nag_opt_sparse_mps_read (e04mzc) Example Program Results
Parameters to e04mzc
--------------------
prob_name............... ..QP 2..
obj_name................ ..COST.. rhs_name................ (first)
range_name.............. (first) bnd_name................ (first)
col_lo_default.......... 0.00e+00 col_up_default.......... 1.00e+20
ncol_approx............. 500 nrow_approx............. 500
est_density............. 5.00e-02
output_level...... Nag_MPS_Summary
outfile................. stdout
MPS file successfully read.
Number of lines read: 58
Number of columns: 9
Number of rows: 5 (including objective row)
MPS Names Selected:
Problem ..QP 2..
Objective ..COST.. RHS RHS1
RANGES RANGE1 BOUNDS BOUND
MPS data successfully assigned to problem data.
Parameters to e04nkc
--------------------
Problem type............ sparse QP Number of variables..... 9
Linear constraints...... 5 Hessian columns......... 5
prob_name............... ..QP 2..
obj_name................ ..COST.. rhs_name................ RHS1
range_name.............. RANGE1 bnd_name................ BOUND
crnames................. supplied
minimize................ Nag_TRUE start................... Nag_Cold
ftol.................... 1.00e-06 reset_ftol.............. 10000
fcheck.................. 60 factor_freq............. 100
scale.............. Nag_ExtraScale scale_tol............... 9.00e-01
optim_tol............... 1.00e-06 max_iter................ 70
crash.............. Nag_CrashTwice crash_tol............... 1.00e-01
partial_price........... 10 pivot_tol............... 2.05e-11
max_sb.................. 6
inf_bound............... 1.00e+20 inf_step................ 1.00e+20
lu_factor_tol........... 1.00e+02 lu_update_tol........... 1.00e+01
lu_sing_tol............. 2.05e-11 machine precision....... 1.11e-16
print_level......... Nag_Soln_Iter
outfile................. stdout
Memory allocation:
state................... Nag lambda.................. Nag
Itn Step Ninf Sinf/Objective Norm rg
0 0.0e+00 0 0.000000e+00 0.0e+00
(User-supplied callback qphess, first invocation.)
Itn 0 -- Factorize detected a singular Hessian.
Rank = 5, Diag, min diag = 0.0e+00, 3.3e-13.
0 0.0e+00 0 0.000000e+00 6.3e+00
Itn 0 -- Feasible QP solution.
1 7.5e-01 0 -4.375000e+00 3.5e-01
2 1.0e+00 0 -4.400000e+00 0.0e+00
3 1.9e-01 0 -4.700000e+00 1.6e+00
4 1.0e+00 0 -5.100000e+00 2.3e-16
Itn 5 -- Hessian numerically indefinite.
Square of diag, min diag = -1.4e-14, 2.7e-13.
5 2.3e-01 0 -5.932500e+00 3.7e+00
6 4.7e-01 0 -6.179688e+00 1.1e+00
7 1.0e+00 0 -6.267162e+00 8.9e-16
8 8.1e-03 0 -6.532489e+00 1.4e+00
9 6.3e-01 0 -7.583236e+00 1.1e-15
10 1.0e+00 0 -8.067718e+00 6.7e-16
11 1.0e+00 0 -8.067778e+00 1.1e-16
Variable State Value Lower Bound Upper Bound Lagr Mult Residual
...X1... UL 2.00000e+00 -2.0000e+00 2.0000e+00 -8.000e-01 0.000e+00
...X2... SBS -2.33333e-01 -2.0000e+00 2.0000e+00 0.000e+00 1.767e+00
...X3... SBS -2.66667e-01 -2.0000e+00 2.0000e+00 9.615e-17 1.733e+00
...X4... BS -3.00000e-01 -2.0000e+00 2.0000e+00 0.000e+00 1.700e+00
...X5... SBS -1.00000e-01 -2.0000e+00 2.0000e+00 0.000e+00 1.900e+00
...X6... UL 2.00000e+00 -2.0000e+00 2.0000e+00 -9.000e-01 0.000e+00
...X7... UL 2.00000e+00 -2.0000e+00 2.0000e+00 -9.000e-01 0.000e+00
...X8... SBS -1.77778e+00 -2.0000e+00 2.0000e+00 3.899e-17 2.222e-01
...X9... BS -4.55556e-01 -2.0000e+00 2.0000e+00 1.504e-17 1.544e+00
Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual
..ROW1.. UL 1.50000e+00 -2.0000e+00 1.5000e+00 -6.667e-02 0.000e+00
..ROW2.. UL 1.50000e+00 -2.0000e+00 1.5000e+00 -3.333e-02 0.000e+00
..ROW3.. BS 3.93333e+00 -2.0000e+00 4.0000e+00 0.000e+00 -6.667e-02
FREE ROW BS 0.00000e+00 None None 0.000e+00 0.000e+00
..COST.. BS -1.07856e+01 None None -1.000e+00 -1.079e+01
Exit after 11 iterations.
Optimal QP solution found.
Final QP objective value = -8.0677778e+00