# NAG CL InterfaceE04 (Opt)Minimizing or Maximizing a Function

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E04 (Opt) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
e04abc 5 nag_opt_one_var_func
Minimizes a function of one variable, using function values only
e04bbc 5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04cbc 9 nag_opt_uncon_simplex
Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
e04fcc 2 nag_opt_lsq_uncon_mod_func_comp
Unconstrained nonlinear least squares (no derivatives required)
e04ffc 26.1 nag_opt_handle_solve_dfls
Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04fgc 27 nag_opt_handle_solve_dfls_rcomm
Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04ggc 27.1 nag_opt_handle_solve_bxnl
Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives
e04gnc 28.3 (Experimental) nag_opt_handle_solve_nldf
General nonlinear data-fitting with constraints, differentiable and non-differentiable loss functions with regularization, using first derivatives
e04hcc 2 nag_opt_check_deriv
Derivative checker
e04hdc 5 nag_opt_check_deriv2
Checks second derivatives of a user-defined function
e04jdc 27 nag_opt_handle_solve_dfno
Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
e04jec 27 nag_opt_handle_solve_dfno_rcomm
Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
e04kbc 2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04kfc 27 nag_opt_handle_solve_bounds_foas
First-order active-set method for box constrained nonlinear optimization with low memory requirements
e04lbc 5 nag_opt_bounds_mod_deriv2_comp
Solves bound constrained problems (first and second derivatives required)
e04mfc 2 nag_opt_lp_solve
Linear programming
e04mtc 26.1 nag_opt_handle_solve_lp_ipm
Linear programming (LP), sparse, interior point method (IPM)
e04mwc 26 nag_opt_miqp_mps_write
Write MPS data file defining LP, QP, MILP or MIQP problem
Read MPS data file defining LP, QP, MILP or MIQP problem
e04myc 5 nag_opt_sparse_mps_free
Free memory allocated by e04mzc
e04mzc 5 nag_opt_qpconvex1_sparse_mps
Read MPSX data for sparse LP or QP problem from a file
e04ncc 5 nag_opt_lsq_lincon_solve
Solves linear least squares and convex quadratic programming problems (non-sparse)
e04nfc 2 nag_opt_qp_dense_solve
e04nkc 5 nag_opt_qpconvex1_sparse_solve
Solves sparse linear programming or convex quadratic programming problems
e04npc 8 nag_opt_qpconvex2_sparse_init
Initialization function for e04nqc
e04nqc 8 nag_opt_qpconvex2_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
e04nrc 8 nag_opt_qpconvex2_sparse_option_file
Supply optional parameter values for e04nqc from external file
e04nsc 8 nag_opt_qpconvex2_sparse_option_string
Set a single option for e04nqc from a character string
e04ntc 8 nag_opt_qpconvex2_sparse_option_integer_set
Set a single option for e04nqc from an integer argument
e04nuc 8 nag_opt_qpconvex2_sparse_option_double_set
Set a single option for e04nqc from a real argument
e04nxc 8 nag_opt_qpconvex2_sparse_option_integer_get
Get the setting of an integer valued option of e04nqc
e04nyc 8 nag_opt_qpconvex2_sparse_option_double_get
Get the setting of a real valued option of e04nqc
e04pcc 24 nag_opt_bnd_lin_lsq
Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
e04ptc 27 nag_opt_handle_solve_socp_ipm
Solve Second-order Cone Programming (SOCP) and other convex related problems, such as, quadratically constrained quadratic programming (QCQP), quadratic programming (QP), sparse, interior point method (IPM)
e04rac 26 nag_opt_handle_init
Initialization of a handle for the NAG optimization modelling suite for problems, such as, linear programming (LP), quadratic programming (QP), nonlinear programming (NLP), least squares (LSQ) problems, linear semidefinite programming (SDP) or SDP with bilinear matrix inequalities (BMI-SDP)
e04rbc 27 nag_opt_handle_set_group
Define a set of variables which form a second-order cone to a problem initialized by e04rac
e04rcc 27.1 nag_opt_handle_set_property
Set a property for a set of variables, such as integrality
A reader of sparse SDPA data files for linear SDP problems
e04rec 26 nag_opt_handle_set_linobj
Define a linear objective function to a problem initialized by e04rac
Define a linear or a quadratic objective function to a problem initialized by e04rac
e04rgc 26 nag_opt_handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by e04rac
e04rhc 26 nag_opt_handle_set_simplebounds
Define bounds of variables of a problem initialized by e04rac
e04rjc 26 nag_opt_handle_set_linconstr
Define a block of linear constraints to a problem initialized by e04rac
e04rkc 26 nag_opt_handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by e04rac
e04rlc 26 nag_opt_handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by e04rac
e04rmc 26.1 nag_opt_handle_set_nlnls
Define nonlinear residual functions for a nonlinear least squares or data fitting problem initialized by e04rac
e04rnc 26 nag_opt_handle_set_linmatineq
Add one or more linear matrix inequality constraints to a problem initialized by e04rac
Define bilinear matrix terms to a problem initialized by e04rac
e04rsc 27.1 nag_opt_handle_set_qconstr
Add quadratic objective function or constraint using full quadratic coefficient matrix to a problem initialized by e04rac
