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NAG C Library

e04 - Minimizing or Maximizing a Function

Chapter Introduction
e04abc nag_opt_one_var_no_deriv
Minimizes a function of one variable, using function values only
e04bbc nag_opt_one_var_deriv
Minimizes a function of one variable, requires first derivatives
e04ccc nag_opt_simplex
Unconstrained minimization using simplex algorithm
e04dgc nag_opt_conj_grad
Unconstrained minimization using conjugate gradients
e04fcc nag_opt_lsq_no_deriv
Unconstrained nonlinear least squares (no derivatives required)
e04gbc nag_opt_lsq_deriv
Unconstrained nonlinear least squares (first derivatives required)
e04hcc nag_opt_check_deriv
Derivative checker for use with nag_opt_bounds_deriv (e04kbc)
e04hdc nag_opt_check_2nd_deriv
Checks 2nd derivatives of a user-defined function
e04jbc nag_opt_bounds_no_deriv
Bound constrained nonlinear minimization (no derivatives required)
e04kbc nag_opt_bounds_deriv
Bound constrained nonlinear minimization (first derivatives required)
e04lbc nag_opt_bounds_2nd_deriv
Solves bound constrained problems. 1st and 2nd derivatives are required.
e04mfc nag_opt_lp
Linear programming
e04myc nag_opt_sparse_mps_free
Free memory allocated by nag_opt_sparse_mps_read (e04mzc)
e04mzc nag_opt_sparse_mps_read
Read MPSX data for sparse LP or QP problem from a file
e04ncc nag_opt_lin_lsq
Solves linear least-squares and convex quadratic programming problems (non-sparse)
e04nfc nag_opt_qp
Quadratic programming
e04nkc nag_opt_sparse_convex_qp
Solves sparse linear programming or convex quadratic programming problems
e04ucc nag_opt_nlp
Minimization with nonlinear constraints using a sequential QP method
e04ugc nag_opt_nlp_sparse
NLP problem (sparse)
e04unc nag_opt_nlin_lsq
Solves nonlinear least-squares problems using the sequential QP method
e04xac nag_opt_estimate_deriv
Computes an approximation to the gradient vector and/or the Hessian matrix for use with nag_opt_nlp (e04ucc) and other nonlinear optimization functions
e04xxc nag_opt_init
Initialisation function for option setting
e04xyc nag_opt_read
Read options from a textfile
e04xzc nag_opt_free
NAG memory freeing function for use with option setting
e04yac nag_opt_lsq_check_deriv
Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc)
e04ycc nag_opt_lsq_covariance
Covariance matrix for nonlinear least-squares


© The Numerical Algorithms Group Ltd, Oxford UK. 2000