E04NLF Example Program Results
Calls to e04nm
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Check Frequency = 10
Crash Tolerance = 0.05
Infinite Bound Size = 1.0E+25
OPTIONS file
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Begin * Example options file for E04NLF
Iteration Limit = 25 * (Default = 75)
Print Level = 1 * (Default = 10)
End
*** e04nk
Parameters
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Frequencies.
Check frequency......... 10 Expand frequency........ 10000
Factorization frequency. 100
LP Parameters.
Scale tolerance......... 9.00E-01 Feasibility tolerance... 1.00E-06
Iteration limit......... 25 Scale option............ 2
Optimality tolerance.... 1.00E-06 Partial price........... 10
Crash tolerance......... 5.00E-02 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............. 1
Infinite bound size..... 1.00E+25 Infinite step size...... 1.00E+25
COLD start.............. MINIMIZE................
Workspace provided is IZ( 428), Z( 358).
To start solving the problem we need IZ( 428), Z( 358).
This is the E04NLF example. NCOLH = 7.
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
Finished the E04NLF example.
Exit e04nk - Optimal QP solution found.
Final QP objective value = -1847785.
Exit from QP problem after 10 iterations.