nag_opt_bounds_deriv (e04kbc) Example Program Results
Optional parameter setting for e04kbc.
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Option file: e04kbce.opt
print_level set to Nag_Soln_Iter_Full
max_iter set to 40
step_max set to 4.00e+00
f_est set to 0.00e+00
Parameters to e04kbc
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Number of variables........... 4
optim_tol............... 1.05e-07 linesearch_tol.......... 9.00e-01
f_est................... 0.00e+00
step_max................ 4.00e+00 max_iter................ 40
init_state.......... Nag_Init_None local_search............ Nag_TRUE
minlin.............. Nag_Lin_Deriv deriv_check............. Nag_TRUE
print_level.... Nag_Soln_Iter_Full machine precision....... 1.11e-16
outfile................. stdout
Memory allocation:
state................... Nag
hesl.................... Nag hesd................... Nag
Results from e04kbc:
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Iteration results:
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
0 0 1.7284e+02 2.9e+02 3.3e+00 1.0e+00
Variable x g Status
1 3.0000e+00 2.6236e+02 Upper Bound
2 -9.0000e-01 -1.2624e+02 Free
3 1.3000e-01 2.7872e+00 Free
4 1.1000e+00 -2.6466e+02 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
1 1 2.6813e+01 2.7e+01 3.7e+00 1.2e+00 4.0e-03 3.4e+01
Variable x g Status
1 3.0000e+00 2.1529e+01 Upper Bound
2 -3.9251e-01 -1.9503e+01 Free
3 1.1880e-01 -1.8450e+01 Free
4 2.1639e+00 -2.9276e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
2 3 2.3453e+01 2.0e+01 3.7e+00 2.6e-01 1.0e-02 4.2e+01
Variable x g Status
1 3.0000e+00 2.9429e+01 Upper Bound
2 -2.2652e-01 1.2204e+01 Free
3 3.1377e-01 -1.3004e+01 Free
4 2.1125e+00 -9.9713e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
3 6 2.1599e+01 2.8e+01 3.7e+00 2.2e-01 8.7e-03 2.3e+02
Variable x g Status
1 3.0000e+00 2.6022e+01 Free
2 -2.5718e-01 -6.5438e-01 Free
3 5.3184e-01 2.3232e+00 Free
4 2.1431e+00 -9.0525e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
4 8 1.6189e+01 2.3e+01 3.1e+00 8.0e-01 3.1e-02 8.9e+00
Variable x g Status
1 2.1985e+00 -7.4626e-01 Free
2 -2.5748e-01 -1.6715e+01 Free
3 5.3101e-01 2.2448e+00 Free
4 2.1444e+00 1.6128e+01 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
5 9 1.4024e+01 1.5e+01 3.0e+00 1.7e-01 1.0e+00 1.8e+01
Variable x g Status
1 2.0816e+00 7.7589e-01 Free
2 -1.6942e-01 8.3975e-01 Free
3 5.1518e-01 -1.5466e+00 Free
4 2.0515e+00 1.5362e+01 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
6 10 1.1240e+01 2.1e+01 2.6e+00 3.8e-01 1.0e+00 5.4e+01
Variable x g Status
1 1.7877e+00 2.1366e+00 Free
2 -7.1798e-02 1.5908e+01 Free
3 5.1964e-01 -2.1209e+00 Free
4 1.8290e+00 1.3096e+01 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
7 11 7.9843e+00 1.1e+01 2.1e+00 5.4e-01 6.2e-01 3.9e+00
Variable x g Status
1 1.3605e+00 2.5858e+00 Free
2 0.0000e+00 2.3422e+01 Upper Bound
3 4.9104e-01 -2.6186e+00 Free
4 1.5106e+00 1.0331e+01 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
8 12 5.3035e+00 9.3e+00 1.7e+00 3.7e-01 1.0e+00 1.1e+01
Variable x g Status
1 1.0732e+00 1.7792e+00 Free
2 0.0000e+00 1.8627e+01 Upper Bound
3 4.4590e-01 -2.6928e+00 Free
4 1.2826e+00 8.7338e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
9 13 4.6913e+00 1.9e+01 1.6e+00 9.5e-02 6.6e-02 7.3e+01
Variable x g Status
1 1.0000e+00 1.5613e+00 Lower Bound
2 0.0000e+00 1.7336e+01 Free
3 4.3666e-01 -2.5266e+00 Free
4 1.2222e+00 8.2939e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
10 15 3.9688e+00 8.3e+00 1.6e+00 8.3e-02 4.8e-03 3.9e+00
Variable x g Status
1 1.0000e+00 -9.4589e-02 Lower Bound
2 -8.3009e-02 -1.0146e-01 Free
3 4.3672e-01 -8.4789e-01 Free
4 1.2215e+00 8.2818e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
11 16 2.8304e+00 6.4e+00 1.5e+00 1.6e-01 1.0e+00 1.9e+01
Variable x g Status
1 1.0000e+00 3.1074e-01 Lower Bound
2 -8.3930e-02 -3.6206e-02 Free
3 4.2460e-01 1.0297e-01 Free
4 1.0643e+00 6.4079e+00 Free
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
12 17 2.4344e+00 2.4e-01 1.5e+00 6.5e-02 1.1e-01 2.6e+00
Variable x g Status
1 1.0000e+00 3.0156e-01 Lower Bound
2 -8.4922e-02 -3.4052e-02 Free
3 4.1431e-01 2.4239e-01 Free
4 1.0000e+00 5.8569e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
13 18 2.4339e+00 8.7e-02 1.5e+00 3.2e-03 1.0e+00 4.1e+00
Variable x g Status
1 1.0000e+00 2.9879e-01 Lower Bound
2 -8.5060e-02 -7.5964e-05 Free
3 4.1114e-01 8.7488e-02 Free
4 1.0000e+00 5.8886e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
14 19 2.4338e+00 7.8e-04 1.5e+00 1.8e-03 1.0e+00 4.1e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -2.7717e-04 Free
3 4.0932e-01 7.2996e-04 Free
4 1.0000e+00 5.9068e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
15 20 2.4338e+00 3.5e-06 1.5e+00 1.5e-05 1.0e+00 4.1e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -2.5483e-06 Free
3 4.0930e-01 2.3869e-06 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
16 21 2.4338e+00 8.2e-09 1.5e+00 4.6e-08 1.0e+00 4.1e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -8.1823e-09 Free
3 4.0930e-01 1.0494e-10 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
17 22 2.4338e+00 8.2e-09 1.5e+00 4.2e-11 1.0e+00 1.0e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -8.1823e-09 Free
3 4.0930e-01 1.0494e-10 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
18 23 2.4338e+00 8.2e-09 1.5e+00 4.2e-11 1.0e+00 1.0e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -8.1823e-09 Free
3 4.0930e-01 1.0494e-10 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Local search performed.
Final solution:
Itn Nfun Objective Norm g Norm x Norm(x(k-1)-x(k)) Step Cond H
18 27 2.4338e+00 8.2e-09 1.5e+00 8.2e-09 1.0e+00 1.0e+00
Variable x g Status
1 1.0000e+00 2.9535e-01 Lower Bound
2 -8.5233e-02 -8.1823e-09 Free
3 4.0930e-01 1.0494e-10 Free
4 1.0000e+00 5.9070e+00 Lower Bound
Error/Warning from nag_opt_bounds_deriv (e04kbc).
NW_COND_MIN:
The conditions for a minimum have not all been satisfied but a lower
point could not be found.