E04NGF Example Program Results
Calls to E04NHF
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Print Level = 1
Check Frequency = 10
Crash Tolerance = 0.05
Infinite Bound Size = 1.0D+25
OPTIONS file
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Begin Example options file for E04NGF
Feasibility Phase Iteration Limit = 5 * (Default = 70)
Optimality Phase Iteration Limit = 10 * (Default = 70)
End
*** E04NFF
Parameters
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Problem type........... QP2
Linear constraints..... 7 Feasibility tolerance.. 1.05E-08
Variables.............. 7 Optimality tolerance... 1.05E-08
Hessian rows........... 7 Rank tolerance......... 1.11E-14
Infinite bound size.... 1.00E+25 COLD start.............
Infinite step size..... 1.00E+25 EPS (machine precision) 1.11E-16
Check frequency........ 10 Expand frequency....... 5
Minimum sum of infeas.. NO Crash tolerance........ 5.00E-02
Max degrees of freedom. 7 Print level............ 1
Feasibility phase itns. 5 Monitoring file........ -1
Optimality phase itns. 10
Workspace provided is IWORK( 17), WORK( 189).
To solve problem we need IWORK( 17), WORK( 189).
Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
V 1 LL -1.000000E-02 -1.000000E-02 1.000000E-02 0.4700 .
V 2 FR -6.986465E-02 -0.100000 0.150000 . 3.0135E-02
V 3 FR 1.825915E-02 -1.000000E-02 3.000000E-02 . 1.1741E-02
V 4 FR -2.426081E-02 -4.000000E-02 2.000000E-02 . 1.5739E-02
V 5 FR -6.200564E-02 -0.100000 5.000000E-02 . 3.7994E-02
V 6 FR 1.380544E-02 -1.000000E-02 None . 2.3805E-02
V 7 FR 4.066496E-03 -1.000000E-02 None . 1.4066E-02
L Con State Value Lower Bound Upper Bound Lagr Mult Slack
L 1 EQ -0.130000 -0.130000 -0.130000 -1.908 .
L 2 FR -5.879898E-03 None -4.900000E-03 . 9.7990E-04
L 3 UL -6.400000E-03 None -6.400000E-03 -0.3144 -2.6021E-18
L 4 FR -4.537323E-03 None -3.700000E-03 . 8.3732E-04
L 5 FR -2.915996E-03 None -1.200000E-03 . 1.7160E-03
L 6 LL -9.920000E-02 -9.920000E-02 None 1.955 4.1633E-17
L 7 LL -3.000000E-03 -3.000000E-03 2.000000E-03 1.972 1.7347E-18
Exit E04NFF - Optimal QP solution.
Final QP objective value = 0.3703165E-01
Exit from QP problem after 8 iterations.