Module E04UCF in NAG

• NAG Information

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

E04UCF

 
Minimize an arbitrary smooth function subject to constraints, which may include
simple bounds on the variables, linear constraints and smooth nonlinear
constraints. The user may provide subroutines that define the objective and
constraint functions and as many of their first partial derivatives as possible.
Unspecified derivatives are approximated by finite differences. All matrices
are treated as dense, and hence E04UCF is not intended for large sparse problems.
 
Classes  :  G2h1a1 . General nonlinear optimization with simple bounds of a
                   smooth function, user provides no derivatives
            G2h1a2 . General nonlinear optimization with simple bounds of a
                   smooth function, user provides first derivatives
            G2h2a1 . General nonlinear optimization with linear equality or
                   inequality constraints of a smooth function, user
                   provides no derivatives
            G2h2a2 . General nonlinear optimization with linear equality or
                   inequality constraints of a smooth function, user
                   provides first derivatives
            G2h3a1 . General nonlinear optimization of a smooth function with
                   only smooth equality nonlinear constraints
 
Type     : Fortran subroutine in NAG library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL E04UCF (N, NCLIN, NCNLN, NROWA, NROWJ, NROWR, A, BL, BU, CONFUN,
           OBJFUN, ITER, ISTATE, C, CJAC, CLAMDA, OBJF, OBJGRD, R, X, IWORK,
           LIWORK, WORK, LWORK, IUSER, USER, IFAIL)
 
See also : E04UDF E04UEF E04XAF
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) AIX (2) ITL
 

Implementation of E04UCF 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/e04ucf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04ucfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04ucfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04ucfe.r
 

Implementation of E04UCF 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/e04ucf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04ucfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04ucfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04ucfe.r