nag_opt_nlp1_option_file (e04udc) Example Program Results
*** e04ufc
Parameters
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Linear constraints..... 1 Variables.............. 4
Nonlinear constraints.. 2
Infinite bound size.... 1.00E+25 COLD start.............
Infinite step size..... 1.00E+25 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........... 11
Start obj chk at varble 1 Stop obj chk at varble. 4
Start con chk at varble 1 Stop con chk at varble. 4
Major iterations limit. 15 Major print level...... 1
Minor iterations limit. 10 Minor print level...... 0
Workspace provided is IWORK( 17), WORK( 192).
To solve problem we need IWORK( 17), WORK( 192).
Verification of the objective gradients.
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The objective gradients seem to be ok.
Directional derivative of the objective 8.15250000E-01
Difference approximation 8.15249734E-01
J X(J) DX(J) G(J) Difference approxn Itns
1 1.00E+00 3.86E-07 1.20000000E+01 1.20000000E+01 OK 1
2 5.00E+00 7.94E-06 1.00000000E+00 1.00000000E+00 OK 3
3 5.00E+00 7.94E-06 2.00000000E+00 2.00000000E+00 OK 3
4 1.00E+00 2.65E-06 1.10000000E+01 1.10000000E+01 OK 3
4 Objective gradients out of the 4
set in cols 1 through 4 seem to be ok.
The largest relative error was 5.54E-12 in element 1
Exit from NP problem after 5 major iterations,
9 minor iterations.
Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
V 1 LL 1.00000 1.00000 5.00000 1.088 .
V 2 FR 4.74300 1.00000 5.00000 . 0.2570
V 3 FR 3.82115 1.00000 5.00000 . 1.179
V 4 FR 1.37941 1.00000 5.00000 . 0.3794
L Con State Value Lower Bound Upper Bound Lagr Mult Slack
L 1 FR 10.9436 None 20.0000 . 9.056
N Con State Value Lower Bound Upper Bound Lagr Mult Slack
N 1 UL 40.0000 None 40.0000 -0.1615 -3.5264E-11
N 2 LL 25.0000 25.0000 None 0.5523 -2.8791E-11
Exit e04ufc - Optimal solution found.
Final objective value = 17.01402