E04UHF Example Program Results
Calls to E04UJF
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Verify Level = -1
Major Iteration Limit = 25
Infinite Bound Size = 1.0D+25
OPTIONS file
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Begin * Example options file for E04UHF
Check Frequency = 25 * (Default = 60 )
Crash Tolerance = 0.05 * (Default = 0.1)
End
Workspace provided is IZ( 500), Z( 500).
To start solving the problem we need IZ( 566), Z( 670).
Exit E04UGF - Not enough integer workspace to start solving the problem.
*** E04UGF
Parameters
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Frequencies.
Check frequency......... 25 Expand frequency....... 10000
Factorization frequency. 100
QP subproblems.
Scale tolerance......... 9.00E-01 Minor feasibility tol.. 1.05E-08
Scale option............ 2 Minor optimality tol... 1.05E-08
Partial price........... 10 Crash tolerance........ 5.00E-02
Pivot tolerance......... 2.04E-11 Minor print level...... 0
Crash option............ 3 Elastic weight......... 1.00E+00
The SQP method.
Minimize................
Nonlinear objective vars 5 Major optimality tol... 1.05E-08
Function precision...... 1.72E-13 Unbounded step size.... 1.00E+20
Superbasics limit....... 5 Forward difference int. 4.15E-07
Unbounded objective..... 1.00E+15 Central difference int. 5.56E-05
Major step limit........ 2.00E+00 Derivative linesearch..
Derivative level........ 3 Major iteration limit.. 25
Linesearch tolerance.... 9.00E-01 Verify level........... -1
Minor iteration limit... 500 Major print level...... 10
Infinite bound size..... 1.00E+25 Iteration limit........ 10000
Hessian approximation.
Hessian full memory..... Hessian updates........ 99999999
Hessian frequency....... 99999999
Nonlinear constraints.
Nonlinear constraints... 0 Nonlinear Jacobian vars 0
Miscellaneous.
Variables............... 5 Linear constraints..... 1
Nonlinear variables..... 5 Linear variables....... 0
LU factor tolerance..... 1.00E+02 LU singularity tol..... 2.04E-11
LU update tolerance..... 1.00E+01 LU density tolerance... 6.00E-01
eps (machine precision). 1.11E-16 Monitoring file........ -1
COLD start.............. Infeasible exit........
Workspace provided is IZ( 1132), Z( 1340).
To start solving the problem we need IZ( 566), Z( 670).
Itn 0 -- Partial price reduced from 10 to 1.
Itn 0 -- Feasible linear rows.
Itn 0 -- Norm(x-x0) minimized. Sum of infeasibilities = 0.00E+00.
objfun sets 5 out of 5 objective gradients.
Maj Mnr Step Objective Optimal Cond Hz PD
0 3 0.0E+00 1.866667E+00 3.3E-02 1.0E+00 TF R
1 2 1.5E+01 1.550000E+00 7.5E-02 1.0E+00 TF n
2 2 6.7E+00 1.200000E+00 1.0E-01 1.0E+00 TF n
3 1 5.0E+00 1.000000E+00 0.0E+00 1.0E+00 TT n
Exit from NP problem after 3 major iterations,
8 minor iterations.
Variable State Value Lower Bound Upper Bound Lagr Mult Residual
Varble 1 UL 1.00000 . 1.0000 -1.000 .
Varble 2 UL 2.00000 . 2.0000 -0.5000 .
Varble 3 UL 3.00000 . 3.0000 -0.3333 .
Varble 4 UL 4.00000 . 4.0000 -0.2500 .
Varble 5 UL 5.00000 . 5.0000 -0.2000 .
Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual
DummyRow BS 0.00000 None None -1.000 .
Exit E04UGF - Optimal solution found.
Final objective value = 1.000000