nag_opt_sparse_convex_qp (e04nkc) Example Program Results
Parameters to e04nkc
--------------------
Problem type............ sparse QP Number of variables..... 7
Linear constraints...... 8 Hessian columns......... 7
prob_name...............
obj_name................ rhs_name................
range_name.............. bnd_name................
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................ 75
crash.............. Nag_CrashTwice crash_tol............... 1.00e-01
partial_price........... 10 pivot_tol............... 2.05e-11
max_sb.................. 7
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
Itn 0 -- Infeasible
0 0.0e+00 1 1.152891e+03 0.0e+00
1 4.3e+02 0 0.000000e+00 0.0e+00
Itn 1 -- Feasible point found (for 1 equality constraints).
1 0.0e+00 0 0.000000e+00 0.0e+00
1 0.0e+00 0 1.460000e+06 0.0e+00
Itn 1 -- Feasible QP solution.
2 8.7e-02 0 9.409959e+05 0.0e+00
3 5.3e-01 0 -1.056552e+06 0.0e+00
4 1.0e+00 0 -1.462190e+06 4.1e-12
5 1.0e+00 0 -1.698092e+06 1.8e-12
6 4.6e-02 0 -1.764906e+06 7.0e+02
7 1.0e+00 0 -1.811946e+06 9.1e-13
8 1.7e-02 0 -1.847325e+06 1.7e+02
9 1.0e+00 0 -1.847785e+06 5.2e-12
Variable State Value Lower Bound Upper Bound Lagr Mult Residual
COLUMN 1 LL 0.00000e+00 0.0000e+00 2.0000e+02 2.361e+03 0.000e+00
COLUMN 2 BS 3.49399e+02 0.0000e+00 2.5000e+03 -1.062e-12 3.494e+02
COLUMN 3 SBS 6.48853e+02 4.0000e+02 8.0000e+02 -4.395e-12 1.511e+02
COLUMN 4 SBS 1.72847e+02 1.0000e+02 7.0000e+02 -2.274e-12 7.285e+01
COLUMN 5 BS 4.07521e+02 0.0000e+00 1.5000e+03 -2.067e-12 4.075e+02
COLUMN 6 BS 2.71356e+02 0.0000e+00 None 7.455e-13 2.714e+02
COLUMN 7 BS 1.50023e+02 0.0000e+00 None 4.710e-13 1.500e+02
Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual
OBJECTIV EQ 2.00000e+03 2.0000e+03 2.0000e+03 -1.290e+04 -0.000e+00
ROW 1 BS 4.92316e+01 None 6.0000e+01 -1.349e-11 -1.077e+01
ROW 2 UL 1.00000e+02 None 1.0000e+02 -2.325e+03 0.000e+00
ROW 3 BS 3.20719e+01 None 4.0000e+01 0.000e+00 -7.928e+00
ROW 4 BS 1.45572e+01 None 3.0000e+01 0.000e+00 -1.544e+01
ROW 5 LL 1.50000e+03 1.5000e+03 None 1.445e+04 -0.000e+00
ROW 6 LL 2.50000e+02 2.5000e+02 3.0000e+02 1.458e+04 -0.000e+00
ROW 7 BS -2.98869e+06 None None -1.000e+00 -2.989e+06
Exit after 9 iterations.
Optimal QP solution found.
Final QP objective value = -1.8477847e+06
Perturb the problem and re-solve with warm start.
Parameters to e04nkc
--------------------
Problem type............ sparse QP Number of variables..... 7
Linear constraints...... 8 Hessian columns......... 7
prob_name...............
obj_name................ rhs_name................
range_name.............. bnd_name................
crnames................. supplied
minimize................ Nag_TRUE start................... Nag_Warm
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................ 75
crash.............. Nag_CrashTwice crash_tol............... 1.00e-01
partial_price........... 10 pivot_tol............... 2.05e-11
max_sb.................. 7
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
outfile................. stdout
Memory allocation:
state................... Nag lambda.................. Nag
Variable State Value Lower Bound Upper Bound Lagr Mult Residual
COLUMN 1 LL 0.00000e+00 0.0000e+00 2.0000e+02 2.360e+03 0.000e+00
COLUMN 2 SBS 3.49529e+02 0.0000e+00 2.5000e+03 -1.769e-12 3.495e+02
COLUMN 3 BS 6.48762e+02 4.0000e+02 8.0000e+02 -7.644e-13 1.512e+02
COLUMN 4 SBS 1.72618e+02 1.0000e+02 7.0000e+02 -1.624e-12 7.262e+01
COLUMN 5 BS 4.07596e+02 0.0000e+00 1.5000e+03 -3.446e-13 4.076e+02
COLUMN 6 BS 2.71446e+02 0.0000e+00 None -5.964e-13 2.714e+02
COLUMN 7 BS 1.50048e+02 0.0000e+00 None 7.850e-13 1.500e+02
Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual
OBJECTIV EQ 2.00000e+03 2.0000e+03 2.0000e+03 -1.290e+04 -0.000e+00
ROW 1 BS 4.92290e+01 None 6.0000e+01 0.000e+00 -1.077e+01
ROW 2 UL 1.00000e+02 None 1.0000e+02 -2.325e+03 0.000e+00
ROW 3 BS 3.20731e+01 None 4.0000e+01 0.000e+00 -7.927e+00
ROW 4 BS 1.45618e+01 None 3.0000e+01 0.000e+00 -1.544e+01
ROW 5 LL 1.50000e+03 1.5000e+03 None 1.446e+04 -0.000e+00
ROW 6 LL 2.50000e+02 2.5000e+02 3.0000e+02 1.458e+04 -0.000e+00
ROW 7 BS -2.98841e+06 None None -1.000e+00 -2.988e+06
Exit after 1 iterations.
Optimal QP solution found.
Final QP objective value = -1.8466439e+06