After the
handle has been initialized (e.g.,
e04raf has been called),
e04ref may be used to define the objective function of the problem as a linear function
${c}^{\mathrm{T}}x$ using a dense vector
$c$. If the objective function has already been defined, it will be overwritten. If
$c=0$,
any existing objective function is removed, no new one is added and the problem will be solved as a feasible point problem.
It is recommended to use
e04rff if the vector
$c$ is sparse.
e04tef may be used to set individual elements
${c}_{i}$ of the linear objective.
This will typically be used for Linear Programming (LP)
Second-order Cone Programming (SOCP)
linear Semidefinite Programming problems (SDP)
or SDP with bilinear matrix inequalities (BMI-SDP) where the objective function has only linear terms. See
Section 3.1 in the
E04 Chapter Introduction for more details about the NAG optimization modelling suite.
None.
If on entry
${\mathbf{ifail}}=0$ or
$\mathrm{-1}$, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Not applicable.
Internal changes have been made to this routine as follows:
- At Mark 27.1: Previously, it was not possible to modify the objective function once it was set or to edit the model once a solver had been called. These limitations have been removed and the associated error codes were removed.
For details of all known issues which have been reported for the NAG Library please refer to the
Known Issues.
See
e04raf for links to all the examples in the suite.