NAG Library News, Mark 30.2 (September 2024)

At Mark 30.2, 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 1951 user-callable routines while the NAG CL Interface now consists of 1662 routines.

All of these routines are fully documented and 1 is new since Mark 30.1. See Section 2 for the full list of new routines.

Chapter E04 has a new Linear Programming (LP) solver based on simplex method, e04mkf. It serves as a complement to the interior point method solver e04mtf and offers significant speed-ups for certain problems. This modern solver features warm start functionality which is particularly useful in the case where a series of problems with small modifications to the model are being solved.

Chapter E04 also includes an update to the large-scale nonlinear programming solver, e04stf. Another underlying sparse linear algebra solver has been added which may bring better performance.

The News document for the previous release, Mark 30.1, 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 30.2 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At this Mark, the following routines have been withdrawn or are scheduled for withdrawal from the NAG Library, or have been deprecated. For withdrawn routines, warning of their withdrawal has been included in the NAG Library Manual since Mark 28, together with advice on which routines to use instead.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.