NAG C Library Manual, Mark 8 : e04 Chapter Contents

Routine Name	Mark of Introduction	Purpose
e04abc Example Text	5	nag_opt_one_var_no_deriv Minimizes a function of one variable, using function values only
e04bbc Example Text	5	nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives
e04ccc Example Text Example Data	4	nag_opt_simplex Unconstrained minimization using simplex algorithm
e04dgc Example Text Example Data	2	nag_opt_conj_grad Unconstrained minimization using conjugate gradients
e04fcc Example Text Example Data	2	nag_opt_lsq_no_deriv Unconstrained nonlinear least-squares (no derivatives required)
e04gbc Example Text Example Data	2	nag_opt_lsq_deriv Unconstrained nonlinear least-squares (first derivatives required)
e04hcc Example Text	2	nag_opt_check_deriv Derivative checker
e04hdc Example Text	5	nag_opt_check_2nd_deriv Checks second derivatives of a user-defined function
e04jbc Example Text Example Data	2	nag_opt_bounds_no_deriv Bound constrained nonlinear minimization (no derivatives required) This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04kbc Example Text Example Data	2	nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04lbc Example Text Example Data	5	nag_opt_bounds_2nd_deriv Solves bound constrained problems (first and second derivatives required)
e04mfc Example Text Example Data	2	nag_opt_lp Linear programming
e04myc	5	nag_opt_sparse_mps_free Free memory allocated by nag_opt_sparse_mps_read (e04mzc)
e04mzc Example Text Example Data	5	nag_opt_sparse_mps_read Read MPSX data for sparse LP or QP problem from a file
e04ncc Example Text Example Data	5	nag_opt_lin_lsq Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc Example Text Example Data	2	nag_opt_qp Quadratic programming
e04nkc Example Text Example Data	5	nag_opt_sparse_convex_qp Solves sparse linear programming or convex quadratic programming problems This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04npc	8	nag_opt_sparse_convex_qp_init Initialization function for nag_opt_sparse_convex_qp_solve (e04nqc)
e04nqc Example Text Example Data	8	nag_opt_sparse_convex_qp_solve LP or QP problem (suitable for sparse problems)
e04nrc Example Text Example Data	8	nag_opt_sparse_convex_qp_option_set_file Supply optional parameter 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 double 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 double valued option of nag_opt_sparse_convex_qp_solve (e04nqc)
e04ucc Example Text Example Data	4	nag_opt_nlp Minimization with nonlinear constraints using a sequential QP method This function is scheduled for withdrawal at Mark 10, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details.
e04ugc Example Text Example Data	6	nag_opt_nlp_sparse NLP problem (sparse)
e04unc Example Text Example Data	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 Example Text Example Data	8	nag_opt_sparse_nlp_solve General sparse nonlinear optimizer
e04vjc Example Text Example Data	8	nag_opt_sparse_nlp_jacobian Determine the pattern of nonzeros in the Jacobian matrix for nag_opt_sparse_nlp_solve (e04vhc)
e04vkc Example Text Example Data	8	nag_opt_sparse_nlp_option_set_file Supply optional parameter 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 double 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 double valued option of nag_opt_sparse_nlp_solve (e04vhc)
e04wcc	8	nag_opt_nlp_init Initialization function for nag_opt_nlp_solve (e04wdc)
e04wdc Example Text Example Data	8	nag_opt_nlp_solve Solves the nonlinear programming (NP) problem
e04wec Example Text Example Data	8	nag_opt_nlp_option_set_file Supply optional parameter values for nag_opt_nlp_solve (e04wdc) from external file
e04wfc	8	nag_opt_nlp_option_set_string 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 double 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 double valued option of nag_opt_nlp_solve (e04wdc)
e04xac Example Text	5	nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix
e04xxc	2	nag_opt_init Initialization 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 Example Text Example Data	2	nag_opt_lsq_check_deriv Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc)
e04ycc Example Text Example Data	2	nag_opt_lsq_covariance Covariance matrix for nonlinear least-squares

e04 – Minimizing or Maximizing a Function