nag_opt_handle_set_qconstr (e04rsc) Example Program Results

 E04PT, Interior point method for SOCP problems
 Begin of Options
     Print File                    =                   6     * d
     Print Level                   =                   1     * U
     Print Options                 =                 Yes     * d
     Print Solution                =                  No     * d
     Monitoring File               =                  -1     * d
     Monitoring Level              =                   4     * d
     Socp Monitor Frequency        =                   1     * U
 
     Infinite Bound Size           =         1.00000E+20     * d
     Task                          =            Minimize     * d
     Stats Time                    =                  No     * d
     Time Limit                    =         1.00000E+06     * d
 
     Socp Iteration Limit          =                 100     * d
     Socp Max Iterative Refinement =                   9     * d
     Socp Presolve                 =                 Yes     * d
     Socp Scaling                  =                None     * d
     Socp Stop Tolerance           =         1.05367E-08     * d
     Socp Stop Tolerance 2         =         1.05367E-08     * d
     Socp System Formulation       =                Auto     * d
 End of Options
 

     monit() reports good approximate solution (tol = 1.00E-07)
 Status: converged, an optimal solution found
 Final primal objective value  2.571350E+00
 Final dual objective value    2.571350E+00
 Optimal X:
  x_idx       Value
      1     1.174E+00
      2    -4.257E+00
      3     9.814E-01