E04NCF Example Program Results *** E04NCF Parameters ---------- Problem type........... LS1 Hessian................ NO Linear constraints..... 3 Feasibility tolerance.. 1.05E-08 Variables.............. 9 Crash tolerance........ 1.00E-02 Objective matrix rows.. 10 Rank tolerance......... 1.11E-14 Infinite bound size.... 1.00E+20 COLD start............. Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16 Print level............ 10 Feasibility phase itns. 60 Monitoring file........ -1 Optimality phase itns. 60 Workspace provided is IWORK( 9), WORK( 261). To solve problem we need IWORK( 9), WORK( 261). Rank of the objective function data matrix = 6 Itn Step Ninf Sinf/Objective Norm Gz 0 0.0E+00 1 2.145500E+00 0.0E+00 1 2.5E-01 1 1.145500E+00 0.0E+00 2 3.8E-01 0 6.595685E+00 2.3E+01 3 1.0E-01 0 5.342505E+00 1.9E+01 4 7.1E-02 0 4.616975E+00 2.2E+00 5 1.0E-01 0 4.558492E+00 1.3E+00 6 1.0E+00 0 4.523485E+00 9.8E-16 7 3.5E-01 0 1.934106E+00 6.9E+00 8 2.1E-01 0 1.323283E+00 5.1E+00 9 1.4E-02 0 1.307479E+00 0.0E+00 10 1.0E+00 0 9.153991E-01 5.3E-15 11 6.1E-01 0 2.190278E-01 5.9E-01 12 1.0E+00 0 1.652065E-01 2.2E-15 13 1.0E+00 0 9.605160E-02 2.2E-15 14 3.0E-02 0 9.236999E-02 4.5E-01 15 1.0E+00 0 8.134082E-02 8.3E-16 Exit from LS problem after 15 iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Slack V 1 LL 0.00000 . 2.00000 0.1572 . V 2 FR 4.152607E-02 . 2.00000 . 4.1526E-02 V 3 FR 0.587176 None 2.00000 . 1.413 V 4 LL 0.00000 . 2.00000 0.8782 . V 5 FR 9.964323E-02 . 2.00000 . 9.9643E-02 V 6 LL 0.00000 . 2.00000 0.1473 . V 7 FR 4.905781E-02 . 2.00000 . 4.9058E-02 V 8 LL 0.00000 . 2.00000 0.8603 . V 9 FR 0.305649 . 2.00000 . 0.3056 L Con State Value Lower Bound Upper Bound Lagr Mult Slack L 1 LL 2.00000 2.00000 None 0.3777 -4.4409E-16 L 2 UL 2.00000 None 2.00000 -5.7914E-02 2.2204E-16 L 3 LL 1.00000 1.00000 4.00000 0.1075 4.4409E-16 Exit E04NCF - Optimal LS solution. Final LS objective value = 0.8134082E-01