NAG CL Interface
e04rxc (handle_​set_​get_​real)

Settings help

CL Name Style:

1 Purpose

e04rxc is a part of the NAG optimization modelling suite. It allows a piece of real information to be read from or written 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

#include <nag.h>
void  e04rxc (void *handle, const char *cmdstr, Integer ioflag, Integer *lrarr, double rarr[], NagError *fail)
The function may be called by the names: e04rxc or nag_opt_handle_set_get_real.

3 Description

e04rxc adds an additional means of communication to functions 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, linear, quadratic and nonlinear constraints).
Dual Cone Variables or UC
The current value of the dual cone variables (Lagrangian multipliers for quadratic cone constraints).
Dual Matrix Variables or UA
The current value of the dual matrix variables (Lagrangian multipliers for matrix inequality constraints).
Residual Weights or RW
Array of residual weights.
Covariance Matrix or COV
Covariance matrix of the primal variables.
Hessian Matrix or HES
The current value of the Hessian matrix.
Variance or VAR
Variance for the primal variables.
MCS List or MCSL
Used to provide a custom initialization list for the solver e05kbc.
Slack or SLK
Slack variables.
The functionality is supported by all solvers within the NAG optimization modelling suite for the retrieval of their final solutions. e04rxc, moreover, can also be used by a selection of the solvers in the NAG Library, such as, e04mtc and e04ptc for the retrieval of the approximate solutions within the monitoring step. See the documentation of the individual solvers. In addition, you can retrieve solutions from a specific solver by adding the solver name after the available cmdstr mentioned above, e.g., keywords X e04mt or X handle_solve_lp_ipm return the value of primal variables only from the linear programming solver e04mtc. This is useful when a problem is solved by several different solvers. See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References


5 Arguments

1: handle void * Input
On entry: the handle to the problem. It needs to be initialized by e04rac and must not be changed between calls to the NAG optimization modelling suite.
2: cmdstr const char * 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', 'Dual Matrix Variables', 'Residual Weights', 'Covariance Matrix', 'Hessian Matrix', 'Variance', 'Slack', 'X', 'U', 'UC', 'UA', 'RW', 'COV', 'HES', 'VAR', or ​ 'SLK' .
3: ioflag Integer Input
On entry: indicates the direction of the communication.
e04rxc 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 e04rxc returns fail.code= NE_DIM_MATCH).
5: rarr[lrarr] double 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: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
On entry, lrarr=value, expected value=value.
Constraint: lrarr must match the size of the data identified in cmdstr.
The supplied handle does not define a valid handle to the data structure for the NAG optimization modelling suite. It has not been properly initialized or it has been corrupted.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL 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 CL Interface for further information.
The request cannot be processed at this phase.
The requested information is not available.
Reading mode is not supported for the given cmdstr.
The provided cmdstr is not recognised.
Writing mode is not supported for the given cmdstr.

7 Accuracy

Not applicable.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
e04rxc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
e04rxc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments


10 Example

This example demonstrates how to use e04rxc to extract the current approximation of the solution when the monitoring function monit is called during the solve by e04mtc.
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 e04mtc, if the three convergence measures are below an acceptable threshold, the approximate solution is extracted with e04rxc and printed on the standard output.

10.1 Program Text

Program Text (e04rxce.c)

10.2 Program Data

Program Data (e04rxce.d)

10.3 Program Results

Program Results (e04rxce.r)