e04tdc is a part of the NAG optimization modelling suite and sets or modifies the bounds of a single constraint, either the simple variable bounds, linear constraint or nonlinear constraint of the problem. It can be also used to fix any given variable.

2 Specification

#include <nag.h>

void	e04tdc (void handle, const char comp, Integer idx, double bli, double bui, NagError *fail)

The function may be called by the names: e04tdc or nag_opt_handle_set_bound.

3 Description

After the model has been fully or partially built by calling functions of the NAG optimization modelling suite, e04tdc may be used to define a new lower bound,

l_{i}

, and an upper bound

u_{i}

, of a single constraint identified by the component type comp together with the appropriate component index

i

given in idx. Note that both upper and lower bounds need to be specified. This form allows full generality in specifying various types of constraint. In particular, the model component may be set as an equality by setting

l_{i} = u_{i}

(e.g., to fix a variable). If certain bounds are not present, the associated value

l_{i}

u_{i}

may be set to special values that are treated as

- \infty

+ \infty

. See the description of the optional parameter

Infinite Bound Size

which is common among all solvers in the suite. Its value is denoted as

bigbnd

further in this text. Note that the bounds are interpreted based on its value at the time of calling this function and any later alterations to

Infinite Bound Size

will not affect these constraints.

See Section 4.1 in the E04 Chapter Introduction for more details about the NAG optimization modelling suite.

4 References

None.

5 Arguments

1: $handle$ – void * Input

On entry: the handle to the problem. It needs to be initialized (e.g., by e04rac) and must not be changed between calls to the NAG optimization modelling suite.

2: $comp$ – const char * Input

On entry: the type of the component of the model whose bounds will be modified. comp is case insensitive.

$comp = X$ , $VAR$ or $VARIABLE$: Simple bounds of a decision variable $x_{i}$ (see e04rhc).
$comp = LC$ or $LINEAR CONSTRAINT$: Linear constraint (see e04rjc).
$comp = NLC$ or $NONLINEAR CONSTRAINT$: Nonlinear constraint (see e04rkc).

Constraint:

comp = X

VAR

VARIABLE

LC

LINEAR CONSTRAINT

NLC

NONLINEAR CONSTRAINT

3: $idx$ – Integer Input

On entry:

i

, the index of the component comp whose bounds will be changed.

Constraint:

1 \leq idx \leq M

, where

M

is the total number of the given components (e.g., decision variables) in the problem.

4: $bli$ – double Input

5: $bui$ – double Input

On entry:

l_{i}

, bli and

u_{i}

, bui define the new lower and upper bounds on the

i

th component identified by idx and comp, respectively. To create an equality, set

bli = bui = β

, where

| β | < bigbnd

. To specify a nonexistent lower bound (i.e.,

l_{i} = - \infty

), set

bli \leq - bigbnd

; to specify a nonexistent upper bound (i.e.,

u_{i} = \infty

), set

bui \geq bigbnd

Constraints:

$bli \leq bui$ ;
$bli < bigbnd$ ;
$bui > - bigbnd$ .

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

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM: On entry, argument $⟨ value ⟩$ had an illegal value.
NE_BOUND: On entry, $bli = ⟨ value ⟩$ and $bigbnd = ⟨ value ⟩$ .
Constraint: $bli < bigbnd$ .

On entry, $bli = ⟨ value ⟩$ and $bui = ⟨ value ⟩$ .
Constraint: $bli \leq bui$ .

On entry, $bui = ⟨ value ⟩$ and $bigbnd = ⟨ value ⟩$ .
Constraint: $bui > - bigbnd$ .
NE_HANDLE: 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.
NE_INDICES: On entry, $comp = ⟨ value ⟩$ , $idx = ⟨ value ⟩$ and $M = ⟨ value ⟩$ .
Constraint: $1 \leq idx \leq M$ .
NE_INTERNAL_ERROR: 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.
NE_NO_LICENCE: 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.
NE_PHASE: The problem cannot be modified right now, the solver is running.
NE_STR_UNKNOWN: On entry, $comp = ⟨ value ⟩$ .
Constraint: $comp = X$ , $LC$ or $NLC$ .