Function |
Mark of Introduction |
Purpose |
|---|---|---|
| e04abc | 5 | nag_opt_one_var_func Minimizes a function of one variable, using function values only |
| e04bbc | 5 | nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives |
| e04cbc | 9 | nag_opt_uncon_simplex Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only |
| e04fcc | 2 | nag_opt_lsq_uncon_mod_func_comp Unconstrained nonlinear least squares (no derivatives required) |
| e04ffc | 26.1 | nag_opt_handle_solve_dfls Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables |
| e04fgc | 27 | nag_opt_handle_solve_dfls_rcomm Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables |
| e04gbc | 2 | nag_opt_lsq_uncon_quasi_deriv_comp Unconstrained nonlinear least squares (first derivatives required) |
| e04ggc | 27.1 | nag_opt_handle_solve_bxnl Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives |
| e04hcc | 2 | nag_opt_check_deriv Derivative checker |
| e04hdc | 5 | nag_opt_check_deriv2 Checks second derivatives of a user-defined function |
| e04jdc | 27 | nag_opt_handle_solve_dfno Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables |
| e04jec | 27 | nag_opt_handle_solve_dfno_rcomm Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables |
| e04kbc | 2 | nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) |
| e04kfc | 27 | nag_opt_handle_solve_bounds_foas First-order active-set method for box constrained nonlinear optimization with low memory requirements |
| e04lbc | 5 | nag_opt_bounds_mod_deriv2_comp Solves bound constrained problems (first and second derivatives required) |
| e04mfc | 2 | nag_opt_lp_solve Linear programming |
| e04mtc | 26.1 | nag_opt_handle_solve_lp_ipm Linear programming (LP), sparse, interior point method (IPM) |
| e04mwc | 26 | nag_opt_miqp_mps_write Write MPS data file defining LP, QP, MILP or MIQP problem |
| e04mxc | 24 | nag_opt_miqp_mps_read Read MPS data file defining LP, QP, MILP or MIQP problem |
| e04myc | 5 | nag_opt_sparse_mps_free Free memory allocated by e04mzc |
| e04mzc | 5 | nag_opt_qpconvex1_sparse_mps Read MPSX data for sparse LP or QP problem from a file |
| e04ncc | 5 | nag_opt_lsq_lincon_solve Solves linear least squares and convex quadratic programming problems (non-sparse) |
| e04nfc | 2 | nag_opt_qp_dense_solve Quadratic programming |
| e04nkc | 5 | nag_opt_qpconvex1_sparse_solve Solves sparse linear programming or convex quadratic programming problems |
| e04npc | 8 | nag_opt_qpconvex2_sparse_init Initialization function for e04nqc |
| e04nqc | 8 | nag_opt_qpconvex2_sparse_solve Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended |
| e04nrc | 8 | nag_opt_qpconvex2_sparse_option_file Supply optional parameter values for e04nqc from external file |
| e04nsc | 8 | nag_opt_qpconvex2_sparse_option_string Set a single option for e04nqc from a character string |
| e04ntc | 8 | nag_opt_qpconvex2_sparse_option_integer_set Set a single option for e04nqc from an integer argument |
| e04nuc | 8 | nag_opt_qpconvex2_sparse_option_double_set Set a single option for e04nqc from a real argument |
| e04nxc | 8 | nag_opt_qpconvex2_sparse_option_integer_get Get the setting of an integer valued option of e04nqc |
| e04nyc | 8 | nag_opt_qpconvex2_sparse_option_double_get Get the setting of a real valued option of e04nqc |
| e04pcc | 24 | nag_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 |
| e04ptc | 27 | nag_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) |
| e04rac | 26 | nag_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) |
| e04rbc | 27 | nag_opt_handle_set_group Define a set of variables which form a second-order cone to a problem initialized by e04rac |
| e04rcc | 27.1 | nag_opt_handle_set_property Set a property for a set of variables, such as integrality |
| e04rdc | 26 | nag_opt_sdp_read_sdpa A reader of sparse SDPA data files for linear SDP problems |
| e04rec | 26 | nag_opt_handle_set_linobj Define a linear objective function to a problem initialized by e04rac |
| e04rfc | 26 | nag_opt_handle_set_quadobj Define a linear or a quadratic objective function to a problem initialized by e04rac |
| e04rgc | 26 | nag_opt_handle_set_nlnobj Define a nonlinear objective function to a problem initialized by e04rac |
| e04rhc | 26 | nag_opt_handle_set_simplebounds Define bounds of variables of a problem initialized by e04rac |
| e04rjc | 26 | nag_opt_handle_set_linconstr Define a block of linear constraints to a problem initialized by e04rac |
| e04rkc | 26 | nag_opt_handle_set_nlnconstr Define a block of nonlinear constraints to a problem initialized by e04rac |
| e04rlc | 26 | nag_opt_handle_set_nlnhess Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by e04rac |
| e04rmc | 26.1 | nag_opt_handle_set_nlnls Define a nonlinear least squares objective function for a problem initialized by e04rac |
| e04rnc | 26 | nag_opt_handle_set_linmatineq Add one or more linear matrix inequality constraints to a problem initialized by e04rac |
| e04rpc | 26 | nag_opt_handle_set_quadmatineq Define bilinear matrix terms to a problem initialized by e04rac |
| e04rsc | 27.1 | nag_opt_handle_set_qconstr Add quadratic objective function or constraint using full quadratic coefficient matrix to a problem initialized by e04rac |
