Routine |
Mark of Introduction |
Purpose |
|---|---|---|
| e04aba | 20 | nagf_opt_one_var_func Minimizes a function of one variable, using function values only |
| e04abf | 6 | nagf_opt_one_var_func_old Minimizes a function of one variable, using function values only |
| e04bba | 20 | nagf_opt_one_var_deriv Minimum, function of one variable, using first derivative |
| e04bbf | 6 | nagf_opt_one_var_deriv_old Minimum, function of one variable, using first derivative |
| e04cbf | 22 | nagf_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only |
| e04fcf | 7 | nagf_opt_lsq_uncon_mod_func_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive) |
| e04fff | 26.1 | nagf_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables |
| e04fgf | 27 | nagf_opt_handle_solve_dfls_rcomm Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables |
| e04fyf | 18 | nagf_opt_lsq_uncon_mod_func_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (easy-to-use) |
| e04gbf | 7 | nagf_opt_lsq_uncon_quasi_deriv_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive) |
| e04gdf | 7 | nagf_opt_lsq_uncon_mod_deriv_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (comprehensive) |
| e04ggf | 27.1 | nagf_opt_handle_solve_bxnl Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives |
| e04gyf | 18 | nagf_opt_lsq_uncon_quasi_deriv_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) |
| e04gzf | 18 | nagf_opt_lsq_uncon_mod_deriv_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (easy-to-use) |
| e04hcf | 6 | nagf_opt_check_deriv Check user's routine for calculating first derivatives of function |
| e04hdf | 6 | nagf_opt_check_deriv2 Check user's routine for calculating second derivatives of function |
| e04hef | 7 | nagf_opt_lsq_uncon_mod_deriv2_comp Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive) |
| e04hyf | 18 | nagf_opt_lsq_uncon_mod_deriv2_easy Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use) |
| e04jdf | 27 | nagf_opt_handle_solve_dfno Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables |
| e04jef | 27 | nagf_opt_handle_solve_dfno_rcomm Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables |
| e04jyf | 18 | nagf_opt_bounds_quasi_func_easy Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use) |
| e04kdf | 6 | nagf_opt_bounds_mod_deriv_comp Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive) |
| e04kff | 27 | nagf_opt_handle_solve_bounds_foas First-order active-set method for box constrained nonlinear optimization with low memory requirements |
| e04kyf | 18 | nagf_opt_bounds_quasi_deriv_easy Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use) |
| e04kzf | 18 | nagf_opt_bounds_mod_deriv_easy Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use) |
| e04lbf | 6 | nagf_opt_bounds_mod_deriv2_comp Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive) |
| e04lyf | 18 | nagf_opt_bounds_mod_deriv2_easy Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use) |
| e04mfa | 20 | nagf_opt_lp_solve Linear programming (LP), dense, active-set method |
| e04mff | 16 | nagf_opt_lp_solve_old Linear programming (LP), dense, active-set method |
| e04mga | 20 | nagf_opt_lp_option_file Supply optional parameter values for e04mff/e04mfa from external file |
| e04mgf | 16 | nagf_opt_lp_option_file_old Supply optional parameter values for e04mff/e04mfa from external file |
| e04mha | 20 | nagf_opt_lp_option_string Supply optional parameter values to e04mff/e04mfa from a character string |
| e04mhf | 16 | nagf_opt_lp_option_string_old Supply optional parameter values to e04mff/e04mfa from a character string |
| e04mtf | 26.1 | nagf_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) |
| e04mwf | 26 | nagf_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem |
| e04mxf | 24 | nagf_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem |
| e04nca | 20 | nagf_opt_lsq_lincon_solve Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense |
| e04ncf | 12 | nagf_opt_lsq_lincon_solve_old Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense |
| e04nda | 20 | nagf_opt_lsq_lincon_option_file Supply optional parameter values for e04ncf/e04nca from external file |
| e04ndf | 12 | nagf_opt_lsq_lincon_option_file_old Supply optional parameter values for e04ncf/e04nca from external file |
