NAG Library Manual, Mark 28.3
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E04RPF Example Program Results

SDP problem was read, passing it to the solver.

Overview
Status:                  Problem and option settings are editable.
No of variables:         5
Objective function:      linear
Simple bounds:           not defined yet
Linear constraints:      not defined yet
Nonlinear constraints:   not defined yet
Cone constraints:        not defined yet
Matrix constraints:      2
Matrix constraints
IDblk =     1, size =      2 x     2, polynomial of order 2
IDblk =     2, size =      2 x     2, linear

--------------------------------
E04SV, NLP-SDP Solver (Pennon)
--------------------------------

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
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                     =                User     * d
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                  5
bounds               not defined
No of lin. constraints           0
nonzeroes                      0
No of matrix inequal.            2
detected matrix inq.           2
linear                       1
nonlinear                    1
max. dimension               2
detected normal inq.           0
linear                       0
nonlinear                    0
Objective function          Linear

Begin of options modified by the solver
Dimacs Measures               =                  No     * S
Hessian Density               =               Dense     * S
Linesearch Mode               =           Goldstein     * S
Transform Constraints         =                  No     * S
End of Options

--------------------------------------------------------------
it|  objective |  optim  |   feas  |  compl  | pen min |inner
--------------------------------------------------------------
0  0.00000E+00  1.82E+01  1.00E+00  4.00E+00  2.00E+00   0
1  4.11823E+00  3.85E-03  0.00E+00  1.73E+00  2.00E+00   6
2  2.58252E+00  5.36E-03  0.00E+00  4.93E-01  9.04E-01   4
3  2.06132E+00  1.02E-03  0.00E+00  7.70E-02  4.08E-01   4
4  2.00050E+00  3.00E-03  8.91E-03  1.78E-02  1.85E-01   3
5  1.99929E+00  1.55E-03  3.16E-03  3.65E-03  8.34E-02   2
6  1.99985E+00  1.03E-04  3.16E-04  7.19E-04  3.77E-02   4
7  1.99997E+00  7.04E-04  5.76E-05  1.41E-04  1.70E-02   1
8  2.00000E+00  1.32E-04  6.52E-06  2.76E-05  7.70E-03   1
9  2.00000E+00  8.49E-06  7.86E-07  5.37E-06  3.48E-03   1
10  2.00000E+00  5.88E-07  1.06E-07  1.04E-06  1.57E-03   1
11  2.00000E+00  5.55E-08  4.87E-08  2.02E-07  7.11E-04   1
12  2.00000E+00  5.34E-09  5.37E-09  3.93E-08  3.21E-04   1
13  2.00000E+00  5.03E-10  5.45E-09  7.62E-09  1.45E-04   1
14  2.00000E+00  4.45E-11  5.55E-09  1.48E-09  6.56E-05   1
--------------------------------------------------------------
it|  objective |  optim  |   feas  |  compl  | pen min |inner
--------------------------------------------------------------
15  2.00000E+00  4.36E-12  5.67E-09  2.87E-10  2.96E-05   1
16  2.00000E+00  1.61E-11  5.82E-09  5.57E-11  1.34E-05   1
17  2.00000E+00  3.13E-11  6.00E-09  1.08E-11  6.06E-06   1
18  2.00000E+00  8.65E-11  6.22E-09  2.10E-12  2.74E-06   1
19  2.00000E+00  1.31E-10  6.48E-09  4.07E-13  1.24E-06   1
--------------------------------------------------------------
Status: converged, an optimal solution found
--------------------------------------------------------------
Final objective value                2.000000E+00
Relative precision                   8.141636E-16
Optimality                           1.310533E-10
Feasibility                          6.484489E-09
Complementarity                      4.066867E-13
Iteration counts
Outer iterations                             19
Inner iterations                             36
Linesearch steps                             56
Evaluation counts
Augm. Lagr. values                           76