NAG AD Library
e04ra (handle_init)

e04ra is the AD Library version of the primal routine e04raf. Based (in the C++ interface) on overload resolution, e04ra can be used for primal, tangent and adjoint evaluation. It supports tangents and adjoints of first order.

2 Specification

Fortran Interface

Subroutine e04ra_AD_f (

handle, nvar, ifail)

Integer, Intent (In)	::	nvar
Integer, Intent (Inout)	::	ifail
Type (c_ptr), Intent (Inout)	::	ad_handle
Type (c_ptr), Intent (Out)	::	handle

Corresponding to the overloaded C++ function, the Fortran interface provides five routines with names reflecting the type used for active real arguments. The actual subroutine and type names are formed by replacing AD and ADTYPE in the above as follows:

when ADTYPE is	Real(kind=nag_wp)	then AD is p0w
when ADTYPE is	Type(nagad_a1w_w_rtype)	then AD is a1w
when ADTYPE is	Type(nagad_t1w_w_rtype)	then AD is t1w

C++ Interface

#include <dco.hpp>
#include <nagad.h>
namespace nag {
namespace ad {

void e04ra (

handle_t &ad_handle, void *handle, const Integer &nvar, Integer &ifail)

}
}

The function is overloaded on ADTYPE which represents the type of active arguments. ADTYPE may be any of the following types:
double,
dco::ga1s<double>::type,
dco::gt1s<double>::type

Note: this function can be used with AD tools other than dco/c++. For details, please contact NAG.

3 Description

e04ra is the AD Library version of the primal routine e04raf.

e04raf initializes a data structure for the NAG optimization modelling suite for problems such as, Linear Programming (LP), Quadratic Programming (QP), Nonlinear Programming (NLP), Least Squares (LSQ) problems, Second-order Cone Programming (SOCP), linear Semidefinite Programming (SDP) and Semidefinite Programming with Bilinear Matrix Inequalities (BMI-SDP). For further information see Section 3 in the documentation for e04raf.

4 References

5 Arguments

In addition to the arguments present in the interface of the primal routine, e04ra includes some arguments specific to AD.

A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine. A tooltip popup for all arguments can be found by hovering over the argument name in Section 2 and in this section.

1: ad_handle – nag::ad::handle_t Input/Output: On entry: a configuration object that holds information on the differentiation strategy. Details on setting the AD strategy are described in AD handle object in the NAG AD Library Introduction.
2: handle – Type(c_ptr) Output
3: nvar – Integer Input
4: ifail – Integer Input/Output

6 Error Indicators and Warnings

e04ra preserves all error codes from e04raf and in addition can return:

$ifail = - 89$: An unexpected AD error has been triggered by this routine. Please contact NAG.
See Error Handling in the NAG AD Library Introduction for further information.

$ifail = - 199$: The routine was called using a strategy that has not yet been implemented.
See AD Strategies in the NAG AD Library Introduction for further information.