NAG CL Interface
e04rxc (handle_​set_​get_​real)

1 Purpose

e04rxc is a part of the NAG optimization modelling suite. It allows you to read or write a piece of information to the problem stored in the handle. For example, it may be used to extract the current approximation of the solution during a monitoring step.

2 Specification

#include <nag.h>
void  e04rxc (void *handle, const char *cmdstr, Integer ioflag, Integer *lrarr, double rarr[], NagError *fail)
The function may be called by the names: e04rxc or nag_opt_handle_set_get_real.

3 Description

e04rxc adds an additional means of communication to functions within the NAG optimization modelling suite. It allows you to either read or write a piece of information in the handle in the form of a real array. The item is identified by cmdstr and the direction of the communication is set by ioflag.
The following cmdstr are available:
Primal Variables or X
The current value of the primal variables.
Dual Variables or U
The current value of the dual variables (Lagrangian multipliers for bounds and linear constraints).
Dual Cone Variables or UC
The current value of the dual cone variables (Lagrangian multipliers for quadratic cone constraints).
The functionality is supported only by a selection of the solvers in the NAG Library, such as, e04mtc and e04ptc for the retrieval of the approximate solutions within the monitoring step or their final solutions. See the documentation of the individual solvers. See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References

None.

5 Arguments

1: 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.
2: cmdstr const char * Input
On entry: a string which identifies the item within the handle to be read or written. The string is case insensitive and space tolerant.
Constraint: cmdstr=Primal Variables,Dual Variables,Dual Cone Variables,X,U or UC.
3: ioflag Integer Input
On entry: indicates the direction of the communication.
ioflag0
e04rxc will extract the requested information from the handle to rarr.
ioflag=0
The writing mode will apply and the content of rarr will be copied to the handle.
4: lrarr Integer * Input/Output
On entry: the dimension of the array rarr.
On exit: the correct expected dimension of rarr if lrarr does not match the item identified by cmdstr (in this case e04rxc returns fail.code= NE_DIM_MATCH).
5: rarr[lrarr] double Input/Output
On entry: if ioflag=0 (write mode), rarr must contain the information to be written to the handle; otherwise it does not need to be set.
On exit: if ioflag0 (read mode), rarr contains the information requested by cmdstr; otherwise rarr is unchanged.
6: 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_BAD_PARAM
On entry, argument value had an illegal value.
NE_DIM_MATCH
On entry, lrarr=value, expected value=value.
Constraint: lrarr must match the size of the data identified in cmdstr.
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 request cannot be processed at this phase.
The requested information is not available.
NE_READ_ERROR
Reading mode is not supported for the given cmdstr.
NE_STATE
The request cannot be processed by the current solver.
NE_STR_UNKNOWN
The provided cmdstr is not recognised.
NE_WRITE_ERROR
Writing mode is not supported for the given cmdstr.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e04rxc is not threaded in any implementation.

9 Further Comments

None.

10 Example

This example demonstrates how to use e04rxc to extract the current approximation of the solution when the monitoring function monit is called during the solve by e04mtc.
We solve the following linear programming problem:
-0.02x1 -0.2x2 -0.2x3 -0.2x4 -0.2x5 +0.04x6 +0.04x7  
subject to the bounds
-0.01x1 0.01 -0.10x2 0.15 -0.01x3 0.03 -0.04x4 0.02 -0.10x5 0.05 -0.01x6 0.00 -0.01x7 0.00  
and the general constraints
x1 + x2 + x3 + x4 + x5 + x6 + x7 = -0.13 0.15x1 + 0.04x2 + 0.02x3 + 0.04x4 + 0.02x5 + 0.01x6 + 0.03x7 -0.0049 0.03x1 + 0.05x2 + 0.08x3 + 0.02x4 + 0.06x5 + 0.01x6 -0.0064 00.02x1 + 0.04x2 + 0.01x3 + 0.02x4 + 0.02x5 -0.0037 0.02x1 + 0.03x2 + 0.01x5 -0.0012 -0.0992 0.70x1 + 0.75x2 + 0.80x3 + 0.75x4 + 0.80x5 + 0.97x6 -0.003 0.02x1 + 0.06x2 + 0.08x3 + 0.12x4 + 0.02x5 + 0.01x6 + 0.97x7 -0.002.  
During the monitoring step of e04mtc, if the three convergence measures are below an acceptable threshold, the approximate solution is extracted with e04rxc and printed on the standard output.

10.1 Program Text

Program Text (e04rxce.c)

10.2 Program Data

Program Data (e04rxce.d)

10.3 Program Results

Program Results (e04rxce.r)