| e04rtc | 27.1 | nag_opt_handle_set_qconstr_fac Add quadratic objective function or constraint using factor of quadratic coefficient matrix to a problem initialized by e04rac |
| e04rwc | 27.1 | nag_opt_handle_set_get_integer Retrieve or write a piece of integer information in a problem handle initialized by e04rac |
| e04rxc | 26.1 | nag_opt_handle_set_get_real Retrieve or write a piece of real information in a problem handle initialized by e04rac |
| e04ryc | 26 | nag_opt_handle_print Print information about a problem handle initialized by e04rac |
| e04rzc | 26 | nag_opt_handle_free Destroy the problem handle initialized by e04rac and deallocate all the memory used |
| e04sac | 27 | nag_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 |
| e04stc | 26 | nag_opt_handle_solve_ipopt Run an interior point solver on a sparse nonlinear programming problem (NLP) initialized by e04rac and defined by other functions from the suite |
| e04svc | 26 | nag_opt_handle_solve_pennon Run the Pennon solver on a compatible problem initialized by e04rac and defined by other functions from the suite, such as, semidefinite programming (SDP) and SDP with bilinear matrix inequalities (BMI) |
| e04tac | 27.1 | nag_opt_handle_add_vars Add new variables to a problem initialized by e04rac |
| e04tbc | 27.1 | nag_opt_handle_enable Enable components of the model which were previously disabled by e04tcc |
| e04tcc | 27.1 | nag_opt_handle_disable Disable components in the problem initialized by e04rac |
| e04tdc | 27.1 | nag_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 e04rac |
| e04tec | 27.1 | nag_opt_handle_set_linobj_coeff Set or modify a single coefficient in the linear objective function of a problem initialized by e04rac |
| e04tjc | 27.1 | nag_opt_handle_set_linconstr_coeff Set or modify a single coefficient in a linear constraint of a problem initialized by e04rac |
| e04ucc | 4 | nag_opt_nlp1_solve Minimization with nonlinear constraints using a sequential QP method |
| e04udc | 23 | nag_opt_nlp1_option_file Supply optional parameter values for e04ucc or e04ufc from external file |
| e04uec | 23 | nag_opt_nlp1_option_string Supply optional parameter values to e04ucc or e04ufc from a character string |
| e04ufc | 23 | nag_opt_nlp1_rcomm Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive) |
| e04ugc | 6 | nag_opt_nlp1_sparse_solve NLP problem (sparse) |
| e04unc | 5 | nag_opt_nlin_lsq Solves nonlinear least squares problems using the sequential QP method |
| e04vgc | 8 | nag_opt_nlp2_sparse_init Initialization function for e04vhc |
| e04vhc | 8 | nag_opt_nlp2_sparse_solve Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended |
| e04vjc | 8 | nag_opt_nlp2_sparse_jacobian Determine the pattern of nonzeros in the Jacobian matrix for e04vhc |
| e04vkc | 8 | nag_opt_nlp2_sparse_option_file Supply optional parameter values for e04vhc from external file |
| e04vlc | 8 | nag_opt_nlp2_sparse_option_string Set a single option for e04vhc from a character string |
| e04vmc | 8 | nag_opt_nlp2_sparse_option_integer_set Set a single option for e04vhc from an integer argument |
| e04vnc | 8 | nag_opt_nlp2_sparse_option_double_set Set a single option for e04vhc from a real argument |
| e04vrc | 8 | nag_opt_nlp2_sparse_option_integer_get Get the setting of an integer valued option of e04vhc |
| e04vsc | 8 | nag_opt_nlp2_sparse_option_double_get Get the setting of a real valued option of e04vhc |
| e04wbc | 23 | nag_opt_nlp1_init Initialization function for e04ufc |
| e04wcc | 8 | nag_opt_nlp2_init Initialization function for e04wdc |
| e04wdc | 8 | nag_opt_nlp2_solve Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives |
| e04wec | 8 | nag_opt_nlp2_option_file Supply optional parameter values for e04wdc from external file |
| e04wfc | 8 | nag_opt_nlp2_option_string Set a single option for e04wdc from a character string |
| e04wgc | 8 | nag_opt_nlp2_option_integer_set Set a single option for e04wdc from an integer argument |
| e04whc | 8 | nag_opt_nlp2_option_double_set Set a single option for e04wdc from a real argument |
| e04wkc | 8 | nag_opt_nlp2_option_integer_get Get the setting of an integer valued option of e04wdc |
| e04wlc | 8 | nag_opt_nlp2_option_double_get Get the setting of a real valued option of e04wdc |
| e04xac | 5 | nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix |
| e04xxc | 2 | nag_opt_init Initialization function for option setting |
| e04xyc | 2 | nag_opt_read Read options from a text file |
| e04xzc | 2 | nag_opt_free Memory freeing function for use with option setting |
| e04yac | 2 | nag_opt_lsq_check_deriv Least squares derivative checker for use with e04gbc |
| e04ycc | 2 | nag_opt_lsq_uncon_covariance Covariance matrix for nonlinear least squares |
| e04zmc | 26 | nag_opt_handle_opt_set Option setting routine for the solvers from the NAG optimization modelling suite |
| e04znc | 26 | nag_opt_handle_opt_get Option getting routine for the solvers from the NAG optimization modelling suite |
| e04zpc | 26 | nag_opt_handle_opt_set_file Option setting routine for the solvers from the NAG optimization modelling suite from external file |
| e04dgc | 2
(Deprecated) |
nag_opt_uncon_conjgrd_comp Unconstrained minimization using conjugate gradients |
| e04jcc | 23
(Deprecated) |
nag_opt_bounds_bobyqa_func Bound constrained minimum, model-based algorithm, using function values only |