E04RPF Example Program Results
SDP problem was read, passing it to the solver.
Overview
Status: Problem and option settings are editable.
No of variables: 5
Objective function: linear
Simple bounds: not defined yet
Linear constraints: not defined yet
Nonlinear constraints: not defined yet
Matrix constraints: 2
Matrix constraints
IDblk = 1, size = 2 x 2, polynomial of order 2
IDblk = 2, size = 2 x 2, linear
E04SV, NLP-SDP Solver (Pennon)
------------------------------
Number of variables 5 [eliminated 0]
simple linear nonlin
(Standard) inequalities 0 0 0
(Standard) equalities 0 0
Matrix inequalities 1 1 [dense 2, sparse 0]
[max dimension 2]
Begin of Options
Outer Iteration Limit = 100 * d
Inner Iteration Limit = 100 * d
Infinite Bound Size = 1.00000E+20 * d
Initial X = User * d
Initial U = Automatic * d
Initial P = Automatic * d
Hessian Density = Dense * S
Init Value P = 1.00000E+00 * d
Init Value Pmat = 1.00000E+00 * d
Presolve Block Detect = Yes * d
Print File = 6 * d
Print Level = 2 * d
Print Options = Yes * d
Monitoring File = -1 * d
Monitoring Level = 4 * d
Monitor Frequency = 0 * d
Stats Time = No * d
P Min = 1.05367E-08 * d
Pmat Min = 1.05367E-08 * d
U Update Restriction = 5.00000E-01 * d
Umat Update Restriction = 3.00000E-01 * d
Preference = Speed * d
Transform Constraints = No * S
Dimacs Measures = No * S
Stop Criteria = Soft * d
Stop Tolerance 1 = 1.00000E-06 * d
Stop Tolerance 2 = 1.00000E-07 * d
Stop Tolerance Feasibility = 1.00000E-07 * d
Linesearch Mode = Goldstein * S
Inner Stop Tolerance = 1.00000E-02 * d
Inner Stop Criteria = Heuristic * d
Task = Minimize * d
P Update Speed = 12 * d
End of Options
--------------------------------------------------------------
it| objective | optim | feas | compl | pen min |inner
--------------------------------------------------------------
0 0.00000E+00 1.82E+01 1.00E+00 4.00E+00 2.00E+00 0
1 4.11823E+00 3.85E-03 0.00E+00 1.73E+00 2.00E+00 6
2 2.58252E+00 5.36E-03 0.00E+00 4.93E-01 9.04E-01 4
3 2.06132E+00 1.02E-03 0.00E+00 7.70E-02 4.08E-01 4
4 2.00050E+00 3.00E-03 8.91E-03 1.78E-02 1.85E-01 3
5 1.99929E+00 1.55E-03 3.16E-03 3.65E-03 8.34E-02 2
6 1.99985E+00 1.03E-04 3.16E-04 7.19E-04 3.77E-02 4
7 1.99997E+00 7.04E-04 5.76E-05 1.41E-04 1.70E-02 1
8 2.00000E+00 1.32E-04 6.52E-06 2.76E-05 7.70E-03 1
9 2.00000E+00 8.49E-06 7.86E-07 5.37E-06 3.48E-03 1
10 2.00000E+00 5.88E-07 1.06E-07 1.04E-06 1.57E-03 1
11 2.00000E+00 5.55E-08 4.87E-08 2.02E-07 7.11E-04 1
12 2.00000E+00 5.34E-09 5.37E-09 3.93E-08 3.21E-04 1
13 2.00000E+00 5.03E-10 5.45E-09 7.62E-09 1.45E-04 1
14 2.00000E+00 4.45E-11 5.55E-09 1.48E-09 6.56E-05 1
--------------------------------------------------------------
it| objective | optim | feas | compl | pen min |inner
--------------------------------------------------------------
15 2.00000E+00 4.36E-12 5.67E-09 2.87E-10 2.96E-05 1
16 2.00000E+00 1.61E-11 5.82E-09 5.57E-11 1.34E-05 1
17 2.00000E+00 3.13E-11 6.00E-09 1.08E-11 6.06E-06 1
18 2.00000E+00 8.65E-11 6.22E-09 2.10E-12 2.74E-06 1
19 2.00000E+00 1.31E-10 6.48E-09 4.07E-13 1.24E-06 1
--------------------------------------------------------------
Status: converged, an optimal solution found
--------------------------------------------------------------
Final objective value 2.000000E+00
Relative precision 8.141636E-16
Optimality 1.310533E-10
Feasibility 6.484489E-09
Complementarity 4.066867E-13
Iteration counts
Outer iterations 19
Inner iterations 36
Linesearch steps 56
Evaluation counts
Augm. Lagr. values 76
Augm. Lagr. gradient 56
Augm. Lagr. hessian 36
--------------------------------------------------------------