nag_opt_handle_solve_socp_ipm (e04ptc) Example Program Results
E04PT, Interior point method for SOCP problems
Begin of Options
Print File = 6 * d
Print Level = 1 * U
Print Options = Yes * d
Print Solution = No * d
Monitoring File = -1 * d
Monitoring Level = 4 * d
Socp Monitor Frequency = 0 * d
Infinite Bound Size = 1.00000E+20 * d
Task = Minimize * d
Stats Time = No * d
Time Limit = 1.00000E+06 * d
Socp Iteration Limit = 100 * d
Socp Max Iterative Refinement = 9 * d
Socp Presolve = Yes * d
Socp Scaling = None * d
Socp Stop Tolerance = 1.05367E-08 * d
Socp Stop Tolerance 2 = 1.05367E-08 * d
Socp System Formulation = Auto * d
End of Options
Status: converged, an optimal solution found
Final primal objective value -1.951817E+01
Final dual objective value -1.951817E+01
Optimal X:
x_idx Value
1 -1.26819E+00
2 -4.08429E-01
3 1.33234E+00