nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply optional parameters to
nag_opt_sparse_convex_qp_solve (e04nqc) from an external file. The initialization function
nag_opt_sparse_convex_qp_init (e04npc)
must have been called before calling
nag_opt_sparse_convex_qp_option_set_file (e04nrc).
nag_opt_sparse_convex_qp_option_set_file (e04nrc) may be used to supply values for optional parameters to
nag_opt_sparse_convex_qp_solve (e04nqc).
nag_opt_sparse_convex_qp_option_set_file (e04nrc) reads an external file
whose
fileid has been returned by a call to
nag_open_file (x04acc).
nag_open_file (x04acc) must be called to provide
fileid. Each
line of the file defines a single optional parameter. It is only necessary to supply values for those arguments whose values are to be different from their default values.
Each optional parameter is defined by a single character string,
consisting of one or more items. The items associated with a given option must be separated by spaces, or equals signs
. Alphabetic characters may be upper or lower case. The string
Print Level = 1
is an example of a string used to set an optional parameter. For each option the string contains one or more of the following items:
| – |
a mandatory keyword; |
| – |
a phrase that qualifies the keyword; |
| – |
a number that specifies an Integer or double value. Such numbers may be up to contiguous characters
which can be read using C's d or g formats, terminated by a space if this is not the last item on the line. |
Blank strings and comments are ignored. A comment begins with an asterisk (*) and all subsequent characters in the string are regarded as part of the comment.
The file containing the options must start with
Begin and must finish with
End. An example of a valid options file is:
Begin * Example options file
Print level = 5
End
Optional parameter settings are preserved following a call to
nag_opt_sparse_convex_qp_solve (e04nqc) and so the keyword
is provided to allow you to reset all the optional parameters to their default values before a subsequent call to
nag_opt_sparse_convex_qp_solve (e04nqc).
A complete list of optional parameters, their abbreviations, synonyms and default values is given in
Section 12 in
nag_opt_sparse_convex_qp_solve (e04nqc).
None.
Not applicable.
This example minimizes the quadratic function
, where
and
subject to the bounds
and to the linear constraints
The initial point, which is infeasible, is
The optimal solution (to five figures) is
One bound constraint and four linear constraints are active at the solution. Note that the Hessian matrix is positive semidefinite.