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)abbrev domain E04MBFA e04mbfAnnaType
++ Author: Brian Dupee
++ Date Created: February 1996
++ Date Last Updated: February 1996
++ References:
++ Dupe95 Using Computer Algebra to Choose and Apply Numerical Routines
++ Dewa92 Using Computer Algebra to Select Numerical Algorithms
++ Description:
++ \axiomType{e04mbfAnnaType} is a domain of \axiomType{NumericalOptimization}
++ for the NAG routine E04MBF, an optimization routine for Linear functions.
++ The function
++ \axiomFun{measure} measures the usefulness of the routine E04MBF
++ for the given problem.  The function \axiomFun{numericalOptimization}
++ performs the optimization by using \axiomType{NagOptimisationPackage}.

e04mbfAnnaType() : SIG == CODE where

  DF  ==> DoubleFloat
  EF  ==> Expression Float
  EDF  ==> Expression DoubleFloat
  PDF  ==> Polynomial DoubleFloat
  VPDF  ==> Vector Polynomial DoubleFloat
  LDF  ==> List DoubleFloat
  LOCDF  ==> List OrderedCompletion DoubleFloat
  MDF  ==> Matrix DoubleFloat
  MPDF  ==> Matrix Polynomial DoubleFloat
  MF  ==> Matrix Float
  MEF  ==> Matrix Expression Float
  LEDF  ==> List Expression DoubleFloat
  VEF  ==> Vector Expression Float
  NOA  ==> Record(fn:EDF, init:LDF, lb:LOCDF, cf:LEDF, ub:LOCDF)
  LSA  ==> Record(lfn:LEDF, init:LDF)
  EF2  ==> ExpressionFunctions2
  MI  ==> Matrix Integer
  INT  ==> Integer
  F  ==> Float
  NNI  ==> NonNegativeInteger
  S  ==> Symbol
  LS  ==> List Symbol
  MVCF  ==> MultiVariableCalculusFunctions
  ESTOOLS2 ==> ExpertSystemToolsPackage2
  SDF  ==> Stream DoubleFloat
  LSDF  ==> List Stream DoubleFloat
  SOCDF  ==> Segment OrderedCompletion DoubleFloat
  OCDF  ==> OrderedCompletion DoubleFloat

  SIG ==> NumericalOptimizationCategory 

  CODE ==> Result add

    Rep:=Result
    import Rep, NagOptimisationPackage
    import e04AgentsPackage,ExpertSystemToolsPackage

    measure(R:RoutinesTable,args:NOA) ==
      (not linear?([args.fn])) or (not linear?(args.cf)) => 
        [0.0,"e04mbf is for a linear objective function and constraints only."]
      [getMeasure(R,e04mbf@Symbol)$RoutinesTable,"e04mbf is recommended" ]

    numericalOptimization(args:NOA) ==
      argsFn:EDF := args.fn
      c := args.cf
      listVars:List LS := _
         concat(variables(argsFn)$EDF,[variables(z)$EDF for z in c])
      n:NNI := #(v := removeDuplicates(concat(listVars)$LS)$LS)
      A:MDF := linearMatrix(args.cf,n)
      nclin:NNI := # linearPart(c)
      nrowa:NNI := max(1,nclin)
      bl:MDF := mat(finiteBound(args.lb,float(1,21,10)$DF),n)
      bu:MDF := mat(finiteBound(args.ub,float(1,21,10)$DF),n)
      cvec:MDF := mat(coefficients(retract(argsFn)@PDF)$PDF,n)
      x := mat(args.init,n)
      lwork:INT := 
        nclin < n => 2*nclin*(nclin+4)+2+6*n+nrowa
        2*(n+3)*n+4*nclin+nrowa
      out:Result := _
        e04mbf(20,1,n,nclin,n+nclin,nrowa,A,bl,bu,cvec,true,2*n,lwork,x,-1)
      changeNameToObjf(objlp@Symbol,out)