NAG Fortran Library

E04 – Minimizing or Maximizing a Function

E04 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
E04ABA Example Text 20 Minimum, function of one variable using function values only (thread safe)
E04ABF Example Text 6 Minimum, function of one variable using function values only
E04BBA Example Text 20 Minimum, function of one variable, using first derivative (thread safe)
E04BBF Example Text 6 Minimum, function of one variable, using first derivative
E04CCA Example Text 20 Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive) (thread safe)
E04CCF Example Text 1 Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive)
E04DGA Example Text Example Data 20 Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) (thread safe)
E04DGF Example Text Example Data 12 Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04DJA Example Text Example Data 20 Read optional parameter values for E04DGF from external file (thread safe)
E04DJF Example Text Example Data 12 Read optional parameter values for E04DGF from external file
E04DKA 20 Supply optional parameter values to E04DGF (thread safe)
E04DKF 12 Supply optional parameter values to E04DGF
E04FCF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive)
E04FYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use)
E04GBF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive)
E04GDF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive)
E04GYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
E04GZF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use)
E04HCF Example Text 6 Check user's routine for calculating first derivatives of function
E04HDF Example Text 6 Check user's routine for calculating second derivatives of function
E04HEF Example Text Example Data 7 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF Example Text Example Data 18 Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04JYF Example Text 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use)
E04KDF Example Text 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)
E04KYF Example Text 18 Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF Example Text 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04LBF Example Text 6 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive)
E04LYF Example Text 18 Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)
E04MFA Example Text Example Data 20 LP problem (dense) (thread safe)
E04MFF Example Text Example Data 16 LP problem (dense)
E04MGA Example Text Example Data 20 Read optional parameter values for E04MFF from external file (thread safe)
E04MGF Example Text Example Data 16 Read optional parameter values for E04MFF from external file
E04MHA 20 Supply optional parameter values to E04MFF (thread safe)
E04MHF 16 Supply optional parameter values to E04MFF
E04MZF Example Text Example Data 18 Converts MPSX data file defining LP or QP problem to format required by E04NKF
E04NCA Example Text Example Data 20 Convex QP problem or linearly-constrained linear least-squares problem (dense) (thread safe)
E04NCF Example Text Example Data 12 Convex QP problem or linearly-constrained linear least-squares problem (dense)
E04NDA Example Text Example Data 20 Read optional parameter values for E04NCF from external file (thread safe)
E04NDF Example Text Example Data 12 Read optional parameter values for E04NCF from external file
E04NEA 20 Supply optional parameter values to E04NCF (thread safe)
E04NEF 12 Supply optional parameter values to E04NCF
E04NFA Example Text Example Data 20 QP problem (dense) (thread safe)
E04NFF Example Text Example Data 16 QP problem (dense)
E04NGA Example Text Example Data 20 Read optional parameter values for E04NFF from external file (thread safe)
E04NGF Example Text Example Data 16 Read optional parameter values for E04NFF from external file
E04NHA 20 Supply optional parameter values to E04NFF (thread safe)
E04NHF 16 Supply optional parameter values to E04NFF
E04NKA Example Text Example Data 20 LP or QP problem (sparse) (thread safe)
E04NKF Example Text Example Data 18 LP or QP problem (sparse)
E04NLA Example Text Example Data 20 Read optional parameter values for E04NKF from external file (thread safe)
E04NLF Example Text Example Data 18 Read optional parameter values for E04NKF from external file
E04NMA 20 Supply optional parameter values to E04NKF (thread safe)
E04NMF 18 Supply optional parameter values to E04NKF
E04UCA Example Text Example Data 20 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (forward communication, comprehensive) (thread safe)
E04UCF Example Text Example Data 12 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (forward communication, comprehensive)
E04UDA Example Text Example Data 20 Read optional parameter values for E04UCF or E04UFF from external file (thread safe)
E04UDF Example Text Example Data 12 Read optional parameter values for E04UCF or E04UFF from external file
E04UEA 20 Supply optional parameter values to E04UCF or E04UFF (thread safe)
E04UEF 12 Supply optional parameter values to E04UCF or E04UFF
E04UFA Example Text Example Data 20 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) (thread safe)
E04UFF Example Text Example Data 18 Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UGA Example Text Example Data 20 NLP problem (sparse) (thread safe)
E04UGF Example Text Example Data 19 NLP problem (sparse)
E04UHA Example Text Example Data 20 Read optional parameter values for E04UGF from external file (thread safe)
E04UHF Example Text Example Data 19 Read optional parameter values for E04UGF from external file
E04UJA 20 Supply optional parameter values to E04UGF (thread safe)
E04UJF 19 Supply optional parameter values to E04UGF
E04UNF Example Text Example Data 17 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04UQA Example Text Example Data 20 Read optional parameter values for E04USF from external file (thread safe)
E04UQF Example Text Example Data 14 Read optional parameter values for E04USF from external file
E04URA 20 Supply optional parameter values to E04USF (thread safe)
E04URF 14 Supply optional parameter values to E04USF
E04USA Example Text Example Data 20 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) (thread safe)
E04USF Example Text Example Data 20 Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04WBF 20 Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04NKA, E04UCA, E04UFA, E04UGA and E04USA
E04XAA Example Text 20 Estimate (using numerical differentiation) gradient and/or Hessian of a function (thread safe)
E04XAF Example Text 12 Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04YAF Example Text Example Data 7 Check user's routine for calculating Jacobian of first derivatives
E04YBF Example Text Example Data 7 Check user's routine for calculating Hessian of a sum of squares
E04YCF Example Text Example Data 11 Covariance matrix for nonlinear least-squares problem (unconstrained)
E04ZCA Example Text Example Data 20 Check user's routines for calculating first derivatives of function and constraints (thread safe)
E04ZCF Example Text Example Data 11 Check user's routines for calculating first derivatives of function and constraints

Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2002