6.15 E04 Minimizing or Maximizing a Function

e04 - Minimizing or Maximizing a Function

e04 Chapter Introduction

Routine Name Mark of Introduction Purpose
e04abc 5 nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc 5 nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04cbc 9 nag_opt_simplex_easy
Unconstrained minimization using simplex algorithm, function of several variables using function values only
e04dgc 2 nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc 2 nag_opt_lsq_no_deriv
Unconstrained nonlinear least squares (no derivatives required)
e04gbc 2 nag_opt_lsq_deriv
Unconstrained nonlinear least squares (first derivatives required)
e04hcc 2 nag_opt_check_deriv
Derivative checker
e04hdc 5 nag_opt_check_2nd_deriv
Checks second derivatives of a user-defined function
e04jbc 2 nag_opt_bounds_no_deriv
Bound constrained nonlinear minimization (no derivatives required)
Note: this function is scheduled for withdrawal at Mark 26, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
e04jcc 23 nag_opt_bounds_qa_no_deriv
Minimum by quadratic approximation, function of several variables, simple bounds, using function values only
e04kbc 2 nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04lbc 5 nag_opt_bounds_2nd_deriv
Solves bound constrained problems (first and second derivatives required)
e04mfc 2 nag_opt_lp
Linear programming
e04mxc 24 nag_opt_miqp_mps_read
Reads MPS data file defining LP, QP, MILP or MIQP problem
e04myc 5 nag_opt_sparse_mps_free
Free memory allocated by nag_opt_sparse_mps_read (e04mzc)
e04mzc 5 nag_opt_sparse_mps_read
Read MPSX data for sparse LP or QP problem from a file
e04ncc 5 nag_opt_lin_lsq
Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc 2 nag_opt_qp
Quadratic programming
e04nkc 5 nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
e04npc 8 nag_opt_sparse_convex_qp_init
Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc)
e04nqc 8 nag_opt_sparse_convex_qp_solve
LP or QP problem (suitable for sparse problems)
e04nrc 8 nag_opt_sparse_convex_qp_option_set_file
Supply optional argument values for nag_opt_sparse_convex_qp_solve (e04nqc) from external file
e04nsc 8 nag_opt_sparse_convex_qp_option_set_string
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a character string
e04ntc 8 nag_opt_sparse_convex_qp_option_set_integer
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from an integer argument
e04nuc 8 nag_opt_sparse_convex_qp_option_set_double
Set a single option for nag_opt_sparse_convex_qp_solve (e04nqc) from a real argument
e04nxc 8 nag_opt_sparse_convex_qp_option_get_integer
Get the setting of an integer valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04nyc 8 nag_opt_sparse_convex_qp_option_get_double
Get the setting of a real valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04pcc 24 nag_opt_bnd_lin_lsq
Computes the least squares solution to a set of linear equations subject to fixed upper and lower bounds on the variables. An option is provided to return a minimal length solution if a solution is not unique
e04ucc 4 nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
e04udc 23 nag_opt_nlp_revcomm_option_set_file
Supply optional argument values for nag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc) from external file
e04uec 23 nag_opt_nlp_revcomm_option_set_string
Supply optional argument values tonag_opt_nlp (e04ucc) or nag_opt_nlp_revcomm (e04ufc)
e04ufc 23 nag_opt_nlp_revcomm
Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
e04ugc 6 nag_opt_nlp_sparse
NLP problem (sparse)
e04unc 5 nag_opt_nlin_lsq
Solves nonlinear least-squares problems using the sequential QP method
e04vgc 8 nag_opt_sparse_nlp_init
Initialization function for nag_opt_sparse_nlp_solve (e04vhc)
e04vhc 8 nag_opt_sparse_nlp_solve
General sparse nonlinear optimizer
e04vjc 8 nag_opt_sparse_nlp_jacobian
Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc)
e04vkc 8 nag_opt_sparse_nlp_option_set_file
Supply optional argument values for nag_opt_sparse_nlp_solve (e04vhc) from external file
e04vlc 8 nag_opt_sparse_nlp_option_set_string
Set a single option for nag_opt_sparse_nlp_solve(e04vhc) from a character string
e04vmc 8 nag_opt_sparse_nlp_option_set_integer
Set a single option for nag_opt_sparse_nlp_solve(e04vhc) from an integer argument
e04vnc 8 nag_opt_sparse_nlp_option_set_double
Set a single option for nag_opt_sparse_nlp_solve(e04vhc) from a real argument
e04vrc 8 nag_opt_sparse_nlp_option_get_integer
Get the setting of an integer valued option of nag_opt_sparse_nlp_solve(e04vhc)
e04vsc 8 nag_opt_sparse_nlp_option_get_double
Get the setting of a real valued option of nag_opt_sparse_nlp_solve(e04vhc)
e04wbc 23 nag_opt_nlp_revcomm_init
Initialization function for nag_opt_nlp_revcomm (e04ufc)
e04wcc 8 nag_opt_nlp_init
Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc 8 nag_opt_nlp_solve
Solves the nonlinear programming (NP) problem
e04wec 8 nag_opt_nlp_option_set_file
Supply optional argument values for nag_opt_nlp_solve (e04wdc) from external file
e04wfc 8 nag_opt_nlp_option_set_file
Set a single option for nag_opt_nlp_solve (e04wdc) from a character string
e04wgc 8 nag_opt_nlp_option_set_integer
Set a single option for nag_opt_nlp_solve (e04wdc) from an integer argument
e04whc 8 nag_opt_nlp_option_set_double
Set a single option for nag_opt_nlp_solve (e04wdc) from a real argument
e04wkc 8 nag_opt_nlp_option_get_integer
Get the setting of an integer valued option of nag_opt_nlp_solve (e04wdc)
e04wlc 8 nag_opt_nlp_option_get_double
Get the setting of a real valued option of nag_opt_nlp_solve (e04wdc)
e04xac 5 nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix
e04xxc 2 nag_opt_init
Initialisation function for option setting
e04xyc 2 nag_opt_read
Read options from a text file
e04xzc 2 nag_opt_free
Memory freeing function for use with option setting
e04yac 2 nag_opt_lsq_check_deriv
Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc)
e04ycc 2 nag_opt_lsq_covariance
Covariance matrix for nonlinear least-squares