NAG AD Library
E04 (Opt)
Minimizing or Maximizing a Function

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E04 (Opt) Chapter Introduction (FL Interface) – A description of the Chapter and an overview of the algorithms available.

Routine
Mark of
Introduction

Purpose
e04ab 27 nagad_opt_one_var_func
Minimizes a function of one variable, using function values only
e04dg 26.2 nagad_opt_uncon_conjgrd_comp
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
e04fc 26.2 nagad_opt_lsq_uncon_mod_func_comp (Second order AD)
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive)
e04gb 26.2 nagad_opt_lsq_uncon_quasi_deriv_comp (symbolic adjoint strategy) (Second order AD)
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
e04kf 27.1 nagad_opt_handle_solve_bounds_foas
First-order active-set method for box constrained nonlinear optimization with low memory requirements
e04nc 27.1 nagad_opt_lsq_lincon_solve
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
e04nd 27.1 nagad_opt_lsq_lincon_option_file
Supply optional parameter values for e04nc from external file
e04ne 27.1 nagad_opt_lsq_lincon_option_string
Supply optional parameter values to e04nc from a character string
e04ra 27.1 nagad_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)
e04ta 27.1 nagad_opt_handle_add_vars
Add new variables to a problem initialized by e04ra
e04tb 27.1 nagad_opt_handle_enable
Enable components of the model which were previously disabled by e04tc
e04tc 27.1 nagad_opt_handle_disable
Disable components in the problem initialized by e04ra
e04td 27.1 nagad_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 e04ra
e04te 27.1 nagad_opt_handle_set_linobj_coeff
Set or modify a single coefficient in the linear objective function of a problem initialized by e04ra
e04tj 27.1 nagad_opt_handle_set_linconstr_coeff
Set or modify a single coefficient in a linear constraint of a problem initialized by e04ra
e04uc 27.1 nagad_opt_nlp1_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
e04ud 27.1 nagad_opt_nlp1_option_file
Supply optional parameter values for e04uc or e04uf from external file
e04ue 27.1 nagad_opt_nlp1_option_string
Supply optional parameter values to e04uc or e04uf from a character string
e04ur 27.3 nagad_opt_lsq_gencon_deriv_option_string (Second order AD)
Supply optional parameter values to e04us from a character string
e04us 27 nagad_opt_lsq_gencon_deriv (Second order AD)
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
e04wb 27.1 nagad_opt_nlp1_init (Second order AD)
Initialization routine for e04dg, e04mf, e04nc, e04nf, e04nk, e04uc, e04uf, e04ug, e04us