nag_opt_sparse_nlp_option_set_file (e04vkc) Example Program Results
 
 
 OPTIONS file
 ------------
 
      Begin nag_opt_sparse_nlp_option_set_file (e04vkc) example options file
      * Comment lines like this begin with an asterisk.
      * Switch off output of timing information:
      Timing level 0
      * Allow elastic variables:
      Elastic mode 1
      * Set the feasibility tolerance:
      Feasibility tolerance 1.0E-4
      End
 
 E04VKZ EXIT 100 -- finished successfully
 E04VKZ INFO 101 -- OPTIONS file read

Option 'Elastic mode' has the value   1.
Option 'Feasibility tolerance' has the value   1.00000e-04.
 
 Parameters
 ==========
 
 Files
 -----
 Solution file..........         0       Old basis file ........         0       (Print file)...........         6
 Insert file............         0       New basis file ........         0       (Summary file).........         0
 Punch file.............         0       Backup basis file......         0
 Load file..............         0       Dump file..............         0
 
 Frequencies
 -----------
 Print frequency........       100       Check frequency........        60       Save new basis map.....       100
 Summary frequency......       100       Factorization frequency        50       Expand frequency.......     10000
 
 QP subproblems
 --------------
 QPsolver Cholesky......
 Scale tolerance........     0.900       Minor feasibility tol..  1.00E-04       Iteration limit........     10000
 Scale option...........         0       Minor optimality  tol..  1.00E-06       Minor print level......         1
 Crash tolerance........     0.100       Pivot tolerance........  2.05E-11       Partial price..........         1
 Crash option...........         3       Elastic weight.........  1.00E+04       Prtl price section ( A)         4
                                         New superbasics........        99       Prtl price section (-I)         6
 
 The SQP Method
 --------------
 Minimize...............                 Cold start.............                 Proximal Point method..         1
 Nonlinear objectiv vars         4       Objective Row..........         6       Function precision.....  1.72E-13
 Unbounded step size....  1.00E+10       Superbasics limit......         4       Difference interval....  4.15E-07
 Unbounded objective....  1.00E+15       Reduced Hessian dim....         4       Central difference int.  5.57E-05
 Major step limit.......  2.00E+00       Derivative linesearch..                 Derivative option......         1
 Major iterations limit.        50       Linesearch tolerance...   0.90000       Verify level...........         0
 Minor iterations limit.       500       Penalty parameter......  0.00E+00       Major Print Level......         1
                                         Major optimality tol...  2.00E-06
 
 Hessian Approximation
 ---------------------
 Full-Memory Hessian....                 Hessian updates........  99999999       Hessian frequency......  99999999
                                                                                 Hessian flush..........  99999999
 
 Nonlinear constraints
 ---------------------
 Nonlinear constraints..         3       Major feasibility tol..  1.00E-06       Violation limit........  1.00E+06
 Nonlinear Jacobian vars         2
 
 Miscellaneous
 -------------
 LU factor tolerance....      3.99       LU singularity tol.....  2.05E-11       Timing level...........         0
 LU update tolerance....      3.99       LU swap tolerance......  1.03E-04       Debug level............         0
 LU partial  pivoting...                 eps (machine precision)  1.11E-16       System information.....        No
 
 
 
 
 Matrix statistics
 -----------------
               Total      Normal        Free       Fixed     Bounded
 Rows              6           2           1           3           0
 Columns           4           0           0           0           4
 
 No. of matrix elements                   14     Density      58.333
 Biggest                          1.0000E+00  (excluding fixed columns,
 Smallest                         0.0000E+00   free rows, and RHS)
 
 No. of objective coefficients             2
 Biggest                          3.0000E+00  (excluding fixed columns)
 Smallest                         2.0000E+00
 
 Nonlinear constraints       3     Linear constraints       3
 Nonlinear variables         4     Linear variables         0
 Jacobian  variables         2     Objective variables      4
 Total constraints           6     Total variables          4
 
 
 
(User-supplied callback usrfun, first invocation.)
 The user has defined       8   out of       8   first  derivatives
 
 Cheap test of user-supplied problem derivatives...
 
 The constraint gradients seem to be OK.
 
 -->  The largest discrepancy was    2.23E-08  in constraint     7
 
 
 The objective  gradients seem to be OK.
 
