E04NDF Example Program Results
Calls to e04ne
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Problem Type = QP2
OPTIONS file
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Begin Example options file for E04NDF
Iteration Limit = 30 * (Default = 90)
End
*** e04nc
Parameters
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Problem type........... QP2 Hessian................ NO
Linear constraints..... 3 Feasibility tolerance.. 1.05E-08
Variables.............. 9 Crash tolerance........ 1.00E-02
Objective matrix rows.. 9 Rank tolerance......... 1.05E-07
Infinite bound size.... 1.00E+20 COLD start.............
Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16
Print level............ 10 Feasibility phase itns. 60
Monitoring file........ -1 Optimality phase itns. 30
Workspace provided is IWORK( 9), WORK( 270).
To solve problem we need IWORK( 9), WORK( 270).
Rank of the objective function data matrix = 5
Itn Step Ninf Sinf/Objective Norm Gz
0 0.0E+00 0 0.000000E+00 4.5E+00
1 7.5E-01 0 -4.375000E+00 5.0E-01
2 1.0E+00 0 -4.400000E+00 2.8E-17
3 3.0E-01 0 -4.700000E+00 8.9E-01
4 1.0E+00 0 -5.100000E+00 2.4E-17
5 5.4E-01 0 -6.055714E+00 1.7E+00
6 1.1E-02 0 -6.113326E+00 1.6E+00
7 1.1E-01 0 -6.215049E+00 1.2E+00
8 1.0E+00 0 -6.538008E+00 1.8E-17
9 6.5E-01 0 -7.428704E+00 7.2E-02
10 1.0E+00 0 -7.429717E+00 1.8E-17
11 1.0E+00 0 -8.067718E+00 1.8E-17
12 1.0E+00 0 -8.067778E+00 1.8E-17
Exit from QP problem after 12 iterations.
Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
V 1 UL 2.00000 -2.00000 2.00000 -0.8000 .
V 2 FR -0.233333 -2.00000 2.00000 . 1.767
V 3 FR -0.266667 -2.00000 2.00000 . 1.733
V 4 FR -0.300000 -2.00000 2.00000 . 1.700
V 5 FR -0.100000 -2.00000 2.00000 . 1.900
V 6 UL 2.00000 -2.00000 2.00000 -0.9000 .
V 7 UL 2.00000 -2.00000 2.00000 -0.9000 .
V 8 FR -1.77778 -2.00000 2.00000 . 0.2222
V 9 FR -0.455556 -2.00000 2.00000 . 1.544
L Con State Value Lower Bound Upper Bound Lagr Mult Slack
L 1 UL 1.50000 -2.00000 1.50000 -6.6667E-02 1.1102E-15
L 2 UL 1.50000 -2.00000 1.50000 -3.3333E-02 -4.4409E-16
L 3 FR 3.93333 -2.00000 4.00000 . 6.6667E-02
Exit e04nc - Optimal QP solution.
Final QP objective value = -8.067778