E04UCF Example Program Results
*** e04uc
Parameters
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Linear constraints..... 1 Variables.............. 4
Nonlinear constraints.. 2
Infinite bound size.... 1.00E+20 COLD start.............
Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16
Step limit............. 2.00E+00 Hessian................ NO
Linear feasibility..... 1.05E-08 Crash tolerance........ 1.00E-02
Nonlinear feasibility.. 1.05E-08 Optimality tolerance... 3.26E-12
Line search tolerance.. 9.00E-01 Function precision..... 4.37E-15
Derivative level....... 3 Monitoring file........ -1
Verify level........... 0
Major iterations limit. 50 Major print level...... 10
Minor iterations limit. 50 Minor print level...... 0
Start point
1.000000E+00 5.000000E+00 5.000000E+00 1.000000E+00
Workspace provided is IWORK( 17), WORK( 185).
To solve problem we need IWORK( 17), WORK( 185).
Verification of the constraint gradients.
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The constraint Jacobian seems to be ok.
The largest relative error was 2.29E-07 in constraint 2
Verification of the objective gradients.
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The objective gradients seem to be ok.
Directional derivative of the objective 8.15250000E-01
Difference approximation 8.15249734E-01
Maj Mnr Step Merit Function Norm Gz Violtn Cond Hz
0 4 0.0E+00 1.738281E+01 7.1E-01 1.2E+01 1.0E+00
1 1 1.0E+00 1.703169E+01 4.6E-02 1.9E+00 1.0E+00
2 1 1.0E+00 1.701442E+01 2.1E-02 8.8E-02 1.0E+00
3 1 1.0E+00 1.701402E+01 3.1E-04 5.4E-04 1.0E+00
4 1 1.0E+00 1.701402E+01 7.0E-06 9.9E-08 1.0E+00
5 1 1.0E+00 1.701402E+01 1.1E-08 4.6E-11 1.0E+00
Exit from NP problem after 5 major iterations,
9 minor iterations.
Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
V 1 LL 1.00000 1.00000 5.00000 1.088 .
V 2 FR 4.74300 1.00000 5.00000 . 0.2570
V 3 FR 3.82115 1.00000 5.00000 . 1.179
V 4 FR 1.37941 1.00000 5.00000 . 0.3794
L Con State Value Lower Bound Upper Bound Lagr Mult Slack
L 1 FR 10.9436 None 20.0000 . 9.056
N Con State Value Lower Bound Upper Bound Lagr Mult Slack
N 1 UL 40.0000 None 40.0000 -0.1615 -3.5264E-11
N 2 LL 25.0000 25.0000 None 0.5523 -2.8791E-11
Exit e04uc - Optimal solution found.
Final objective value = 17.01402