Module E04NCF in NAG

• NAG Information

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

E04NCF

 
Solves linearly constrained linear least-squares problems and convex
quadratic programming problems. E04NCF may also be used to solve linear
programming problems and to find a feasible point with respect to a set of linear
inequality constraints. E04NCF treats all matrices as dense and hence is not
intended for large sparse problems.
 
Classes  :  D9b1 . Least squares (L-2) solution of singular, overdetermined or
                 underdetermined systems of linear equations with
                 constraints
            G2a1 . Linear programming with a dense matrix of constraints
            G2e1 . Quadratic programming for positive definite Hessians
                 (i.e., convex problems)
            G4d .  Find feasible point for optimization
 
Type     : Fortran subroutine in NAG library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL E04NCF (M, N, NCLIN, NROWC, NROWA, C,BL, BU, CVEC, ISTATE, KX, X, A
           B, ITER, OBJ, CLAMDA, IWORK, LIWORK, WORK, LWORK, IFAIL)
 
See also : E04NDF
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) AIX (2) ITL
 

Implementation of E04NCF from NAG on AIX

 
AIX:       IBM RS6000, National Institute of Standards and Technology (NIST),
           Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 -o prog prog.f -L/itl/links/generic/lib -lnag
   Documentation: acroread
                  /itl/apps/naglib-19/docs/NAGdoc/fl/pdf/E04/e04ncf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04ncfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04ncfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04ncfe.r
 

Implementation of E04NCF from NAG on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 -o prog prog.f {-lcomplib.sgimath}
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnag
   Documentation: acroread
                  /itl/apps/naglib-19/flib619da/NAGdoc/fl/pdf/E04/e04ncf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04ncfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04ncfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04ncfe.r