NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 E04UGF Example Program Results
 
 *** e04ug
 
 Parameters
 ----------
 
 Frequencies.
 Check frequency.........        60       Expand frequency.......     10000
 Factorization frequency.        50
 
 QP subproblems.
 Scale tolerance.........  9.00E-01       Minor feasibility tol..  1.05E-08
 Scale option............         1       Minor optimality tol...  1.05E-08
 Partial price...........         1       Crash tolerance........  1.00E-01
 Pivot tolerance.........  2.04E-11       Minor print level......         0
 Crash option............         0       Elastic weight.........  1.00E+02
 
 The SQP method.
 Minimize................
 Nonlinear objective vars         4       Major optimality tol...  1.05E-08
 Function precision......  1.72E-13       Unbounded step size....  1.00E+20
 Superbasics limit.......         4       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..      1000
 Linesearch tolerance....  9.00E-01       Verify level...........         0
 Minor iteration limit...       500       Major print level......        10
 Infinite bound size.....  1.00E+20       Iteration limit........     10000
 
 Hessian approximation.
 Hessian full memory.....                 Hessian updates........  99999999
 Hessian frequency.......  99999999
 
 Nonlinear constraints.
 Nonlinear constraints...         3       Major feasibility tol..  1.05E-08
 Nonlinear Jacobian vars.         2       Violation limit........  1.00E+01
 
 Miscellaneous.
 Variables...............         4       Linear constraints.....         3
 Nonlinear variables.....         4       Linear variables.......         0
 LU factor tolerance.....  5.00E+00       LU singularity tol.....  2.04E-11
 LU update tolerance.....  5.00E+00       LU density tolerance...  6.00E-01
 eps (machine precision).  1.11E-16       Monitoring file........        -1
 COLD start..............                 Infeasible exit........
 
 Workspace provided is                 IZ(    1256),  Z(    1516).
 To start solving the problem we need  IZ(     628),  Z(     758).
 
 Itn      0 -- Scale option reduced from                1 to                0.
 
 Itn      0 -- Feasible linear rows.
 
 Itn      0 -- Norm(x-x0) minimized. Sum of infeasibilities = 0.00E+00.
 
 confun  sets       6   out of       6   constraint gradients.
 objfun  sets       4   out of       4   objective  gradients.
 
 Cheap test on confun...
 
 The Jacobian seems to be OK.
 
 The largest discrepancy was    4.41E-08  in constraint     2.
 
 Cheap test on objfun...
 
 The objective gradients seem to be OK.
 Gradient projected in two directions   0.00000000000E+00   0.00000000000E+00
 Difference approximations              1.74111992322E-19   4.48742248252E-21
 
 Itn      0 -- All-slack basis B = I selected.
 
 Itn      7 -- Large multipliers.
               Elastic mode started with weight =  2.0E+02.
 
 
  Maj  Mnr    Step Merit Function Feasibl Optimal Cond Hz PD
    0   12 0.0E+00   3.199952E+05 1.7E+00 8.0E-01 2.1E+06 FF  R   i
    1    2 1.0E+00   2.463016E+05 1.2E+00 3.2E+03 4.5E+00 FF s
    2    1 1.0E+00   1.001802E+04 3.3E-02 9.2E+01 4.5E+00 FF
    3    1 1.0E+00   5.253418E+03 6.6E-04 2.5E+01 4.8E+00 FF
    4    1 1.0E+00   5.239444E+03 2.0E-06 2.8E+01 1.0E+02 FF
    5    1 1.0E+00   5.126208E+03 6.0E-04 5.9E-01 1.1E+02 FF
    6    1 1.0E+00   5.126498E+03 4.7E-07 2.9E-02 1.0E+02 FF
    7    1 1.0E+00   5.126498E+03 5.9E-10 1.5E-03 1.1E+02 TF
    8    1 1.0E+00   5.126498E+03 1.2E-12 7.6E-09 1.1E+02 TT
 
 Exit from NP problem after     8 major iterations,
                               21 minor iterations.
 
 Variable State     Value       Lower Bound  Upper Bound   Lagr Mult  Residual
 
 Varble 1    BS   0.118876     -0.55000      0.55000     -1.2529E-07  0.4311
 Varble 2    BS  -0.396234     -0.55000      0.55000      1.9245E-08  0.1538
 Varble 3    BS    679.945           .        1200.0      1.7001E-10   520.1
 Varble 4   SBS    1026.07           .        1200.0     -2.1918E-10   173.9
 
 Constrnt State     Value       Lower Bound  Upper Bound   Lagr Mult  Residual
 
 NlnCon 1    EQ   -894.800      -894.80      -894.80      -4.387      3.3644E-09
 NlnCon 2    EQ   -894.800      -894.80      -894.80      -4.106      6.0049E-10
 NlnCon 3    EQ   -1294.80      -1294.8      -1294.8      -5.463      3.3551E-09
 LinCon 1    BS  -0.515110     -0.55000          None          .      3.4890E-02
 LinCon 2    BS   0.515110     -0.55000          None          .       1.065
 Free Row    BS    4091.97          None         None     -1.000       4092.
 
 Exit e04ug  - Optimal solution found.
 
 Final objective value =     5126.498