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GAMS Module H02CBF in NAG


H02CBF

 
Solves general quadratic programming problems with integer constraints on the
variables. It is not intended for large sparse problems.
 
Classes  :  G2a1 . Linear programming with a dense 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     : Fortran subroutine in NAG library (H sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL H02CBF(N, NCLIN, A, LDA, BL, BU, CVEC, H, LDH, QPHESS, INTVAR,
           LINTVR, MDEPTH, ISTATE, XS, OBJ, AX, CLAMDA, STRTGY, IWRK, LIWRK,
           WRK, LWRK, MONIT, IFAIL)
 
See also : H02CCF, H02CDF
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) AIX
 

Implementation of H02CBF 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/H/h02cbf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/h02cbfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/h02cbfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/h02cbfe.r


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This page was generated on Wed Sep 17, 2008 at 15:10:58 UTC