e04rec (handle_set_linobj) : NAG Library CL Interface, Mark 27

3 Description

After the initialization function e04rac has been called, e04rec may be used to define the objective function of the problem as a linear function

c^{T} x

using a dense vector

c

unless the objective function has already been defined by another function in the suite. This will typically be used for linear programming (LP)

\begin{array}{l} \underset{x \in ℝ^{n}}{minimize} & c^{T} x & (a) \\ subject to & l_{B} \leq B x \leq u_{B}, & (b) \\ l_{x} \leq x \leq u_{x}, & (c) \end{array}

(1)

second-order cone programming (SOCP)

\begin{array}{l} \underset{x \in ℝ^{n}}{minimize} & c^{T} x & (a) \\ subject to & l_{B} \leq B x \leq u_{B}, & (b) \\ l_{x} \leq x \leq u_{x}, & (c) \\ x_{G^{i}} \in K^{m_{i}}, i = 1, \dots, r, & (d) \end{array}

(2)

linear semidefinite programming problems (SDP)

\begin{array}{l} \underset{x \in ℝ^{n}}{minimize} & c^{T} x & (a) \\ subject to & \sum_{i = 1}^{n} x_{i} A_{i}^{k} - A_{0}^{k} ⪰ 0, k = 1, \dots, m_{A}, & (b) \\ l_{B} \leq B x \leq u_{B}, & (c) \\ l_{x} \leq x \leq u_{x}, & (d) \end{array}

(3)

or SDP with bilinear matrix inequalities (BMI-SDP) where the objective function has only linear terms. It is recommended to use e04rfc if the vector

c

is sparse. See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

5 Arguments

handle

– void * Input

On entry: the handle to the problem. It needs to be initialized by e04rac and must not be changed between calls to the NAG optimization modelling suite.

nvar

– Integer Input

On entry:

n

, the number of decision variables

x

in the problem. It must be unchanged from the value set during the initialization of the handle by e04rac.

cvec [nvar]

– const double Input

On entry: the dense vector

c

of the objective function.

fail

– NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.

NE_ALREADY_DEFINED

The objective function has already been defined.

NE_BAD_PARAM

On entry, argument

〈value〉

had an illegal value.

NE_HANDLE

The supplied handle does not define a valid handle to the data structure for the NAG optimization modelling suite. It has not been initialized by e04rac or it has been corrupted.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

NE_PHASE

The problem cannot be modified in this phase any more, the solver has already been called.

NE_REF_MATCH

On entry,

nvar = 〈value〉

, expected

value = 〈value〉

.
Constraint: nvar must match the value given during initialization of handle.

NAG CL Interface
e04rec (handle_set_linobj)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

NAG CL Interfacee04rec (handle_​set_​linobj)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

NAG CL Interface
e04rec (handle_set_linobj)