| e04nea | 20 | nagf_opt_lsq_lincon_option_string Supply optional parameter values to e04ncf/e04nca from a character string |
| e04nef | 12 | nagf_opt_lsq_lincon_option_string_old Supply optional parameter values to e04ncf/e04nca from a character string |
| e04nfa | 20 | nagf_opt_qp_dense_solve General (possibly non-convex) quadratic programming (QP), dense, active-set method |
| e04nff | 16 | nagf_opt_qp_dense_solve_old General (possibly non-convex) quadratic programming (QP), dense, active-set method |
| e04nga | 20 | nagf_opt_qp_dense_option_file Supply optional parameter values for e04nff/e04nfa from external file |
| e04ngf | 16 | nagf_opt_qp_dense_option_file_old Supply optional parameter values for e04nff/e04nfa from external file |
| e04nha | 20 | nagf_opt_qp_dense_option_string Supply optional parameter values to e04nff/e04nfa from a character string |
| e04nhf | 16 | nagf_opt_qp_dense_option_string_old Supply optional parameter values to e04nff/e04nfa from a character string |
| e04nka | 20 | nagf_opt_qpconvex1_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method |
| e04nkf | 18 | nagf_opt_qpconvex1_sparse_solve_old Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method |
| e04nla | 20 | nagf_opt_qpconvex1_sparse_option_file Supply optional parameter values for e04nkf/e04nka from external file |
| e04nlf | 18 | nagf_opt_qpconvex1_sparse_option_file_old Supply optional parameter values for e04nkf/e04nka from external file |
| e04nma | 20 | nagf_opt_qpconvex1_sparse_option_string Supply optional parameter values to e04nkf/e04nka from a character string |
| e04nmf | 18 | nagf_opt_qpconvex1_sparse_option_string_old Supply optional parameter values to e04nkf/e04nka from a character string |
| e04npf | 21 | nagf_opt_qpconvex2_sparse_init Initialization routine for e04nqf |
| e04nqf | 21 | nagf_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended |
| e04nrf | 21 | nagf_opt_qpconvex2_sparse_option_file Supply optional parameter values for e04nqf from external file |
| e04nsf | 21 | nagf_opt_qpconvex2_sparse_option_string Set a single option for e04nqf from a character string |
| e04ntf | 21 | nagf_opt_qpconvex2_sparse_option_integer_set Set a single option for e04nqf from an integer argument |
| e04nuf | 21 | nagf_opt_qpconvex2_sparse_option_double_set Set a single option for e04nqf from a real argument |
| e04nxf | 21 | nagf_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of e04nqf |
| e04nyf | 21 | nagf_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of e04nqf |
| e04pcf | 24 | nagf_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 |
| e04ptf | 27 | nagf_opt_handle_solve_socp_ipm Solve Second-order Cone Programming (SOCP) and other convex related problems, such as, quadratically constrained quadratic programming (QCQP), quadratic programming (QP), sparse, interior point method (IPM) |
| e04raf | 26 | nagf_opt_handle_init Initialization of a handle for the NAG optimization modelling suite for problems, such as, linear programming (LP), quadratic programming (QP), nonlinear programming (NLP), least squares (LSQ) problems, linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP) |
| e04rbf | 27 | nagf_opt_handle_set_group Define a set of variables which form a second-order cone to a problem initialized by e04raf |
| e04rcf | 27.1 | nagf_opt_handle_set_property Set a property for a set of variables, such as integrality |
| e04rdf | 26 | nagf_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems |
| e04ref | 26 | nagf_opt_handle_set_linobj Define a linear objective function to a problem initialized by e04raf |
| e04rff | 26 | nagf_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by e04raf |
| e04rgf | 26 | nagf_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by e04raf |
| e04rhf | 26 | nagf_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by e04raf |
| e04rjf | 26 | nagf_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by e04raf |
| e04rkf | 26 | nagf_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by e04raf |
| e04rlf | 26 | nagf_opt_handle_set_nlnhess Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by e04raf |
