NAG Library Manual, Mark 28.6
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 E04NKF Example Program Results
 
 *** e04nk
 
 Parameters
 ----------
 
 Frequencies.
 Check frequency.........        60       Expand frequency........     10000
 Factorization frequency.       100
 
 LP Parameters.
 Scale tolerance.........  9.00E-01       Feasibility tolerance...  1.00E-06
 Iteration limit.........        75       Scale option............         2
 Optimality tolerance....  1.00E-06       Partial price...........        10
 Crash tolerance.........  1.00E-01       Pivot tolerance.........  2.04E-11
 Crash option............         2
 
 QP objective.
 Objective variables.....         7       Hessian columns.........         7
 Superbasics limit.......         7
 
 Miscellaneous.
 Variables...............         7       Linear constraints......         8
 LU factor tolerance.....  1.00E+02       LU update tolerance.....  1.00E+01
 LU singularity tolerance  2.04E-11       Monitoring file.........        -1
 EPS (machine precision).  1.11E-16       Print level.............        10
 Infinite bound size.....  1.00E+20       Infinite step size......  1.00E+20
 COLD start..............                 MINIMIZE................
 
 Workspace provided is                 IZ(     428),  Z(     358).
 To start solving the problem we need  IZ(     428),  Z(     358).
 
 
   Itn     Step  Ninf  Sinf/Objective  Norm rg
 Itn      0 -- Infeasible.
     0  0.0E+00     1    1.152891E+03  0.0E+00
     1  4.3E+02     0    0.000000E+00  0.0E+00
 Itn      1 -- Feasible point found (for      1 equality constraints).
     1  0.0E+00     0    0.000000E+00  0.0E+00
     1  0.0E+00     0    1.460000E+06  0.0E+00
 Itn      1 -- Feasible QP solution.
     2  8.7E-02     0    9.409959E+05  0.0E+00
     3  5.3E-01     0   -1.056552E+06  0.0E+00
     4  1.0E+00     0   -1.462190E+06  2.3E-12
     5  1.0E+00     0   -1.698092E+06  2.2E-12
     6  4.6E-02     0   -1.764906E+06  7.0E+02
     7  1.0E+00     0   -1.811946E+06  2.8E-12
     8  1.7E-02     0   -1.847325E+06  1.7E+02
     9  1.0E+00     0   -1.847785E+06  7.0E-12
 
 
 Variable State     Value       Lower Bound  Upper Bound   Lagr Mult  Residual
 
 ...X1...    LL    0.00000           .        200.00       2361.         .
 ...X2...    BS    349.399           .        2500.0     -3.6566E-12   349.4
 ...X3...   SBS    648.853       400.00       800.00     -5.9240E-12   151.1
 ...X4...   SBS    172.847       100.00       700.00      1.9491E-12   72.85
 ...X5...    BS    407.521           .        1500.0           .       407.5
 ...X6...    BS    271.356           .           None    -3.2802E-12   271.4
 ...X7...    BS    150.023           .           None    -1.4130E-12   150.0
 
 
 Constrnt State     Value       Lower Bound  Upper Bound   Lagr Mult  Residual
 
 ..ROW1..    EQ    2000.00       2000.0       2000.0     -1.2901E+04     .
 ..ROW2..    BS    49.2316          None      60.000           .      -10.77
 ..ROW3..    UL    100.000          None      100.00      -2325.         .
 ..ROW4..    BS    32.0719          None      40.000           .      -7.928
 ..ROW5..    BS    14.5572          None      30.000           .      -15.44
 ..ROW6..    LL    1500.00       1500.0          None     1.4455E+04     .
 ..ROW7..    LL    250.000       250.00       300.00      1.4581E+04     .
 ..COST..    BS  -2.988690E+06      None         None     -1.000     -2.9887E+06
 
 Exit e04nk  - Optimal QP solution found.
 
 Final QP objective value =    -1847785.
 
 Exit from QP problem after       9 iterations.