nag_opt_handle_set_linmatineq (e04rnc) Example Program Results
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E04SV, NLP-SDP Solver (Pennon)
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Begin of Options
Print File = 6 * d
Print Level = 2 * d
Print Options = Yes * d
Monitoring File = -1 * d
Monitoring Level = 4 * d
Monitor Frequency = 0 * d
Infinite Bound Size = 1.00000E+20 * d
Task = Maximize * U
Stats Time = No * d
Dimacs Measures = Check * d
Hessian Density = Auto * d
Init Value P = 1.00000E+00 * d
Init Value Pmat = 1.00000E+00 * d
Initial P = Automatic * d
Initial U = Automatic * d
Initial X = Automatic * U
Inner Iteration Limit = 100 * d
Inner Stop Criteria = Heuristic * d
Inner Stop Tolerance = 1.00000E-02 * d
Linesearch Mode = Auto * d
Outer Iteration Limit = 100 * d
P Min = 1.05367E-08 * d
P Update Speed = 12 * d
Pmat Min = 1.05367E-08 * d
Preference = Speed * d
Presolve Block Detect = Yes * d
Stop Criteria = Soft * d
Stop Tolerance 1 = 1.00000E-06 * d
Stop Tolerance 2 = 1.00000E-07 * d
Stop Tolerance Feasibility = 1.00000E-07 * d
Transform Constraints = Auto * d
U Update Restriction = 5.00000E-01 * d
Umat Update Restriction = 3.00000E-01 * d
End of Options
Problem Statistics
No of variables 42
free (unconstrained) 1
bounded 41
No of lin. constraints 1
nonzeroes 41
No of matrix inequal. 1
detected matrix inq. 1
linear 1
nonlinear 0
max. dimension 5
detected normal inq. 0
linear 0
nonlinear 0
Objective function Linear
Begin of options modified by the solver
Hessian Density = Dense * S
Linesearch Mode = Fullstep * S
Transform Constraints = Equalities * S
End of Options
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it| objective | optim | feas | compl | pen min |inner
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0 0.00000E+00 4.80E+01 5.90E-01 2.37E+00 1.00E+00 0
1 -2.25709E+00 2.53E-03 7.15E-01 2.76E+00 1.00E+00 6
2 -9.90666E-01 1.29E-03 1.38E-02 1.25E+00 4.65E-01 5
3 -3.96590E-01 1.52E-03 2.07E-02 5.42E-01 2.16E-01 5
4 -1.52400E-01 6.63E-04 1.42E-02 2.26E-01 1.01E-01 5
5 -5.45545E-02 5.47E-03 9.33E-03 8.91E-02 4.68E-02 5
6 -1.62316E-02 1.05E-02 3.18E-03 3.33E-02 2.18E-02 5
7 -2.39571E-03 6.74E-03 3.90E-04 1.22E-02 1.01E-02 5
8 3.39831E-03 5.41E-04 4.33E-05 4.43E-03 4.71E-03 6
9 6.27924E-03 2.25E-03 3.47E-06 1.64E-03 2.19E-03 5
10 7.23641E-03 4.07E-03 4.79E-07 5.77E-04 1.02E-03 4
11 7.56230E-03 5.26E-04 1.76E-05 2.08E-04 4.74E-04 4
12 7.67523E-03 1.18E-02 2.18E-06 7.69E-05 2.21E-04 3
13 7.71758E-03 4.26E-03 2.51E-07 2.94E-05 1.03E-04 3
14 7.73491E-03 4.34E-06 2.95E-08 1.11E-05 4.77E-05 4
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it| objective | optim | feas | compl | pen min |inner
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15 7.74186E-03 8.50E-07 2.29E-09 3.96E-06 2.22E-05 4
16 7.74450E-03 7.25E-08 1.58E-10 1.29E-06 1.03E-05 4
17 7.74545E-03 2.51E-09 8.39E-12 3.32E-07 4.81E-06 4
18 7.74574E-03 5.19E-10 3.49E-13 4.73E-08 2.24E-06 4
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Status: converged, an optimal solution found
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Final objective value 7.745738E-03
Relative precision 2.815426E-07
Optimality 5.188682E-10
Feasibility 3.486927E-13
Complementarity 4.732416E-08
DIMACS error 1 2.594341E-10
DIMACS error 2 0.000000E+00
DIMACS error 3 0.000000E+00
DIMACS error 4 1.743464E-13
DIMACS error 5 4.676597E-08
DIMACS error 6 4.662494E-08
Iteration counts
Outer iterations 18
Inner iterations 81
Linesearch steps 186
Evaluation counts
Augm. Lagr. values 100
Augm. Lagr. gradient 100
Augm. Lagr. hessian 81
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Weight Row of design matrix
0.09 1.00 -1.00 1.00 -1.00 1.00
0.25 1.00 -0.70 0.49 -0.34 0.24
0.32 1.00 0.00 0.00 0.00 0.00
0.25 1.00 0.70 0.49 0.34 0.24
0.09 1.00 1.00 1.00 1.00 1.00
only those rows with a weight > 1.0e-05 are shown