# NAG FL 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.

Routine
Mark of
Introduction

Purpose
e04aba 20 nagf_opt_one_var_func
Minimizes a function of one variable, using function values only
e04abf 6 nagf_opt_one_var_func_old
Minimizes a function of one variable, using function values only
e04bba 20 nagf_opt_one_var_deriv
Minimum, function of one variable, using first derivative
e04bbf 6 nagf_opt_one_var_deriv_old
Minimum, function of one variable, using first derivative
e04cbf 22 nagf_opt_uncon_simplex
Unconstrained minimum, Nelder–Mead simplex algorithm, using function values only
e04fcf 7 nagf_opt_lsq_uncon_mod_func_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (comprehensive)
e04fff 26.1 nagf_opt_handle_solve_dfls
Derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04fgf 27 nagf_opt_handle_solve_dfls_rcomm
Reverse communication derivative-free (DFO) solver for a nonlinear least squares objective function with bounded variables
e04fyf 18 nagf_opt_lsq_uncon_mod_func_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using function values only (easy-to-use)
e04gdf 7 nagf_opt_lsq_uncon_mod_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (comprehensive)
e04ggf 27.1 nagf_opt_handle_solve_bxnl
Bound constrained nonlinear least squares, comprehensive trust-region algorithm using first (and second) derivatives
e04gnf 28.3 (Experimental) nagf_opt_handle_solve_nldf
General nonlinear data-fitting with constraints, differentiable and non-differentiable loss functions with regularization, using first derivatives
e04gzf 18 nagf_opt_lsq_uncon_mod_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using first derivatives (easy-to-use)
e04hcf 6 nagf_opt_check_deriv
Check user's routine for calculating first derivatives of function
e04hdf 6 nagf_opt_check_deriv2
Check user's routine for calculating second derivatives of function
e04hef 7 nagf_opt_lsq_uncon_mod_deriv2_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
e04hyf 18 nagf_opt_lsq_uncon_mod_deriv2_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
e04jdf 27 nagf_opt_handle_solve_dfno
Direct communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
e04jef 27 nagf_opt_handle_solve_dfno_rcomm
Reverse communication derivative-free (DFO) solver for a nonlinear objective function with bounded variables
e04jyf 18 nagf_opt_bounds_quasi_func_easy
Bound constrained minimum, quasi-Newton algorithm, using function values only (easy-to-use)
e04kdf 6 nagf_opt_bounds_mod_deriv_comp
Bound constrained minimum, modified Newton algorithm, using first derivatives (comprehensive)
e04kff 27 nagf_opt_handle_solve_bounds_foas
First-order active-set method for box constrained nonlinear optimization with low memory requirements
e04kyf 18 nagf_opt_bounds_quasi_deriv_easy
Bound constrained minimum, quasi-Newton algorithm, using first derivatives (easy-to-use)
e04kzf 18 nagf_opt_bounds_mod_deriv_easy
Bound constrained minimum, modified Newton algorithm, using first derivatives (easy-to-use)
e04lbf 6 nagf_opt_bounds_mod_deriv2_comp
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (comprehensive)
e04lyf 18 nagf_opt_bounds_mod_deriv2_easy
Bound constrained minimum, modified Newton algorithm, using first and second derivatives (easy-to-use)
e04mfa 20 nagf_opt_lp_solve
Linear programming (LP), dense, active-set method
e04mff 16 nagf_opt_lp_solve_old
Linear programming (LP), dense, active-set method
e04mga 20 nagf_opt_lp_option_file
Supply optional parameter values for e04mff/​e04mfa from external file
e04mgf 16 nagf_opt_lp_option_file_old
Supply optional parameter values for e04mff/​e04mfa from external file
e04mha 20 nagf_opt_lp_option_string
Supply optional parameter values to e04mff/​e04mfa from a character string
e04mhf 16 nagf_opt_lp_option_string_old
Supply optional parameter values to e04mff/​e04mfa from a character string
e04mtf 26.1 nagf_opt_handle_solve_lp_ipm
Linear programming (LP), sparse, interior point method (IPM)
e04mwf 26 nagf_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
e04nca 20 nagf_opt_lsq_lincon_solve
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
e04ncf 12 nagf_opt_lsq_lincon_solve_old
Linear programming (LP) convex quadratic programming (QP) or linearly-constrained linear least squares problem, dense
