E04RDF Example Program Results
Reading SDPA file: e04rdfe.opt
** At least one of maxnvar, maxnblk or maxnnz is too small.
** maxnvar should be at least 2, was 0.
** maxnblk should be at least 3, was 0.
** maxnnz should be at least 10, was 0.
** ABNORMAL EXIT from NAG Library routine e04rdf: IFAIL = 1
** NAG soft failure - control returned
Allocating space for the problem.
NVAR = 2
NBLK = 3
NNZ = 10
Linear SDP problem was read, start formulating the problem
The problem formulation in a handle is completed.
Overview
Status: Problem and option settings are editable.
No of variables: 2
Objective function: linear
Simple bounds: not defined yet
Linear constraints: not defined yet
Nonlinear constraints: not defined yet
Matrix constraints: 3
E04SV, NLP-SDP Solver (Pennon)
------------------------------
Number of variables 2 [eliminated 0]
simple linear nonlin
(Standard) inequalities 0 2 0
(Standard) equalities 0 0
Matrix inequalities 1 0 [dense 1, 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 = Automatic * U
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 = Check * U
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 = Fullstep * 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 4.06E+01 4.00E+00 3.16E+01 1.00E+00 0
1 4.02661E+01 1.07E-01 2.78E-01 1.52E+01 1.00E+00 5
2 2.90783E+01 6.52E-02 9.77E-02 2.78E+00 4.65E-01 5
3 2.84228E+01 1.67E-01 2.39E-01 7.76E-01 2.16E-01 2
4 2.97263E+01 3.98E-02 4.39E-02 2.05E-01 1.01E-01 3
5 2.99618E+01 5.01E-02 6.40E-03 3.32E-02 4.68E-02 2
6 2.99934E+01 1.45E-01 1.25E-03 6.23E-03 2.18E-02 1
7 2.99999E+01 3.31E-02 1.28E-05 4.16E-04 1.01E-02 1
8 3.00001E+01 9.97E-05 3.01E-07 9.67E-05 4.71E-03 1
9 3.00000E+01 1.37E-04 3.25E-08 2.25E-05 2.19E-03 1
10 3.00000E+01 1.16E-05 3.52E-09 5.23E-06 1.02E-03 1
11 3.00000E+01 1.13E-06 3.81E-10 1.22E-06 4.74E-04 1
--------------------------------------------------------------
Status: converged, an optimal solution found
--------------------------------------------------------------
Final objective value 3.000000E+01
Relative precision 3.941484E-08
Optimality 1.133096E-06
Feasibility 3.806810E-10
Complementarity 1.216064E-06
DIMACS error 1 5.395697E-08
DIMACS error 2 0.000000E+00
DIMACS error 3 0.000000E+00
DIMACS error 4 7.613621E-11
DIMACS error 5 4.324629E-09
DIMACS error 6 2.296238E-08
Iteration counts
Outer iterations 11
Inner iterations 23
Linesearch steps 50
Evaluation counts
Augm. Lagr. values 35
Augm. Lagr. gradient 35
Augm. Lagr. hessian 23
--------------------------------------------------------------
Optimal solution:
X = 1.00 1.00
Lagrangian multiplier for A_1
1
1 10.0000
Lagrangian multiplier for A_2
1
1 2.4321E-06
Lagrangian multiplier for A_3
1 2
1 2.8571
2 -2.8571 2.8571