NAG Library Function Document

nag_opt_handle_set_nlnobj (e04rgc)

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Purpose

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Specification

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Description

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References

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Arguments

1:    $\mathbf{handle}$ – void *Input

On entry: the handle to the problem. It needs to be initialized by nag_opt_handle_init (e04rac) and must not be changed.

2:    $\mathbf{nnzfd}$ – IntegerInput

On entry: the number of nonzero elements in the sparse gradient vector of the objective function.

Constraint: $\mathbf{nnzfd}\ge 0$.

3:    $\mathbf{idxfd}\left[\mathbf{nnzfd}\right]$ – const IntegerInput

On entry: the one-based indices of the nonzero elements of the sparse gradient vector. The indices must be stored in ascending order. Note that $n$, the number of decision variables in the problem, was set in nvar during the initialization of the handle by nag_opt_handle_init (e04rac).

If $\mathbf{nnzfd}=0$, the objective is assumed to be zero and the array idxfd will not be referenced and may be NULL.

Constraints:

• $1\le \mathbf{idxfd}\left[\mathit{i}-1\right]\le n$, for $\mathit{i}=1,2,\dots ,\mathbf{nnzfd}$;
• $\mathbf{idxfd}\left[\mathit{i}-1\right]<\mathbf{idxfd}\left[\mathit{i}\right]$, for $\mathit{i}=1,2,\dots ,\mathbf{nnzfd}-1$.

4:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

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Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_ALREADY_DEFINED

The objective function has already been defined.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_HANDLE

The supplied handle does not define a valid handle to the data structure for the NAG optimization modelling suite. It has not been initialized by nag_opt_handle_init (e04rac) or it has been corrupted.

NE_INT

On entry, $\mathbf{nnzfd}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nnzfd}\ge 0$.

NE_INTARR

On entry, $i=〈\mathit{\text{value}}〉$, $\mathbf{idxfd}\left[i-1\right]=〈\mathit{\text{value}}〉$ and $n=〈\mathit{\text{value}}〉$.
Constraint: $1\le \mathbf{idxfd}\left[i-1\right]\le n$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_NOT_INCREASING

On entry, $i=〈\mathit{\text{value}}〉$, $\mathbf{idxfd}\left[i-1\right]=〈\mathit{\text{value}}〉$ and $\mathbf{idxfd}\left[i\right]=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{idxfd}\left[\mathit{i}-1\right]<\mathbf{idxfd}\left[i\right]$ (ascending order).

NE_PHASE

The Hessians of nonlinear functions have already been defined, a nonlinear objective cannot be added.

The problem cannot be modified in this phase any more, the solver has already been called.

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Accuracy

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Parallelism and Performance

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Further Comments

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Example