e04rtc 27.1 nag_opt_handle_set_qconstr_fac
Add quadratic objective function or constraint using factor of quadratic coefficient matrix to a problem initialized by e04rac
e04rwc 27.1 nag_opt_handle_set_get_integer
Retrieve or write a piece of integer information in a problem handle initialized by e04rac
e04rxc 26.1 nag_opt_handle_set_get_real
Retrieve or write a piece of real information in a problem handle initialized by e04rac
e04ryc 26 nag_opt_handle_print
Print information about a problem handle initialized by e04rac
e04rzc 26 nag_opt_handle_free
Destroy the problem handle initialized by e04rac and deallocate all the memory used
Load a problem from a file to a new handle for the NAG optimization modelling suite; supported formats: extended MPS, SDPA
e04src 28.3 (Experimental) nag_opt_handle_solve_ssqp
Active-set sequential quadratic programming (SQP) method for sparse nonlinear programming (NLP) problems
e04stc 26 nag_opt_handle_solve_ipopt
Interior point method (IPM) for sparse nonlinear programming (NLP) problems
e04svc 26 nag_opt_handle_solve_pennon
Solver for semidefinite programming (SDP) problems and SDP with bilinear matrix inequalities (BMI)
Add new variables to a problem initialized by e04rac
e04tbc 27.1 nag_opt_handle_enable
Enable components of the model which were previously disabled by e04tcc
e04tcc 27.1 nag_opt_handle_disable
Disable components in the problem initialized by e04rac
e04tdc 27.1 nag_opt_handle_set_bound
Set or modify a bound for an existing constraint (a simple bound, a linear or nonlinear constraint) of a problem initialized by e04rac
e04tec 27.1 nag_opt_handle_set_linobj_coeff
Set or modify a single coefficient in the linear objective function of a problem initialized by e04rac
e04tjc 27.1 nag_opt_handle_set_linconstr_coeff
Set or modify a single coefficient in a linear constraint of a problem initialized by e04rac
e04ucc 4 nag_opt_nlp1_solve
Minimization with nonlinear constraints using a sequential QP method
e04udc 23 nag_opt_nlp1_option_file
Supply optional parameter values for e04ucc or e04ufc from external file
e04uec 23 nag_opt_nlp1_option_string
Supply optional parameter values to e04ucc or e04ufc from a character string
e04ufc 23 nag_opt_nlp1_rcomm
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
e04unc 5 nag_opt_nlin_lsq
Solves nonlinear least squares problems using the sequential QP method
e04wbc 23 nag_opt_nlp1_init
Initialization function for e04ufc
e04wcc 8 nag_opt_nlp2_init
Initialization function for e04wdc
e04wdc 8 nag_opt_nlp2_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
e04wec 8 nag_opt_nlp2_option_file
Supply optional parameter values for e04wdc from external file
e04wfc 8 nag_opt_nlp2_option_string
Set a single option for e04wdc from a character string
e04wgc 8 nag_opt_nlp2_option_integer_set
Set a single option for e04wdc from an integer argument
e04whc 8 nag_opt_nlp2_option_double_set
Set a single option for e04wdc from a real argument
e04wkc 8 nag_opt_nlp2_option_integer_get
Get the setting of an integer valued option of e04wdc
e04wlc 8 nag_opt_nlp2_option_double_get
Get the setting of a real valued option of e04wdc
e04xac 5 nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix
e04xxc 2 nag_opt_init
Initialization function for option setting
Read options from a text file
e04xzc 2 nag_opt_free
Memory freeing function for use with option setting
e04ycc 2 nag_opt_lsq_uncon_covariance
Covariance matrix for nonlinear least squares
e04zmc 26 nag_opt_handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
e04znc 26 nag_opt_handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite
e04zpc 26 nag_opt_handle_opt_set_file
Option setting routine for the solvers from the NAG optimization modelling suite from external file
e04dgc 2
(Deprecated)
nag_opt_uncon_conjgrd_comp
e04gbc 2
(Deprecated)
nag_opt_lsq_uncon_quasi_deriv_comp
Unconstrained nonlinear least squares (first derivatives required)
e04jcc 23
(Deprecated)
nag_opt_bounds_bobyqa_func
Bound constrained minimum, model-based algorithm, using function values only
e04ugc 6
(Deprecated)
nag_opt_nlp1_sparse_solve
NLP problem (sparse)
e04vgc 8
(Deprecated)
nag_opt_nlp2_sparse_init
Initialization function for e04vhc
e04vhc 8
(Deprecated)
nag_opt_nlp2_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
e04vjc 8
(Deprecated)
nag_opt_nlp2_sparse_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for e04vhc
e04vkc 8
(Deprecated)
nag_opt_nlp2_sparse_option_file
Supply optional parameter values for e04vhc from external file
e04vlc 8
(Deprecated)
nag_opt_nlp2_sparse_option_string
Set a single option for e04vhc from a character string
e04vmc 8
(Deprecated)
nag_opt_nlp2_sparse_option_integer_set
Set a single option for e04vhc from an integer argument
e04vnc 8
(Deprecated)
nag_opt_nlp2_sparse_option_double_set
Set a single option for e04vhc from a real argument
e04vrc 8
(Deprecated)
nag_opt_nlp2_sparse_option_integer_get
Get the setting of an integer valued option of e04vhc
e04vsc 8
(Deprecated)
nag_opt_nlp2_sparse_option_double_get
Get the setting of a real valued option of e04vhc
e04yac 2
(Deprecated)
nag_opt_lsq_check_deriv
Least squares derivative checker for use with e04gbc