E04UGF Example Program Results
Workspace provided is IZ( 500), Z( 500).
To start solving the problem we need IZ( 628), Z( 758).
Exit e04ug - Not enough integer workspace to start solving the problem.
*** e04ug
Parameters
----------
Frequencies.
Check frequency......... 60 Expand frequency....... 10000
Factorization frequency. 50
QP subproblems.
Scale tolerance......... 9.00E-01 Minor feasibility tol.. 1.05E-08
Scale option............ 1 Minor optimality tol... 1.05E-08
Partial price........... 1 Crash tolerance........ 1.00E-01
Pivot tolerance......... 2.04E-11 Minor print level...... 0
Crash option............ 0 Elastic weight......... 1.00E+02
The SQP method.
Minimize................
Nonlinear objective vars 4 Major optimality tol... 1.05E-08
Function precision...... 1.72E-13 Unbounded step size.... 1.00E+20
Superbasics limit....... 4 Forward difference int. 4.15E-07
Unbounded objective..... 1.00E+15 Central difference int. 5.56E-05
Major step limit........ 2.00E+00 Derivative linesearch..
Derivative level........ 3 Major iteration limit.. 1000
Linesearch tolerance.... 9.00E-01 Verify level........... 0
Minor iteration limit... 500 Major print level...... 10
Infinite bound size..... 1.00E+20 Iteration limit........ 10000
Hessian approximation.
Hessian full memory..... Hessian updates........ 99999999
Hessian frequency....... 99999999
Nonlinear constraints.
Nonlinear constraints... 3 Major feasibility tol.. 1.05E-08
Nonlinear Jacobian vars. 2 Violation limit........ 1.00E+01
Miscellaneous.
Variables............... 4 Linear constraints..... 3
Nonlinear variables..... 4 Linear variables....... 0
LU factor tolerance..... 5.00E+00 LU singularity tol..... 2.04E-11
LU update tolerance..... 5.00E+00 LU density tolerance... 6.00E-01
eps (machine precision). 1.11E-16 Monitoring file........ -1
COLD start.............. Infeasible exit........
Workspace provided is IZ( 1256), Z( 1516).
To start solving the problem we need IZ( 628), Z( 758).
Itn 0 -- Scale option reduced from 1 to 0.
Itn 0 -- Feasible linear rows.
Itn 0 -- Norm(x-x0) minimized. Sum of infeasibilities = 0.00E+00.
confun sets 6 out of 6 constraint gradients.
objfun sets 4 out of 4 objective gradients.
Cheap test on confun...
The Jacobian seems to be OK.
The largest discrepancy was 4.41E-08 in constraint 2.
Cheap test on objfun...
The objective gradients seem to be OK.
Gradient projected in two directions 0.00000000000E+00 0.00000000000E+00
Difference approximations 1.74111992322E-19 4.48742248252E-21
Itn 0 -- All-slack basis B = I selected.
Itn 7 -- Large multipliers.
Elastic mode started with weight = 2.0E+02.
Maj Mnr Step Merit Function Feasibl Optimal Cond Hz PD
0 12 0.0E+00 3.199952E+05 1.7E+00 8.0E-01 2.1E+06 FF R i
1 2 1.0E+00 2.463016E+05 1.2E+00 3.2E+03 4.5E+00 FF s
2 1 1.0E+00 1.001802E+04 3.3E-02 9.2E+01 4.5E+00 FF
3 1 1.0E+00 5.253418E+03 6.6E-04 2.5E+01 4.8E+00 FF
4 1 1.0E+00 5.239444E+03 2.0E-06 2.8E+01 1.0E+02 FF
5 1 1.0E+00 5.126208E+03 6.0E-04 5.9E-01 1.1E+02 FF
6 1 1.0E+00 5.126498E+03 4.7E-07 2.9E-02 1.0E+02 FF
7 1 1.0E+00 5.126498E+03 5.9E-10 1.5E-03 1.1E+02 TF
8 1 1.0E+00 5.126498E+03 1.2E-12 7.6E-09 1.1E+02 TT
Exit from NP problem after 8 major iterations,
21 minor iterations.
Variable State Value Lower Bound Upper Bound Lagr Mult Residual
Varble 1 BS 0.118876 -0.55000 0.55000 -1.2529E-07 0.4311
Varble 2 BS -0.396234 -0.55000 0.55000 1.9245E-08 0.1538
Varble 3 BS 679.945 . 1200.0 1.7001E-10 520.1
Varble 4 SBS 1026.07 . 1200.0 -2.1918E-10 173.9
Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual
NlnCon 1 EQ -894.800 -894.80 -894.80 -4.387 3.3644E-09
NlnCon 2 EQ -894.800 -894.80 -894.80 -4.106 6.0049E-10
NlnCon 3 EQ -1294.80 -1294.8 -1294.8 -5.463 3.3551E-09
LinCon 1 BS -0.515110 -0.55000 None . 3.4890E-02
LinCon 2 BS 0.515110 -0.55000 None . 1.065
Free Row BS 4091.97 None None -1.000 4092.
Exit e04ug - Optimal solution found.
Final objective value = 5126.498