 Gradient projected in one direction   0.00000000000E+00
 Difference approximation              4.49060460280E-21
 
 
 
   Itns Major Minors    Step   nCon  Feasible   Optimal  MeritFunction     L+U BSwap     nS  condHz Penalty
      3     0      3              1   8.0E+02   1.0E-00  0.0000000E+00      17            1 1.7E+07         _  r
      4     1      1 1.2E-03      2   4.0E+02   9.9E-01  9.6317131E+05      16            1 4.8E+06 2.8E+00 _n rl
      5     2      1 1.3E-03      3   2.7E+02   5.5E-01  9.6122945E+05      16                      2.8E+00 _s  l
      5     3      0 7.5E-03      4   8.8E+01   5.4E-01  9.4691061E+05      16                      2.8E+00 _   l
      5     4      0 2.3E-02      5   2.9E+01   5.3E-01  9.0468403E+05      16                      2.8E+00 _   l
      5     5      0 6.9E-02      6   8.9E+00   5.0E-01  7.8452897E+05      16                      2.8E+00 _   l
      6     6      1 2.2E-01      7   2.3E+00   5.5E+01  4.8112339E+05      16            1 8.7E+03 2.8E+00 _   l
      7     7      1 8.3E-01      8   1.7E-01   4.2E+00  2.6898257E+04      16            1 7.6E+03 2.8E+00 _   l
      8     8      1 1.0E+00      9   1.8E-02   8.7E+01  6.2192920E+03      15     1      1 1.2E+02 2.8E+00 _
      9     9      1 1.0E+00     10   1.7E-02   7.9E+00  5.4526185E+03      15            1 9.4E+01 2.8E+00 _
     10    10      1 1.0E+00     11   1.7E-04   9.6E-01  5.1266089E+03      15            1 1.0E+02 2.8E+00 _
     11    11      1 1.0E+00     12   1.7E-06   5.8E-02  5.1264988E+03      15            1 9.5E+01 2.8E+00 _
     12    12      1 1.0E+00     13 ( 1.2E-08)  6.9E-05  5.1264981E+03      15            1 9.5E+01 2.8E+00 _
     13    13      1 1.0E+00     14 ( 6.7E-15)( 3.0E-09) 5.1264981E+03      15            1 9.5E+01 6.0E+00 _
 
 E04VHU EXIT   0 -- finished successfully
 E04VHU INFO   1 -- optimality conditions satisfied
 
 Problem name
 No. of iterations                  13   Objective value      5.1264981096E+03
 No. of major iterations            13   Linear objective     4.0919702248E+03
 Penalty parameter           6.029E+00   Nonlinear objective  1.0345278848E+03
 No. of calls to funobj             15   No. of calls to funcon             15
 No. of superbasics                  1   No. of basic nonlinears             3
 No. of degenerate steps             0   Percentage                       0.00
 Max x                       4 1.0E+03   Max pi                      3 5.5E+00
 Max Primal infeas           0 0.0E+00   Max Dual infeas             1 4.6E-08
 Nonlinear constraint violn    5.7E-12
 
 Name                                    Objective Value      5.1264981096E+03
 
 Status         Optimal Soln             Iteration     13    Superbasics     1
 
 Objective               (Min)
 RHS
 Ranges
 Bounds
 
 Section 1 - Rows
 
  Number  ...Row.. State  ...Activity...  Slack Activity  ..Lower Limit.  ..Upper Limit.  .Dual Activity    ..i
 
       5  NlnCon_1    EQ      -894.80000         0.00000      -894.80000      -894.80000        -4.38698      1
       6  NlnCon_2    EQ      -894.80000         0.00000      -894.80000      -894.80000        -4.10563      2
       7  NlnCon_3    EQ     -1294.80000         0.00000     -1294.80000     -1294.80000        -5.46328      3
       8  LinCon_1    BS        -0.51511         0.03489        -0.55000           None           .           4
       9  LinCon_2    BS         0.51511         1.06511        -0.55000           None           .           5
      10  Objectiv    BS      4091.97022      4091.97022           None            None         -1.0          6
 
 Section 2 - Columns
 
  Number  .Column. State  ...Activity...  .Obj Gradient.  ..Lower Limit.  ..Upper Limit.  Reduced Gradnt    m+j
 
       1  X1          BS         0.11888          .             -0.55000         0.55000        -0.00000      7
       2  X2          BS        -0.39623          .             -0.55000         0.55000         0.00000      8
       3  X3         SBS       679.94532         4.38698          .           1200.00000         0.00000      9
       4  X4          BS      1026.06713         4.10563          .           1200.00000        -0.00000     10
Final objective value =      5126.5
Optimal X =      0.12     -0.40    679.95   1026.07