After the
handle has been initialized (e.g.,
e04raf has been called),
e04rsf may be used to edit a model by adding or replacing a quadratic objective function or constraint of the form
and
respectively. If a factor
of
such that
is available,
e04rtf should be called instead.
The matrix
is a sparse symmetric
matrix. Typically
e04rsf would be used together with Second-order Cone Programming (SOCP) solver
e04ptf if
is positive semidefinite which implies the problem is convex. Otherwise, if the problem is nonconvex, a general nonlinear optimization solver (such as
e04stf) may be used. It is also acceptable if
is a zero matrix, in which case the corresponding objective function or constraint becomes linear. Note that it is possible to temporarily disable and enable individual constraints in the model by
e04tcf and
e04tbf, respectively. See
Section 3.1 in the
E04 Chapter Introduction for more details about the NAG optimization modelling suite.
None.
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
Not applicable.
Background information to multithreading can be found in the
Multithreading documentation.
None.
This example demonstrates how to define and solve a convex quadratically constrained quadratic programming problem via SOCP. See also
e04rtf where the quadratic term is defined by its factor.
This example solves a quadratically constrained quadratic programming problem
where
and
.
The optimal solution (to five significant figures) is
and the objective function value is
.