Module NAG_OPT_SPARSE_CONVEX_QP in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_OPT_SPARSE_CONVEX_QP

 
Solves sparse linear programming or convex quadratic programming problems.
 
Classes  :  G2a2 . Linear programming with a sparse matrix of constraints
            G2e1 . Quadratic programming for positive definite Hessians
                 (i.e., convex problems)
            G2e2 . Quadratic programming for indefinite Hessians
            G4d .  Find feasible point for optimization
 
Type     : C subroutine in NAGC library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name e04nkc.
 
Usage    : void nag_opt_sparse_convex_qp(Integer n, Integer m, Integer nnz,
           Integer iobj, Integer ncolh, void (*qphx)(Integer ncolh, double
           x[], double hx[], Nag_Comm *comm), double a[], Integer ha[],
           Integer ka[], double bl[], double bu[], double xs[], Integer *ninf,
           double *sinf, double *obj, Nag_E04_Opt *options, Nag_Comm *comm,
           NagError *fail)
 
See also : nag_opt_lp (e04mfc), nag_opt_sparse_mps_free (e04myc),
           nag_opt_sparse_mps_read (e04mzc), nag_opt_lin_lsq (e04ncc),
           nag_opt_qp (e04nfc), nag_opt_init (e04xxc), nag_opt_read
           (e04xyc), nag_opt_free (e04xzc)
 
Details  : Documentation Example Example-input Example-output
           Local-details
Sites    : (1) ITL
 

Implementation of NAG_OPT_SPARSE_CONVEX_QP from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name e04nkc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/e04nkce.r
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/E04/e04nkc_cl06.pdf
   Example-input: cat
                  /itl/apps/nagclib-6/clsol06da/examples/data/e04nkce.d
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/e04nkce.c