General Information
General sparse nonlinear optimizer
- Usage
CALL E04VHF(START,NF,N,NXNAME,NFNAME,OBJADD,OBJROW,PROB,USRFUN,IAFUN,JAVAR,A,LENA,NEA,IGFUN,JGVAR,LENG,NEG,XLOW,XUPP,XNAMES,FLOW,FUPP,FNAMES,X,XSTATE,XMUL,F,FSTATE,FMUL,NS,NINF,SINF,CW,LENCW,IW,LENIW,RW,LENRW,CUSER,IUSER,RUSER,IFAIL)- Classification
| G2a2 | Linear programming with a sparse 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
- subroutine in NAG package (E04 sublibrary)
- Language
- Fortran
- Availability
- Proprietary, Portable
Module E04VHF in NAG