NAG Library News, Mark 29.3 (November 2023)

At Mark 29.3, the NAG Library consists of four main interface sets: the NAG FL Interface, the NAG CL Interface, NAG CPP Interface and the NAG AD Library Interfaces. The NAG FL Interface now consists of 1952 user-callable routines while the NAG CL Interface now consists of 1666 routines.

All of these routines are fully documented and 1 is new since Mark 29.2. See Section 2 for the full list of new routines.

Chapter H has a new routine to solve Mixed Integer Linear Programming (MILP) problems. It is the latest addition to the NAG optimization modelling suite, which offers great flexibility in problem modelling and maintenance. The solver is based on a branch-and-price method and implements a selection of advanced MILP techniques such as cut generation and heuristics. h02bkf is a modern replacement for the routine h02bbf and a significant performance increase is expected for large-scale problems.

Chapter E04 includes a performance update to the Second-order Cone Programming (SOCP) solver, e04ptf, which is particularly effective for Quadratically Constrained Quadratic Programming (QCQP) problems. This update is realised by an internal change to the default settings of the solver that now adopts a new matrix factorization method.

The News document for the previous release, Mark 29.2, is available on the NAG website.

The NAG AD Library routine documents currently available are listed in the AD Library Contents and there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG AD Library routine document, and vice versa.

Since Mark 27.1, all NAG AD Library numerical routines have variants for computing adjoints, tangent linear derivatives or the purely primal computation using consistent interfaces.

Since Mark 27.1, C++ interfaces for a subset of NAG Library are also provided in the NAG CPP Interface. The currently available interfaces are listed in the CPP Interface Contents.

The lists in this section refer and link to the NAG FL Interface. In these lists there is a one-to-one correspondence between the NAG FL Interface and the NAG CL Interface; and, there is a direct hyperlink from the NAG FL Interface routine document to its corresponding NAG CL Interface routine document.

The following routines have been significantly updated or enhanced at Mark 29.3 and details are available in each routine document.

For details of all known issues which have been reported for the NAG Library please refer to the Known Issues lists for the Library FL Interface and CL Interface.

At this Mark, the following routines have been withdrawn or are scheduled for withdrawal from the NAG Library, or have been deprecated. For withdrawn routines, warning of their withdrawal has been included in the NAG Library Manual since Mark 27, together with advice on which routines to use instead.

Please note that unless a Mark of Withdrawal is shown below, the routine will continue to form part of the Library but you are advised to stop using the deprecated routines and to use the recommended replacement routines instead.

Please see the chapter introduction documents and the ‘FL Interface Replacement Calls Advice’ (or the CL version ‘CL Interface Replacement Calls Advice’) for more detailed guidance, including advice on how to change a call to the deprecated routine into a call to its recommended replacement, or use the links provided in the following table.