NAG Library Manual, Mark 28.5
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NAG AD Library Introduction
Example description

 E04US_T2W_F Example Program Results
 
 *** e04us
 
 Parameters
 ----------
 
 Linear constraints.....         1       Variables..............         2
 Nonlinear constraints..         1       Subfunctions...........        44
 
 Infinite bound size....  1.00E+20       COLD start.............
 Infinite step size.....  1.00E+20       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...........         0
 
 Major iterations limit.        50       Major print level......         1
 Minor iterations limit.        50       Minor print level......         0
 
 J'J initial Hessian....                 Reset frequency........         2
 
 Workspace provided is     IWORK(       9),  WORK(     306).
 To solve problem we need  IWORK(       9),  WORK(     306).
 
 
 Verification of the constraint gradients.
 -----------------------------------------
 
 The constraint Jacobian seems to be ok.
 
 The largest relative error was    1.89E-08  in constraint    1
 
 
 
 Verification of the objective gradients.
 ----------------------------------------
 
 The objective Jacobian seems to be ok.
 
 The largest relative error was    1.04E-08  in subfunction    3
 
 
 Exit from NP problem after     6 major iterations,
                                8 minor iterations.
 
 
 Varbl State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 V   1    FR   0.419953      0.400000          None           .      1.9953E-02
 V   2    FR    1.28485      -4.00000          None           .       5.285
 
 
 L Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 L   1    FR    1.70480       1.00000          None           .      0.7048
 
 
 N Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 N   1    LL  -9.767742E-13       .            None      3.3358E-02 -9.7677E-13
 
 Exit e04us  - Optimal solution found.
 
 Final objective value =   0.1422983E-01
  Optimal solution =    0.01423

  Solution point, x
             1          2
 1      0.4200     1.2848

  Derivatives calculated: Second order tangents
  Computational mode    : algorithmic

  Derivatives:
  d^2x(1)/druser(1:44)^2
               1            2            3            4            5
 1    2.5741E-09   9.3099E-09  -3.7407E-04  -3.1987E-04  -3.7407E-04
 
               6            7            8            9           10
 1   -3.1987E-04  -5.8175E-05  -5.8175E-05  -4.7541E-05  -2.6329E-05
 
              11           12           13           14           15
 1   -5.2694E-06  -2.6562E-06  -2.6562E-06  -3.8116E-07  -2.4296E-07
 
              16           17           18           19           20
 1   -2.4296E-07  -6.2070E-08  -4.8557E-08  -6.0522E-10  -6.0522E-10
 
              21           22           23           24           25
 1   -1.8652E-09   7.1394E-11   7.1394E-11   1.8547E-10  -1.9250E-12
 
              26           27           28           29           30
 1    1.8477E-11   1.8477E-11   1.2594E-12   2.1930E-12   1.2594E-12
 
              31           32           33           34           35
 1    2.8451E-13   3.8112E-13   9.7139E-14   9.7139E-14   1.2470E-13
 
              36           37           38           39           40
 1    2.6799E-14   2.9807E-14   9.6518E-15   2.8849E-15   3.6909E-15
 
              41           42           43           44
 1    1.0278E-15   1.0278E-15   3.6100E-16   1.1645E-16