NAG Library Chapter Contents

E05 – Global Optimization of a Function

Routine
Name Mark of
Introduction
Purpose

E05JAF 22 nagf_glopt_bnd_mcs_init
Initialization routine for E05JBF

E05JBF
Example Text
Example Data
Example Plot 22 nagf_glopt_bnd_mcs_solve
Global optimization by multi-level coordinate search, simple bounds, using function values only

E05JCF
Example Text
Example Data
Example Options
Example Plot 22 nagf_glopt_bnd_mcs_optset_file
Supply optional parameter values for E05JBF from external file

E05JDF 22 nagf_glopt_bnd_mcs_optset_string
Set a single optional parameter for E05JBF from a character string

E05JEF 22 nagf_glopt_bnd_mcs_optset_char
Set a single optional parameter for E05JBF from an ‘ON’/‘OFF’-valued character argument

E05JFF 22 nagf_glopt_bnd_mcs_optset_int
Set a single optional parameter for E05JBF from an integer argument

E05JGF 22 nagf_glopt_bnd_mcs_optset_real
Set a single optional parameter for E05JBF from a real argument

E05JHF 22 nagf_glopt_bnd_mcs_option_check
Determine whether an optional parameter for E05JBF has been set by you or not

E05JJF 22 nagf_glopt_bnd_mcs_optget_char
Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of E05JBF

E05JKF 22 nagf_glopt_bnd_mcs_optget_int
Get the setting of an integer valued optional parameter of E05JBF

E05JLF 22 nagf_glopt_bnd_mcs_optget_real
Get the setting of a real valued optional parameter of E05JBF

E05SAF
Example Text
Example Text (SMP) 23 nagf_glopt_bnd_pso
Global optimization using particle swarm algorithm (PSO), bound constraints only

E05SBF
Example Text 23 nagf_glopt_nlp_pso
Global optimization using particle swarm algorithm (PSO), comprehensive

E05UCF
Example Text
Example Data 24 nagf_glopt_nlp_multistart_sqp
Global optimization using multi-start, nonlinear constraints

E05USF
Example Text
Example Data 24 nagf_glopt_nlp_multistart_sqp_lsq
Global optimization of a sum of squares problem using multi-start, nonlinear constraints

E05ZKF 23 nagf_glopt_optset
Option setting routine for E05SAF, E05SBF, E05UCF and E05USF

E05ZLF 23 nagf_glopt_optget
Option getting routine for E05SAF, E05SBF, E05UCF and E05USF