nag_opt_nlp1_option_file (e04udc) Example Program Results *** e04ufc Parameters ---------- Linear constraints..... 1 Variables.............. 4 Nonlinear constraints.. 2 Infinite bound size.... 1.00E+25 COLD start............. Infinite step size..... 1.00E+25 EPS (machine precision) 1.11E-16 Step limit............. 2.00E+00 Hessian................ NO Linear feasibility..... 1.05E-08 Crash tolerance........ 1.00E-02 Nonlinear feasibility.. 1.05E-08 Optimality tolerance... 3.26E-12 Line search tolerance.. 9.00E-01 Function precision..... 4.37E-15 Derivative level....... 3 Monitoring file........ -1 Verify level........... 11 Start obj chk at varble 1 Stop obj chk at varble. 4 Start con chk at varble 1 Stop con chk at varble. 4 Major iterations limit. 15 Major print level...... 1 Minor iterations limit. 10 Minor print level...... 0 Workspace provided is IWORK( 17), WORK( 192). To solve problem we need IWORK( 17), WORK( 192). Verification of the objective gradients. ---------------------------------------- The objective gradients seem to be ok. Directional derivative of the objective 8.15250000E-01 Difference approximation 8.15249734E-01 J X(J) DX(J) G(J) Difference approxn Itns 1 1.00E+00 3.86E-07 1.20000000E+01 1.20000000E+01 OK 1 2 5.00E+00 7.94E-06 1.00000000E+00 1.00000000E+00 OK 3 3 5.00E+00 7.94E-06 2.00000000E+00 2.00000000E+00 OK 3 4 1.00E+00 2.65E-06 1.10000000E+01 1.10000000E+01 OK 3 4 Objective gradients out of the 4 set in cols 1 through 4 seem to be ok. The largest relative error was 5.54E-12 in element 1 Exit from NP problem after 5 major iterations, 9 minor iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Slack V 1 LL 1.00000 1.00000 5.00000 1.088 . V 2 FR 4.74300 1.00000 5.00000 . 0.2570 V 3 FR 3.82115 1.00000 5.00000 . 1.179 V 4 FR 1.37941 1.00000 5.00000 . 0.3794 L Con State Value Lower Bound Upper Bound Lagr Mult Slack L 1 FR 10.9436 None 20.0000 . 9.056 N Con State Value Lower Bound Upper Bound Lagr Mult Slack N 1 UL 40.0000 None 40.0000 -0.1615 -3.5264E-11 N 2 LL 25.0000 25.0000 None 0.5523 -2.8791E-11 Exit e04ufc - Optimal solution found. Final objective value = 17.01402