Chapter Introduction (pdf version)
NAG Library Manual

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 Supply optional parameter values for E04DGF/E04DGA from external file (thread safe)
E04DJF
Example Text
Example Data
12 Supply optional parameter values for E04DGF/E04DGA from external file
E04DKA 20 Supply optional parameter values to E04DGF/E04DGA (thread safe)
E04DKF 12 Supply optional parameter values to E04DGF/E04DGA
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 Supply optional parameter values for E04MFF/E04MFA from external file (thread safe)
E04MGF
Example Text
Example Data
16 Supply optional parameter values for E04MFF/E04MFA from external file
E04MHA 20 Supply optional parameter values to E04MFF/E04MFA (thread safe)
E04MHF 16 Supply optional parameter values to E04MFF/E04MFA
E04MZF
Example Text
Example Data
18 Converts MPSX data file defining LP or QP problem to format required by E04NQF
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 Supply optional parameter values for E04NCF/E04NCA from external file (thread safe)
E04NDF
Example Text
Example Data
12 Supply optional parameter values for E04NCF/E04NCA from external file
E04NEA 20 Supply optional parameter values to E04NCF/E04NCA (thread safe)
E04NEF 12 Supply optional parameter values to E04NCF/E04NCA
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 Supply optional parameter values for E04NFF/E04NFA from external file (thread safe)
E04NGF
Example Text
Example Data
16 Supply optional parameter values for E04NFF/E04NFA from external file
E04NHA 20 Supply optional parameter values to E04NFF/E04NFA (thread safe)
E04NHF 16 Supply optional parameter values to E04NFF/E04NFA
E04NKA
Example Text
Example Data
20 LP or QP problem (sparse) (thread safe)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NKF
Example Text
Example Data
18 LP or QP problem (sparse)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NLA
Example Text
Example Data
20 Supply optional parameter values for E04NKF/E04NKA from external file (thread safe)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NLF
Example Text
Example Data
18 Supply optional parameter values for E04NKF/E04NKA from external file
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NMA 20 Supply optional parameter values to E04NKF/E04NKA (thread safe)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NMF 18 Supply optional parameter values to E04NKF/E04NKA
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04NPF 21 Initialization routine for E04NQF
E04NQF
Example Text
Example Data
21 LP or QP problem (suitable for sparse problems)
E04NRF
Example Text
Example Data
21 Supply optional parameter values for E04NQF from external file
E04NSF 21 Set a single option for E04NQF from a character string
E04NTF 21 Set a single option for E04NQF from an INTEGER argument
E04NUF 21 Set a single option for E04NQF from a double precision argument
E04NXF 21 Get the setting of an INTEGER valued option of E04NQF
E04NYF 21 Get the setting of a double precision valued option of E04NQF
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)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
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)
This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04UDA
Example Text
Example Data
20 Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file (thread safe)
E04UDF
Example Text
Example Data
12 Supply optional parameter values for E04UCF/E04UCA or E04UFF/E04UFA from external file
E04UEA 20 Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA (thread safe)
E04UEF 12 Supply optional parameter values to E04UCF/E04UCA or E04UFF/E04UFA
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 Supply optional parameter values for E04UGF/E04UGA from external file (thread safe)
E04UHF
Example Text
Example Data
19 Supply optional parameter values for E04UGF/E04UGA from external file
E04UJA 20 Supply optional parameter values to E04UGF/E04UGA (thread safe)
E04UJF 19 Supply optional parameter values to E04UGF/E04UGA
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)
This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
E04UQA
Example Text
Example Data
20 Supply optional parameter values for E04USF/E04USA from external file (thread safe)
E04UQF
Example Text
Example Data
14 Supply optional parameter values for E04USF/E04USA from external file
E04URA 20 Supply optional parameter values to E04USF/E04USA (thread safe)
E04URF 14 Supply optional parameter values to E04USF/E04USA
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)
E04VGF 21 Initialization routine for E04VHF
E04VHF
Example Text
Example Data
21 General sparse nonlinear optimizer
E04VJF
Example Text
Example Data
21 Determine the pattern of nonzeros in the Jacobian matrix for E04VHF
E04VKF
Example Text
Example Data
21 Supply optional parameter values for E04VHF from external file
E04VLF 21 Set a single option for E04VHF from a character string
E04VMF 21 Set a single option for E04VHF from an INTEGER argument
E04VNF 21 Set a single option for E04VHF from a double precision argument
E04VRF 21 Get the setting of an INTEGER valued option of E04VHF
E04VSF 21 Get the setting of a double precision valued option of E04VHF
E04WBF 20 Initialization routine for E04DGA E04MFA E04NCA E04NFA E04UFA E04UGA E04USA
E04WCF 21 Initialization routine for E04WDF
E04WDF
Example Text
Example Data
21 Solves the nonlinear programming (NP) problem
E04WEF
Example Text
Example Data
21 Supply optional parameter values for E04WDF from external file
E04WFF 21 Set a single option for E04WDF from a character string
E04WGF 21 Set a single option for E04WDF from an INTEGER argument
E04WHF 21 Set a single option for E04WDF from a double precision argument
E04WJF 21 Determine whether an E04WDF option has been set or not
E04WKF 21 Get the setting of an INTEGER valued option of E04WDF
E04WLF 21 Get the setting of a double precision valued option of E04WDF
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

Chapter Introduction (pdf version)
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2006