| e04rmf | 26.1 | nagf_opt_handle_set_nlnls Define a nonlinear least squares objective function for a problem initialized by e04raf |
| e04rnf | 26 | nagf_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by e04raf |
| e04rpf | 26 | nagf_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by e04raf |
| e04rsf | 27.1 | nagf_opt_handle_set_qconstr Add quadratic objective function or constraint using full quadratic coefficient matrix to a problem initialized by e04raf |
| e04rtf | 27.1 | nagf_opt_handle_set_qconstr_fac Add quadratic objective function or constraint using factor of quadratic coefficient matrix to a problem initialized by e04raf |
| e04rwf | 27.1 | nagf_opt_handle_set_get_integer Retrieve or write a piece of integer information in a problem handle initialized by e04raf |
| e04rxf | 26.1 | nagf_opt_handle_set_get_real Retrieve or write a piece of real information in a problem handle initialized by e04raf |
| e04ryf | 26 | nagf_opt_handle_print Print information about a problem handle initialized by e04raf |
| e04rzf | 26 | nagf_opt_handle_free Destroy the problem handle initialized by e04raf and deallocate all the memory used |
| e04saf | 27 | nagf_opt_handle_read_file Load a problem from a file to a new handle for the NAG optimization modelling suite; supported formats: extended MPS, SDPA |
| e04stf | 26 | nagf_opt_handle_solve_ipopt Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by e04raf and defined by other routines from the suite |
| e04svf | 26 | nagf_opt_handle_solve_pennon Run the Pennon solver on a compatible problem initialized by e04raf and defined by other routines from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI) |
| e04taf | 27.1 | nagf_opt_handle_add_vars Add new variables to a problem initialized by e04raf |
| e04tbf | 27.1 | nagf_opt_handle_enable Enable components of the model which were previously disabled by e04tcf |
| e04tcf | 27.1 | nagf_opt_handle_disable Disable components in the problem initialized by e04raf |
| e04tdf | 27.1 | nagf_opt_handle_set_bound Set or modify a bound for an existing constraint (a simple bound, a linear or nonlinear constraint) of a problem initialized by e04raf |
| e04tef | 27.1 | nagf_opt_handle_set_linobj_coeff Set or modify a single coefficient in the linear objective function of a problem initialized by e04raf |
| e04tjf | 27.1 | nagf_opt_handle_set_linconstr_coeff Set or modify a single coefficient in a linear constraint of a problem initialized by e04raf |
| e04uca | 20 | nagf_opt_nlp1_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended |
| e04ucf | 12 | nagf_opt_nlp1_solve_old Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended |
| e04uda | 20 | nagf_opt_nlp1_option_file Supply optional parameter values for e04ucf/e04uca or e04uff/e04ufa from external file |
| e04udf | 12 | nagf_opt_nlp1_option_file_old Supply optional parameter values for e04ucf/e04uca or e04uff/e04ufa from external file |
| e04uea | 20 | nagf_opt_nlp1_option_string Supply optional parameter values to e04ucf/e04uca or e04uff/e04ufa from a character string |
| e04uef | 12 | nagf_opt_nlp1_option_string_old Supply optional parameter values to e04ucf/e04uca or e04uff/e04ufa from a character string |
| e04ufa | 20 | nagf_opt_nlp1_rcomm Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive) |
| e04uff | 18 | nagf_opt_nlp1_rcomm_old Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive) |
| e04uga | 20 | nagf_opt_nlp1_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives |
| e04ugf | 19 | nagf_opt_nlp1_sparse_solve_old Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives |
| e04uha | 20 | nagf_opt_nlp1_sparse_option_file Supply optional parameter values for e04ugf/e04uga from external file |
| e04uhf | 19 | nagf_opt_nlp1_sparse_option_file_old Supply optional parameter values for e04ugf/e04uga from external file |
| e04uja | 20 | nagf_opt_nlp1_sparse_option_string Supply optional parameter values to e04ugf/e04uga from a character string |
| e04ujf | 19 | nagf_opt_nlp1_sparse_option_string_old Supply optional parameter values to e04ugf/e04uga from a character string |
| e04uqa | 20 | nagf_opt_lsq_gencon_deriv_option_file Supply optional parameter values for e04usf/e04usa from external file |