e04nda 20 nagf_opt_lsq_lincon_option_file
Supply optional parameter values for e04ncf/​e04nca from external file
e04ndf 12 nagf_opt_lsq_lincon_option_file_old
Supply optional parameter values for e04ncf/​e04nca from external file
e04nea 20 nagf_opt_lsq_lincon_option_string
Supply optional parameter values to e04ncf/​e04nca from a character string
e04nef 12 nagf_opt_lsq_lincon_option_string_old
Supply optional parameter values to e04ncf/​e04nca from a character string
e04nfa 20 nagf_opt_qp_dense_solve
General (possibly non-convex) quadratic programming (QP), dense, active-set method
e04nff 16 nagf_opt_qp_dense_solve_old
General (possibly non-convex) quadratic programming (QP), dense, active-set method
e04nga 20 nagf_opt_qp_dense_option_file
Supply optional parameter values for e04nff/​e04nfa from external file
e04ngf 16 nagf_opt_qp_dense_option_file_old
Supply optional parameter values for e04nff/​e04nfa from external file
e04nha 20 nagf_opt_qp_dense_option_string
Supply optional parameter values to e04nff/​e04nfa from a character string
e04nhf 16 nagf_opt_qp_dense_option_string_old
Supply optional parameter values to e04nff/​e04nfa from a character string
e04nka 20 nagf_opt_qpconvex1_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
e04nkf 18 nagf_opt_qpconvex1_sparse_solve_old
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method
e04nla 20 nagf_opt_qpconvex1_sparse_option_file
Supply optional parameter values for e04nkf/​e04nka from external file
e04nlf 18 nagf_opt_qpconvex1_sparse_option_file_old
Supply optional parameter values for e04nkf/​e04nka from external file
e04nma 20 nagf_opt_qpconvex1_sparse_option_string
Supply optional parameter values to e04nkf/​e04nka from a character string
e04nmf 18 nagf_opt_qpconvex1_sparse_option_string_old
Supply optional parameter values to e04nkf/​e04nka from a character string
e04npf 21 nagf_opt_qpconvex2_sparse_init
Initialization routine for e04nqf
e04nqf 21 nagf_opt_qpconvex2_sparse_solve
Linear programming (LP) or convex quadratic programming (QP), sparse, active-set method, recommended
e04nrf 21 nagf_opt_qpconvex2_sparse_option_file
Supply optional parameter values for e04nqf from external file
e04nsf 21 nagf_opt_qpconvex2_sparse_option_string
Set a single option for e04nqf from a character string
e04ntf 21 nagf_opt_qpconvex2_sparse_option_integer_set
Set a single option for e04nqf from an integer argument
e04nuf 21 nagf_opt_qpconvex2_sparse_option_double_set
Set a single option for e04nqf from a real argument
e04nxf 21 nagf_opt_qpconvex2_sparse_option_integer_get
Get the setting of an integer valued option of e04nqf
e04nyf 21 nagf_opt_qpconvex2_sparse_option_double_get
Get the setting of a real valued option of e04nqf
e04pcf 24 nagf_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
e04ptf 27 nagf_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)
e04raf 26 nagf_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)
e04rbf 27 nagf_opt_handle_set_group
Define a set of variables which form a second-order cone to a problem initialized by e04raf
e04rcf 27.1 nagf_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
e04ref 26 nagf_opt_handle_set_linobj
Define a linear objective function to a problem initialized by e04raf
Define a linear or a quadratic objective function to a problem initialized by e04raf
e04rgf 26 nagf_opt_handle_set_nlnobj
Define a nonlinear objective function to a problem initialized by e04raf
e04rhf 26 nagf_opt_handle_set_simplebounds
Define bounds of variables of a problem initialized by e04raf
e04rjf 26 nagf_opt_handle_set_linconstr
Define a block of linear constraints to a problem initialized by e04raf
e04rkf 26 nagf_opt_handle_set_nlnconstr
Define a block of nonlinear constraints to a problem initialized by e04raf
e04rlf 26 nagf_opt_handle_set_nlnhess
Define a structure of Hessian of the objective, constraints or the Lagrangian to a problem initialized by e04raf
e04rmf 26.1 nagf_opt_handle_set_nlnls
Define nonlinear residual functions for a nonlinear least squares or data fitting problem initialized by e04raf
e04rnf 26 nagf_opt_handle_set_linmatineq
Add one or more linear matrix inequality constraints to a problem initialized by e04raf
