_mcs_optset_string
Set a single optional parameter for nag_glopt_bnd_mcs_solve (e05jbc) from a character string
e05jec 9 nag_glopt_bnd_mcs_optset_char
Set a single optional parameter for nag_glopt_bnd_mcs_solve (e05jbc) from an ‘ON’/‘OFF’-valued character argument
e05jfc 9 nag_glopt_bnd_mcs_optset_int
Set a single optional parameter for nag_glopt_bnd_mcs_solve (e05jbc) from an integer argument
e05jgc 9 nag_glopt_bnd_mcs_optset_real
Set a single optional parameter for nag_glopt_bnd_mcs_solve (e05jbc) from a real argument
e05jhc 9 nag_glopt_bnd_mcs_option_check
Determine whether an optional parameter for nag_glopt_bnd_mcs_solve (e05jbc) has been set by you or not
e05jkc 9 nag_glopt_bnd_mcs_optget_int
Get the setting of an integer valued optional parameter of nag_glopt_bnd_mcs_solve (e05jbc)
e05jlc 9 nag_glopt_bnd_mcs_optget_real
Get the setting of a real valued optional parameter of nag_glopt_bnd_mcs_solve (e05jbc)
e05sac
Example Text
Example Text
23 nag_glopt_bnd_pso
Global optimization using particle swarm algorithm (PSO), bound constraints only
e05sbc
Example Text
23 nag_glopt_nlp_pso
Global optimization using particle swarm algorithm (PSO), comprehensive
e05ucc
Example Text
Example Data
23 nag_glopt_nlp_multistart_sqp
Global optimization using multi-start, nonlinear constraints
e05usc
Example Text
Example Data
24 nag_glopt_nlp_multistart_sqp_lsq
Global optimization of a sum of squares problem using multi-start, nonlinear constraints
e05zkc 23 nag_glopt_opt_set
Option setting routine for nag_glopt_bnd_pso (e05sac), nag_glopt_nlp_pso (e05sbc), nag_glopt_nlp_multistart_sqp (e05ucc) and nag_glopt_nlp_multistart_sqp_lsq (e05usc)
e05zlc 23 nag_glopt_opt_get
Option getting routine for nag_glopt_bnd_pso (e05sac), nag_glopt_nlp_pso (e05sbc), nag_glopt_nlp_multistart_sqp (e05ucc) and nag_glopt_nlp_multistart_sqp_lsq (e05usc)
© The Numerical Algorithms Group Ltd, Oxford, UK. 2017