NAG Library Function Document

nag_opt_handle_set_nlnls (e04rmc)

1

Purpose

2

Specification

3

Description

4

References

5

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:    $\mathbf{nres}$ – IntegerInput

On entry: $m_r$, the number of residuals in the objective function.

If $\mathbf{nres}=0$, no objective function will be defined and irowrd and icolrd will not be referenced and may be NULL.

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

3:    $\mathbf{isparse}$ – IntegerInput

On entry: is a flag indicating if the nonzero structure of the first derivative matrix is dense or sparse.

$\mathbf{isparse}=0$

The first derivative matrix is considered dense and irowrd and icolrd will not be referenced and may be specified as NULL. The ordering is assumed to be column-wise, namely the function will behave as if $\mathbf{nnzrd}=n\times m_r$ and the vectors irowrd and icolrd filled as:

• $\mathbf{irowrd}=\left(1,2,\dots ,n,1,2,\dots ,n,\dots ,1,2,\dots ,n\right)$;
• $\mathbf{icolrd}=\left(1,1,\dots ,1,2,2,\dots ,2,\dots ,m_r,m_r,\dots ,m_r\right)$.

$\mathbf{isparse}=1$

The sparsity structure of the first derivative matrix will be supplied by nnzrd, irowrd and icolrd.

Constraint: $\mathbf{isparse}=0$ or $1$.

4:    $\mathbf{nnzrd}$ – IntegerInput

On entry: the number of nonzeros in the first derivative matrix.

Constraint: if $\mathbf{nres}>0$, $\mathbf{nnzrd}>0$.

5:    $\mathbf{irowrd}\left[\mathbf{nnzrd}\right]$ – const IntegerInput

6:    $\mathbf{icolrd}\left[\mathbf{nnzrd}\right]$ – const IntegerInput

On entry: arrays irowrd and icolrd store the sparsity structure (pattern) of the first derivative matrix as nnzrd nonzeros in coordinate storage (CS) format (see Section 2.1.1 in the f11 Chapter Introduction). The matrix has dimensions $n\times m_r$. irowrd specifies one-based row indices and icolrd specifies one-based column indices. No particular order of elements is expected, but elements should not repeat and the same order should be used when the first derivative matrix is evaluated for the solver.

Constraints:

• $1\le \mathbf{irowrd}\left[\mathit{l}-1\right]\le n$, for $\mathit{l}=1,2,\dots ,\mathbf{nnzrd}$;
• $1\le \mathbf{icolrd}\left[\mathit{l}-1\right]\le \mathbf{nres}$, for $\mathit{l}=1,2,\dots ,\mathbf{nnzrd}$.

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

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

6

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, $\mathbf{isparse}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{isparse}=0$ or $1$.

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

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

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_INVALID_CS

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

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

On entry, more than one element of first derivative matrix has row index $〈\mathit{\text{value}}〉$ and column index $〈\mathit{\text{value}}〉$.
Constraint: each element of first derivative matrix must have a unique row and column index.

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_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.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (e04rmce.c)

10.2

Program Data

10.3

Program Results

Program Results (e04rmce.r)