e04ref (handle_set_linobj) : NAG Library, Mark 27

2 Specification

Fortran Interface

Subroutine e04ref (

Integer, Intent (In)	::	nvar
Integer, Intent (Inout)	::	ifail
Real (Kind=nag_wp), Intent (In)	::	cvec(nvar)
Type (c_ptr), Intent (In)	::	handle

C Header Interface

#include <nag.h>

void	e04ref_ (void *handle, const Integer nvar, const double cvec[], Integer *ifail)

The routine may be called by the names e04ref or nagf_opt_handle_set_linobj.

3 Description

After the initialization routine e04raf has been called, e04ref 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 routine 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 e04rff if the vector

c

is sparse. See Section 3.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

5 Arguments

handle

– Type (c_ptr) Input

On entry: the handle to the problem. It needs to be initialized by e04raf 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 e04raf.

cvec (nvar)

– Real (Kind=nag_wp) array Input

On entry: the dense vector

c

of the objective function.

ifail

– Integer Input/Output

On entry: ifail must be set to

0

- 1 or 1

. If you are unfamiliar with this argument you should refer to Section 4 in the Introduction to the NAG Library FL Interface for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value

- 1 or 1

is recommended. If the output of error messages is undesirable, then the value

1

is recommended. Otherwise, the recommended value is

- 1

. When the value $- 1 or 1$ is used it is essential to test the value of ifail on exit.

On exit:

ifail = 0

unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

ifail = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by x04aaf).

Errors or warnings detected by the routine:

ifail = 1

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 e04raf or it has been corrupted.

ifail = 2

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

ifail = 3

The objective function has already been defined.

ifail = 4

On entry,

nvar = 〈value〉

, expected

value = 〈value〉

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

ifail = - 99

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

ifail = - 399

Your licence key may have expired or may not have been installed correctly.

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

ifail = - 999

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

NAG FL Interface
e04ref (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 FL Interfacee04ref (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 FL Interface
e04ref (handle_set_linobj)