nag_opt_bounds_no_deriv (e04jbc) Example Program Results
Optional parameter setting for e04jbc.
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Option file: e04jbce.opt
print_level set to Nag_Soln_Iter_Full
max_iter set to 40
step_max set to 4.00e+00
Parameters to e04jbc
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Number of variables........... 4
optim_tol............... 1.05e-06 linesearch_tol.......... 5.00e-01
step_max................ 4.00e+00 max_iter................ 40
init_state.......... Nag_Init_None local_search............ Nag_TRUE
print_level.... Nag_Soln_Iter_Full machine precision....... 1.11e-16
outfile................. stdout
Memory allocation:
delta................... Nag
state................... Nag
hesl.................... Nag hesd................... Nag
(User-supplied callback objfun, first invocation.)
Results from e04jbc:
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Iteration results:
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
0 0 2.1500e+02 1.4e+02 3.3e+00 3.7e+00
Variable x g Status
1 3.0000e+00 3.0600e+02 Upper Bound
2 -1.0000e+00 -1.4400e+02 Free
3 0.0000e+00 -2.0000e+00 Free
4 1.0000e+00 -3.1000e+02 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
1 6 1.6467e+02 3.2e+02 3.2e+00 7.0e-01 1.0e+00 2.1e+02
Variable x g Status
1 3.0000e+00 3.1997e+02 Free
2 -3.0174e-01 -5.5533e-01 Free
3 3.5448e-02 -9.2316e+00 Free
4 1.0000e+00 -3.1035e+02 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
2 9 8.7285e+00 4.2e+01 1.4e+00 2.0e+00 6.3e-03 3.6e+00
Variable x g Status
1 1.0000e+00 3.1997e+02 Lower Bound
2 -3.0166e-01 -4.0542e+01 Free
3 3.6453e-02 -9.2150e+00 Free
4 1.0000e+00 -3.1035e+02 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
3 13 2.9252e+00 7.9e+00 1.4e+00 3.3e-01 1.1e+00 5.0e+00
Variable x g Status
1 1.0000e+00 3.1997e+02 Lower Bound
2 -6.7556e-02 5.6219e+00 Free
3 2.6655e-01 -5.6009e+00 Free
4 1.0000e+00 -3.1035e+02 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
4 17 2.4562e+00 1.5e+00 1.5e+00 1.7e-01 1.7e+00 5.3e+00
Variable x g Status
1 1.0000e+00 3.1997e+02 Lower Bound
2 -8.2099e-02 2.7295e-02 Free
3 4.3958e-01 1.5017e+00 Free
4 1.0000e+00 -3.1035e+02 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
5 22 2.4356e+00 4.6e-01 1.5e+00 3.9e-02 1.0e+00 4.2e+00
Variable x g Status
1 1.0000e+00 2.9810e-01 Lower Bound
2 -8.5095e-02 1.9440e-01 Free
3 4.0069e-01 -4.1992e-01 Free
4 1.0000e+00 5.9931e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
6 28 2.4338e+00 4.7e-03 1.5e+00 8.7e-03 1.1e+00 4.4e+00
Variable x g Status
1 1.0000e+00 2.9504e-01 Lower Bound
2 -8.5248e-02 -4.0918e-03 Free
3 4.0935e-01 2.3733e-03 Free
4 1.0000e+00 5.9065e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
7 33 2.4338e+00 9.3e-05 1.5e+00 4.5e-05 1.0e+00 4.4e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5232e-02 8.5748e-05 Free
3 4.0930e-01 -3.6655e-05 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
8 40 2.4338e+00 6.3e-06 1.5e+00 7.0e-07 1.0e+00 4.4e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -5.7347e-06 Free
3 4.0930e-01 -2.5644e-06 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
9 47 2.4338e+00 1.4e-07 1.5e+00 7.5e-08 1.0e+00 4.4e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 1.2801e-07 Free
3 4.0930e-01 4.4636e-08 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Local search performed.
Final solution:
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
9 64 2.4338e+00 1.4e-07 1.5e+00 0.0e+00 0.0e+00 4.4e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 1.2801e-07 Free
3 4.0930e-01 4.4636e-08 Free
4 1.0000e+00 5.9070e+00 Lower Bound