nag_opt_nlp1_solve (e04ucc) Example Program Results Optional parameter setting for e04ucc. -------------------------------------- Option file: e04ucce.opt con_deriv set to Nag_FALSE obj_deriv set to Nag_FALSE Parameters to e04ucc -------------------- Number of variables........... 4 Linear constraints............ 1 Nonlinear constraints......... 2 start................... Nag_Cold step_limit.............. 2.00e+00 machine precision....... 1.11e-16 lin_feas_tol............ 1.05e-08 nonlin_feas_tol......... 1.05e-08 optim_tol............... 3.26e-12 linesearch_tol.......... 9.00e-01 crash_tol............... 1.00e-02 f_prec.................. 4.37e-15 inf_bound............... 1.00e+20 inf_step................ 1.00e+20 max_iter................ 50 minor_max_iter.......... 50 hessian................. Nag_FALSE f_diff_int.............. Automatic c_diff_int.............. Automatic obj_deriv............... Nag_FALSE con_deriv............... Nag_FALSE verify_grad....... Nag_SimpleCheck print_deriv............ Nag_D_Full print_level......... Nag_Soln_Iter minor_print_level..... Nag_NoPrint outfile................. stdout Verification of the objective gradients. ---------------------------------------- The user sets 0 out of 4 objective gradient elements. Each iteration 4 gradient elements will be estimated numerically. Verification of the constraint gradients. ----------------------------------------- The user sets 3 out of 8 constraint gradient elements. Each iteration, 5 gradient elements will be estimated numerically. Simple Check: The Jacobian seems to be ok. The largest relative error was 5.22e-09 in constraint 1 Finite difference intervals. ---------------------------- j x[j] Forward dx[j] Central dx[j] Error Est. 1 1.00e+00 6.479651e-07 2.645420e-06 2.592083e-06 2 5.00e+00 7.825142e-07 7.936259e-06 1.565074e-06 3 5.00e+00 7.936259e-06 7.936259e-05 1.873839e-08 4 1.00e+00 9.163610e-07 2.645420e-06 1.832879e-06 Maj Mnr Step Merit function Violtn Norm Gz Cond Hz 0 5 0.0e+00 1.738281e+01 1.2e+01 7.1e-01 1.0e+00 1 1 1.0e+00 1.703169e+01 1.9e+00 4.6e-02 1.0e+00 2 1 1.0e+00 1.701442e+01 8.8e-02 2.1e-02 1.0e+00 3 1 1.0e+00 1.701402e+01 5.4e-04 3.1e-04 1.0e+00 4 1 1.0e+00 1.701402e+01 9.9e-08 7.0e-06 1.0e+00 Minor itn 1 -- Re-solve QP subproblem. 5 2 1.0e+00 1.701402e+01 4.7e-11 6.2e-08 1.0e+00 C Exit from NP problem after 5 major iterations, 11 minor iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 LL 1.00000e+00 1.00000e+00 5.00000e+00 1.0879e+00 0.0000e+00 V 2 FR 4.74300e+00 1.00000e+00 5.00000e+00 0.0000e+00 2.5700e-01 V 3 FR 3.82115e+00 1.00000e+00 5.00000e+00 0.0000e+00 1.1789e+00 V 4 FR 1.37941e+00 1.00000e+00 5.00000e+00 0.0000e+00 3.7941e-01 L Con State Value Lower Bound Upper Bound Lagr Mult Residual L 1 FR 1.09436e+01 None 2.00000e+01 0.0000e+00 9.0564e+00 N Con State Value Lower Bound Upper Bound Lagr Mult Residual N 1 UL 4.00000e+01 None 4.00000e+01 -1.6147e-01 -3.7126e-11 N 2 LL 2.50000e+01 2.50000e+01 None 5.5229e-01 -2.8749e-11 Optimal solution found. Final objective value = 1.7014017e+01