e04ndfe.r

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NAG Library Manual, Mark 27.1
Interfaces: FL CL CPP AD
NAG FL Interface Introduction
Example description
 E04NDF Example Program Results
 
 
 Calls to e04ne
 ---------------
 
       Problem Type = QP2
 
 
 OPTIONS file
 ------------
 
      Begin   Example options file for  E04NDF
         Iteration Limit   =  30      *  (Default =  90)
      End
 
 *** e04nc
 
 Parameters
 ----------
 
 Problem type...........       QP2       Hessian................        NO
 
 Linear constraints.....         3       Feasibility tolerance..  1.05E-08
 Variables..............         9       Crash tolerance........  1.00E-02
 Objective matrix rows..         9       Rank tolerance.........  1.05E-07
 
 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.        30
 
 Workspace provided is     IWORK(       9),  WORK(     270).
 To solve problem we need  IWORK(       9),  WORK(     270).
 
 Rank of the objective function data matrix =     5
 
 
 Itn     Step Ninf Sinf/Objective  Norm Gz
   0  0.0E+00    0   0.000000E+00  4.5E+00
   1  7.5E-01    0  -4.375000E+00  5.0E-01
   2  1.0E+00    0  -4.400000E+00  2.8E-17
   3  3.0E-01    0  -4.700000E+00  8.9E-01
   4  1.0E+00    0  -5.100000E+00  2.4E-17
   5  5.4E-01    0  -6.055714E+00  1.7E+00
   6  1.1E-02    0  -6.113326E+00  1.6E+00
   7  1.1E-01    0  -6.215049E+00  1.2E+00
   8  1.0E+00    0  -6.538008E+00  1.8E-17
   9  6.5E-01    0  -7.428704E+00  7.2E-02
  10  1.0E+00    0  -7.429717E+00  1.8E-17
  11  1.0E+00    0  -8.067718E+00  1.8E-17
  12  1.0E+00    0  -8.067778E+00  1.8E-17
 
 Exit from QP problem after    12 iterations.
 
 
 Varbl State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 V   1    UL    2.00000      -2.00000       2.00000     -0.8000         .
 V   2    FR  -0.233333      -2.00000       2.00000           .       1.767
 V   3    FR  -0.266667      -2.00000       2.00000           .       1.733
 V   4    FR  -0.300000      -2.00000       2.00000           .       1.700
 V   5    FR  -0.100000      -2.00000       2.00000           .       1.900
 V   6    UL    2.00000      -2.00000       2.00000     -0.9000         .
 V   7    UL    2.00000      -2.00000       2.00000     -0.9000         .
 V   8    FR   -1.77778      -2.00000       2.00000           .      0.2222
 V   9    FR  -0.455556      -2.00000       2.00000           .       1.544
 
 
 L Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 L   1    UL    1.50000      -2.00000       1.50000     -6.6667E-02  1.1102E-15
 L   2    UL    1.50000      -2.00000       1.50000     -3.3333E-02 -4.4409E-16
 L   3    FR    3.93333      -2.00000       4.00000           .      6.6667E-02
 
 Exit e04nc  - Optimal QP solution.
 
 Final QP objective value =   -8.067778