NAG FL Interface
e04rxf (handle_​set_​get_​real)

1 Purpose

e04rxf 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

Fortran Interface
Subroutine e04rxf ( handle, cmdstr, ioflag, lrarr, rarr, ifail)
Integer, Intent (In) :: ioflag
Integer, Intent (Inout) :: lrarr, ifail
Real (Kind=nag_wp), Intent (Inout) :: rarr(lrarr)
Character (*), Intent (In) :: cmdstr
Type (c_ptr), Intent (In) :: handle
C Header Interface
#include <nag.h>
void  e04rxf_ (void **handle, const char *cmdstr, const Integer *ioflag, Integer *lrarr, double rarr[], Integer *ifail, const Charlen length_cmdstr)
The routine may be called by the names e04rxf or nagf_opt_handle_set_get_real.

3 Description

e04rxf adds an additional means of communication to routines 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, e04mtf and e04ptf for the retrieval of the approximate solutions within the monitoring step or their final solutions. See the documentation of the individual solvers. See Section 3.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References


5 Arguments

1: 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.
2: cmdstr Character(*) 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.
e04rxf will extract the requested information from the handle to rarr.
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 e04rxf returns ifail=2).
5: rarrlrarr Real (Kind=nag_wp) array 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: ifail Integer Input/Output
On entry: ifail must be set to 0, -1 or 1 to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of 0 causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of -1 means that an error message is printed while a value of 1 means that it is not.
If halting is not appropriate, the value -1 or 1 is recommended. If message printing is undesirable, then the value 1 is recommended. Otherwise, the value -1 is recommended since useful values can be provided in some output arguments even when ifail0 on exit. 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 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
Note: in some cases e04rxf may return useful information.
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.
On entry, lrarr=value, expected value=value.
Constraint: lrarr must match the size of the data identified in cmdstr.
The provided cmdstr is not recognised.
Reading mode is not supported for the given cmdstr.
Writing mode is not supported for the given cmdstr.
The request cannot be processed at this phase.
The requested information is not available.
The request cannot be processed by the current solver.
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.
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.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

e04rxf is not threaded in any implementation.

9 Further Comments


10 Example

This example demonstrates how to use e04rxf to extract the current approximation of the solution when the monitoring routine monit is called during the solve by e04mtf.
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 e04mtf, if the three convergence measures are below an acceptable threshold, the approximate solution is extracted with e04rxf and printed on the standard output.

10.1 Program Text

Program Text (e04rxfe.f90)

10.2 Program Data

Program Data (e04rxfe.d)

10.3 Program Results

Program Results (e04rxfe.r)