nag_opt_conj_grad (e04dgc) Example Program Results

Optional parameter setting for e04dgc.
--------------------------------------

Option file: e04dgce.opt

print_level set to Nag_Soln
max_iter set to 30
verify_grad set to Nag_CheckObj
max_line_step set to 1.00e+02
f_est set to 1.00e+00

Parameters to e04dgc
--------------------

Number of variables...........   2

max_line_step...........  1.00e+02    machine precision.......  1.11e-16
optim_tol...............  3.26e-12    linesearch_tol..........  9.00e-01
f_est...................  1.00e+00    f_prec..................  4.38e-15
verify_grad.........  Nag_CheckObj    max_iter................        30
print_level.........      Nag_Soln    print_gcheck............      Nag_TRUE
outfile.................    stdout
(User-supplied callback objfun, first invocation.)


Verification of the objective gradients.
----------------------------------------

All objective gradient elements have been set.

The objective gradient seems to be ok.

Directional derivative of the objective    -1.47151776e-01
Difference approximation                   -1.47151796e-01


Component-wise check:

   i     x[i]       dx[i]         g[i]       Difference approxn.   Itns.
   1  -1.00e+00   1.64e-07   3.67879441e-01   3.67879441e-01 OK     1 
   2   1.00e+00   1.84e-07   7.35758882e-01   7.35758882e-01 OK     1 

2 objective gradient elements out of the 2 assigned,
set in columns 1 through 2, seem to be ok.

The largest relative error was 5.08e-11 in element 2  

Results from e04dgc:
-------------------

Final solution:

 Variable         x                g
    1         5.0000e-01       1.3247e-07
    2        -1.0000e+00       3.0215e-08

Final objective function value = 8.6231277e-16.

Exit after 9 iterations and 19 function evaluations.

Optimal solution found.