After the
handle has been initialized (e.g.,
handle_init has been called),
handle_set_linobj may be used to define the objective function of the problem as a linear function
using a dense vector
. If the objective function has already been defined, it will be overwritten. If
,
any existing objective function is removed, no new one is added and the problem will be solved as a feasible point problem.
It is recommended to use
handle_set_quadobj if the vector
is sparse.
e04tef (no CPP interface) may be used to set individual elements
of the linear objective.
This will typically be used for Linear Programming (LP)
Second-order Cone Programming (SOCP)
linear Semidefinite Programming problems (SDP)
or SDP with bilinear matrix inequalities (BMI-SDP) where the objective function has only linear terms. See
Section 3.1 in the
E04 Chapter Introduction for more details about the NAG optimization modelling suite.
None.
All errors and warnings have an associated numeric error code field,
errorid, stored either as a member of the thrown exception object (see
errorid), or as a member of
opt.
ifail, depending on how errors
and warnings are being handled (see
Error Handling for more details).
Not applicable.
Please see the description for the underlying computational routine in this section of the
FL Interface documentation.
Examples of the use of this method may be found in the examples for:
handle_set_group and
handle_solve_ipopt.