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
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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