Define bilinear matrix terms to a problem initialized by e04raf
e04rsf 27.1 nagf_opt_handle_set_qconstr
Add quadratic objective function or constraint using full quadratic coefficient matrix to a problem initialized by e04raf
e04rtf 27.1 nagf_opt_handle_set_qconstr_fac
Add quadratic objective function or constraint using factor of quadratic coefficient matrix to a problem initialized by e04raf
e04rwf 27.1 nagf_opt_handle_set_get_integer
Retrieve or write a piece of integer information in a problem handle initialized by e04raf
e04rxf 26.1 nagf_opt_handle_set_get_real
Retrieve or write a piece of real information in a problem handle initialized by e04raf
e04ryf 26 nagf_opt_handle_print
Print information about a problem handle initialized by e04raf
e04rzf 26 nagf_opt_handle_free
Destroy the problem handle initialized by e04raf 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
e04srf 28.3 (Experimental) nagf_opt_handle_solve_ssqp
Active-set sequential quadratic programming (SQP) method for sparse nonlinear programming (NLP) problems
e04stf 26 nagf_opt_handle_solve_ipopt
Interior point method (IPM) for sparse nonlinear programming (NLP) problems
e04svf 26 nagf_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 e04raf
e04tbf 27.1 nagf_opt_handle_enable
Enable components of the model which were previously disabled by e04tcf
e04tcf 27.1 nagf_opt_handle_disable
Disable components in the problem initialized by e04raf
e04tdf 27.1 nagf_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 e04raf
e04tef 27.1 nagf_opt_handle_set_linobj_coeff
Set or modify a single coefficient in the linear objective function of a problem initialized by e04raf
e04tjf 27.1 nagf_opt_handle_set_linconstr_coeff
Set or modify a single coefficient in a linear constraint of a problem initialized by e04raf
e04uca 20 nagf_opt_nlp1_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
e04ucf 12 nagf_opt_nlp1_solve_old
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives, recommended
e04uda 20 nagf_opt_nlp1_option_file
Supply optional parameter values for e04ucf/​e04uca or e04uff/​e04ufa from external file
e04udf 12 nagf_opt_nlp1_option_file_old
Supply optional parameter values for e04ucf/​e04uca or e04uff/​e04ufa from external file
e04uea 20 nagf_opt_nlp1_option_string
Supply optional parameter values to e04ucf/​e04uca or e04uff/​e04ufa from a character string
e04uef 12 nagf_opt_nlp1_option_string_old
Supply optional parameter values to e04ucf/​e04uca or e04uff/​e04ufa from a character string
e04ufa 20 nagf_opt_nlp1_rcomm
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
e04uff 18 nagf_opt_nlp1_rcomm_old
Nonlinear programming (NLP), dense, active-set, SQP method, using function values and optionally first derivatives (reverse communication, comprehensive)
e04uqa 20 nagf_opt_lsq_gencon_deriv_option_file
Supply optional parameter values for e04usf/​e04usa from external file
e04uqf 14 nagf_opt_lsq_gencon_deriv_option_file_old
Supply optional parameter values for e04usf/​e04usa from external file
e04ura 20 nagf_opt_lsq_gencon_deriv_option_string
Supply optional parameter values to e04usf/​e04usa from a character string
e04urf 14 nagf_opt_lsq_gencon_deriv_option_string_old
Supply optional parameter values to e04usf/​e04usa from a character string
e04usa 20 nagf_opt_lsq_gencon_deriv
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
e04usf 14 nagf_opt_lsq_gencon_deriv_old
Minimum of a sum of squares, nonlinear constraints, dense, active-set SQP method, using function values and optionally first derivatives
e04wbf 20 nagf_opt_nlp1_init
Initialization routine for e04dga, e04mfa, e04nca, e04nfa, e04nka, e04uca, e04ufa and e04usa
e04wcf 21 nagf_opt_nlp2_init
Initialization routine for e04wdf
e04wdf 21 nagf_opt_nlp2_solve
Nonlinear programming (NLP), dense, active-set SQP method, using function values and optionally first derivatives
e04wef 21 nagf_opt_nlp2_option_file
Supply optional parameter values for e04wdf from external file
e04wff 21 nagf_opt_nlp2_option_string
Set a single option for e04wdf from a character string
e04wgf 21 nagf_opt_nlp2_option_integer_set
Set a single option for e04wdf from an integer argument
e04whf 21 nagf_opt_nlp2_option_double_set
Set a single option for e04wdf from a real argument
