Module E04UPF in NAG

• NAG Information

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

E04UPF

 
Minimizes an arbitrary smooth sum of squares function subject to constraints,
which may include simple bounds on the variables, linear constrains, and smooth
nonlinear constraints. User may optionally supply derivatives. All matrices
are treated as dense. A sequential quadratic programming algorithm is used.
 
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
            G2h3b1a . General nonlinear optimization of a smooth function with
                    smooth equality and inequality nonlinear constraints,
                    user provides no derivatives
            G2h3b1b . General nonlinear optimization of a smooth function with
                    smooth equality and inequality nonlinear constraints,
                    user provides first derivatives of function and
                    constraints
            K1b2b .   Nonlinearly constrained nonlinear least squares
                    approximation
            L8e1b1 .  Parameter estimation in nonlinear least squares
                    regression using unweighted data, user provides no
                    derivatives
 
Type     : Fortran subroutine in NAG library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL E04UPF(M, N, NCLIN, NCNLN, LDA, LDCJU, LDFJU, LDR, A, BL, BU,
           CONFUN, OBJFUN, ITER, ISTATE, C, CJACU, F, FJACU, CLAMDA, OBJF, R, X,
           IW, LENIW, W, LENW, IUSER, USER, IFAIL)
 
See also : E04UQF,E04URF
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) ITL
 

Implementation of E04UPF 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/e04_intro_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-18/fllux18d9/examples/source/e04upfe.f
   Example-input: cat
                  /itl/apps/naglib-18/fllux18d9/examples/data/e04upfe.d
   Example-outpu: cat
                  /itl/apps/naglib-18/fllux18d9/examples/results/e04upfe.r