nag_opt_nlp1_solve (e04ucc) Example Program Results
Optional parameter setting for e04ucc.
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Option file: e04ucce.opt
con_deriv set to Nag_FALSE
obj_deriv set to Nag_FALSE
Parameters to e04ucc
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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.
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The user sets 0 out of 4 objective gradient elements.
Each iteration 4 gradient elements will be estimated numerically.
Verification of the constraint gradients.
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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.
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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