| e04uqf | 14 | nagf_opt_lsq_gencon_deriv_option_file_old Supply optional parameter values for e04usf/e04usa from external file |
| e04ura | 20 | nagf_opt_lsq_gencon_deriv_option_string Supply optional parameter values to e04usf/e04usa from a character string |
| e04urf | 14 | nagf_opt_lsq_gencon_deriv_option_string_old Supply optional parameter values to e04usf/e04usa from a character string |
| e04usa | 20 | nagf_opt_lsq_gencon_deriv Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives |
| e04usf | 14 | nagf_opt_lsq_gencon_deriv_old Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives |
| e04vgf | 21 | nagf_opt_nlp2_sparse_init Initialization routine for e04vhf |
| e04vhf | 21 | nagf_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended |
| e04vjf | 21 | nagf_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for e04vhf |
| e04vkf | 21 | nagf_opt_nlp2_sparse_option_file Supply optional parameter values for e04vhf from external file |
| e04vlf | 21 | nagf_opt_nlp2_sparse_option_string Set a single option for e04vhf from a character string |
| e04vmf | 21 | nagf_opt_nlp2_sparse_option_integer_set Set a single option for e04vhf from an integer argument |
| e04vnf | 21 | nagf_opt_nlp2_sparse_option_double_set Set a single option for e04vhf from a real argument |
| e04vrf | 21 | nagf_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of e04vhf |
| e04vsf | 21 | nagf_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of e04vhf |
| e04wbf | 20 | nagf_opt_nlp1_init Initialization routine for e04dga, e04mfa, e04nca, e04nfa, e04nka, e04uca, e04ufa, e04uga and e04usa |
| e04wcf | 21 | nagf_opt_nlp2_init Initialization routine for e04wdf |
| e04wdf | 21 | nagf_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives |
| e04wef | 21 | nagf_opt_nlp2_option_file Supply optional parameter values for e04wdf from external file |
| e04wff | 21 | nagf_opt_nlp2_option_string Set a single option for e04wdf from a character string |
| e04wgf | 21 | nagf_opt_nlp2_option_integer_set Set a single option for e04wdf from an integer argument |
| e04whf | 21 | nagf_opt_nlp2_option_double_set Set a single option for e04wdf from a real argument |
| e04wkf | 21 | nagf_opt_nlp2_option_integer_get Get the setting of an integer valued option of e04wdf |
| e04wlf | 21 | nagf_opt_nlp2_option_double_get Get the setting of a real valued option of e04wdf |
| e04xaa | 20 | nagf_opt_estimate_deriv Estimate (using numerical differentiation) gradient and/or Hessian of a function |
| e04xaf | 12 | nagf_opt_estimate_deriv_old Estimate (using numerical differentiation) gradient and/or Hessian of a function |
| e04yaf | 7 | nagf_opt_lsq_check_deriv Check user's routine for calculating Jacobian of first derivatives |
| e04ybf | 7 | nagf_opt_lsq_check_hessian Check user's routine for calculating Hessian of a sum of squares |
| e04ycf | 11 | nagf_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares problem (unconstrained) |
| e04zmf | 26 | nagf_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite |
| e04znf | 26 | nagf_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite |
| e04zpf | 26 | nagf_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file |
| e04dga | 20 (Deprecated) | nagf_opt_uncon_conjgrd_comp Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) |
| e04dgf | 12 (Deprecated) | nagf_opt_uncon_conjgrd_comp_old Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive) |
| e04dja | 20 (Deprecated) | nagf_opt_uncon_conjgrd_option_file Supply optional parameter values for e04dgf/e04dga from external file |
| e04djf | 12 (Deprecated) | nagf_opt_uncon_conjgrd_option_file_old Supply optional parameter values for e04dgf/e04dga from external file |
| e04dka | 20 (Deprecated) | nagf_opt_uncon_conjgrd_option_string Supply optional parameter values to e04dgf/e04dga from a character string |
| e04dkf | 12 (Deprecated) | nagf_opt_uncon_conjgrd_option_string_old Supply optional parameter values to e04dgf/e04dga from a character string |
| e04jcf | 23 (Deprecated) | nagf_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only |
| e04mzf | 18 (Deprecated) | nagf_opt_qpconvex1_sparse_mps Read MPS data file defining LP or QP problem, deprecated |