e04wkf 21 nagf_opt_nlp2_option_integer_get
Get the setting of an integer valued option of e04wdf
e04wlf 21 nagf_opt_nlp2_option_double_get
Get the setting of a real valued option of e04wdf
e04xaa 20 nagf_opt_estimate_deriv
Estimate (using numerical differentiation) gradient and/or Hessian of a function
e04xaf 12 nagf_opt_estimate_deriv_old
Estimate (using numerical differentiation) gradient and/or Hessian of a function
e04yaf 7 nagf_opt_lsq_check_deriv
Check user's routine for calculating Jacobian of first derivatives
e04ybf 7 nagf_opt_lsq_check_hessian
Check user's routine for calculating Hessian of a sum of squares
e04ycf 11 nagf_opt_lsq_uncon_covariance
Covariance matrix for nonlinear least squares problem (unconstrained)
e04zmf 26 nagf_opt_handle_opt_set
Option setting routine for the solvers from the NAG optimization modelling suite
e04znf 26 nagf_opt_handle_opt_get
Option getting routine for the solvers from the NAG optimization modelling suite
e04zpf 26 nagf_opt_handle_opt_set_file
Option setting routine for the solvers from the NAG optimization modelling suite from external file
e04dga 20
(Deprecated)
nagf_opt_uncon_conjgrd_comp
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
e04dgf 12
(Deprecated)
nagf_opt_uncon_conjgrd_comp_old
Unconstrained minimum, preconditioned conjugate gradient algorithm, using first derivatives (comprehensive)
e04dja 20
(Deprecated)
nagf_opt_uncon_conjgrd_option_file
Supply optional parameter values for e04dgf/​e04dga from external file
e04djf 12
(Deprecated)
nagf_opt_uncon_conjgrd_option_file_old
Supply optional parameter values for e04dgf/​e04dga from external file
e04dka 20
(Deprecated)
nagf_opt_uncon_conjgrd_option_string
Supply optional parameter values to e04dgf/​e04dga from a character string
e04dkf 12
(Deprecated)
nagf_opt_uncon_conjgrd_option_string_old
Supply optional parameter values to e04dgf/​e04dga from a character string
e04gbf 7
(Deprecated)
nagf_opt_lsq_uncon_quasi_deriv_comp
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (comprehensive)
e04gyf 18
(Deprecated)
nagf_opt_lsq_uncon_quasi_deriv_easy
Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
e04jcf 23
(Deprecated)
nagf_opt_bounds_bobyqa_func
Bound constrained minimum, model-based algorithm, using function values only
e04mzf 18
(Deprecated)
nagf_opt_qpconvex1_sparse_mps
Read MPS data file defining LP or QP problem, deprecated
e04uga 20
(Deprecated)
nagf_opt_nlp1_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
e04ugf 19
(Deprecated)
nagf_opt_nlp1_sparse_solve_old
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives
e04uha 20
(Deprecated)
nagf_opt_nlp1_sparse_option_file
Supply optional parameter values for e04ugf/​e04uga from external file
e04uhf 19
(Deprecated)
nagf_opt_nlp1_sparse_option_file_old
Supply optional parameter values for e04ugf/​e04uga from external file
e04uja 20
(Deprecated)
nagf_opt_nlp1_sparse_option_string
Supply optional parameter values to e04ugf/​e04uga from a character string
e04ujf 19
(Deprecated)
nagf_opt_nlp1_sparse_option_string_old
Supply optional parameter values to e04ugf/​e04uga from a character string
e04vgf 21
(Deprecated)
nagf_opt_nlp2_sparse_init
Initialization routine for e04vhf
e04vhf 21
(Deprecated)
nagf_opt_nlp2_sparse_solve
Nonlinear programming (NLP), sparse, active-set SQP method, using function values and optionally first derivatives, recommended
e04vjf 21
(Deprecated)
nagf_opt_nlp2_sparse_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for e04vhf
e04vkf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_file
Supply optional parameter values for e04vhf from external file
e04vlf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_string
Set a single option for e04vhf from a character string
e04vmf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_integer_set
Set a single option for e04vhf from an integer argument
e04vnf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_double_set
Set a single option for e04vhf from a real argument
e04vrf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_integer_get
Get the setting of an integer valued option of e04vhf
e04vsf 21
(Deprecated)
nagf_opt_nlp2_sparse_option_double_get
Get the setting of a real valued option of e04vhf