nag_opt_handle_print (e04ryc) Example Program Results Freshly created handle Overview Status: Problem and option settings are editable. No of variables: 2 Objective function: not defined yet Simple bounds: not defined yet Linear constraints: not defined yet Nonlinear constraints: not defined yet Cone constraints: not defined yet Quadratic constraints: not defined yet Matrix constraints: not defined yet Handle after definition of simple bounds and the objective Overview Status: Problem and option settings are editable. No of variables: 2 Objective function: linear Simple bounds: defined Linear constraints: not defined yet Nonlinear constraints: not defined yet Cone constraints: not defined yet Quadratic constraints: not defined yet Matrix constraints: not defined yet Objective function linear part c( 2) = 1.00E+00, Simple bounds 0.000E+00 <= X_ 1 -3.000E+00 <= X_ 2 <= 3.000E+00 Handle after definition of the 1st matrix constraint Overview Status: Problem and option settings are editable. No of variables: 2 Objective function: linear Simple bounds: defined Linear constraints: not defined yet Nonlinear constraints: not defined yet Cone constraints: not defined yet Quadratic constraints: not defined yet Matrix constraints: 1 Matrix constraints IDblk = 1, size = 3 x 3, linear Handle after partial definition of the 2nd matrix constraint Matrix constraints IDblk = 1, size = 3 x 3, linear IDblk = 2, size = 2 x 2, linear Handle with the complete problem formulation Overview Status: Problem and option settings are editable. No of variables: 2 Objective function: linear Simple bounds: defined Linear constraints: not defined yet Nonlinear constraints: not defined yet Cone constraints: not defined yet Quadratic constraints: not defined yet Matrix constraints: 2 Matrix constraints IDblk = 1, size = 3 x 3, linear IDblk = 2, size = 2 x 2, polynomial of order 2 Lagrangian multipliers sizes (Standard) multipliers U: 4 + 0 + 0 + 0 Cone multipliers UC: 0 Matrix multipliers UA: 9 Matrix constraints (detailed) Matrix inequality IDBLK = 1, dimension 3 multiindex k = 0 A_k( 1, 1) = -1.000E+00 A_k( 2, 1) = 1.000E+00 A_k( 2, 2) = -7.500E-01 A_k( 3, 3) = -1.600E+01 multiindex k = 1 A_k( 2, 1) = 1.000E+00 multiindex k = 2 A_k( 3, 1) = 1.000E+00 Matrix inequality IDBLK = 2, dimension 2 multiindex k = 0 A_k( 2, 2) = -1.000E+00 multiindex k = 1 A_k( 1, 1) = 1.000E+00 multiindex k = 1, 2 Q_k( 2, 1) = -1.000E+00 Option settings Begin of Options Print File = 6 * d Print Level = 2 * d Print Options = No * U Print Solution = No * d Monitoring File = -1 * d Monitoring Level = 4 * d Dfo Print Frequency = 1 * d Dfo Monitor Frequency = 0 * d Foas Monitor Frequency = 0 * d Foas Print Frequency = 1 * d Lpipm Monitor Frequency = 0 * d Monitor Frequency = 0 * d Socp Monitor Frequency = 0 * d Infinite Bound Size = 1.00000E+20 * d Task = Minimize * d Stats Time = No * d Time Limit = 1.00000E+06 * d Verify Derivatives = No * d Reg Term Type = Off * d Reg Coefficient = 1.00000E+00 * d Dimacs Measures = Check * d Hessian Density = Auto * d Hessian Mode = Auto * d Init Value P = 1.00000E+00 * d Init Value Pmat = 1.00000E+00 * d Initial P = Automatic * d Initial U = Automatic * d Initial X = Automatic * U Inner Iteration Limit = 100 * d Inner Stop Criteria = Heuristic * d Inner Stop Tolerance = 1.00000E-02 * d Linesearch Mode = Auto * d Matrix Ordering = Auto * d Matrix Ordering = Auto * d Outer Iteration Limit = 100 * d P Min = 1.05367E-08 * d P Update Speed = 12 * d Pmat Min = 1.05367E-08 * d Preference = Speed * d Presolve Block Detect = Yes * d Stop Criteria = Soft * d Stop Tolerance 1 = 1.00000E-06 * d Stop Tolerance 2 = 1.00000E-07 * d Stop Tolerance Feasibility = 1.00000E-07 * d Transform Constraints = Auto * d U Update Restriction = 5.00000E-01 * d Umat Update Restriction = 3.00000E-01 * d Lp Presolve = Yes * d Lpipm Algorithm = Primal-dual * d Lpipm Centrality Correctors = 6 * d Lpipm Iteration Limit = 100 * d Lpipm Max Iterative Refinement= 5 * d Lpipm Scaling = Arithmetic * d Lpipm Stop Tolerance = 1.05367E-08 * d Lpipm Stop Tolerance 2 = 2.67452E-10 * d Lpipm System Formulation = Auto * d Dfo Initial Interp Points = Coordinate * d Dfo Max Objective Calls = 500 * d Dfo Max Soft Restarts = 5 * d Dfo Max Unsucc Soft Restarts = 3 * d Dfo Maximum Slow Steps = 20 * d Dfo Noise Level = 0.00000E+00 * d Dfo Noisy Problem = No * d Dfo Number Initial Points = 0 * d Dfo Number Interp Points = 0 * d Dfo Number Soft Restarts Pts = 3 * d Dfo Random Seed = -1 * d Dfo Starting Trust Region = 1.00000E-01 * d Dfo Trust Region Slow Tol = 1.02648E-04 * d Dfo Trust Region Tolerance = 1.24969E-06 * d Dfo Version = Latest * d Dfls Small Residuals Tol = 1.08158E-12 * d Dfno Detect Unbounded = Yes * d Dfno Objective Limit = -1.7977E+308 * d Foas Estimate Derivatives = No * d Foas Finite Diff Interval = 1.05367E-08 * d Foas Iteration Limit = 10000000 * d Foas Memory = 11 * d Foas Progress Tolerance = 1.08158E-12 * d Foas Rel Stop Tolerance = 1.08158E-12 * d Foas Restart Factor = 6.00000E+00 * d Foas Slow Tolerance = 1.01316E-02 * d Foas Stop Tolerance = 1.00000E-06 * d Foas Tolerance Norm = Infinity * d Socp Iteration Limit = 100 * d Socp Max Iterative Refinement = 9 * d Socp Presolve = Yes * d Socp Scaling = None * d Socp Stop Tolerance = 1.05367E-08 * d Socp Stop Tolerance 2 = 1.05367E-08 * d Socp System Formulation = Auto * d Bxnl Model = Hybrid * d Bxnl Nlls Method = Galahad * d Bxnl Glob Method = Tr * d Bxnl Reg Order = Auto * d Bxnl Tn Method = Min-1-var * d Bxnl Basereg Type = None * d Bxnl Basereg Pow = 2.00000E+00 * d Bxnl Basereg Term = 1.00000E-02 * d Bxnl Iteration Limit = 1000 * d Bxnl Monitor Frequency = 0 * d Bxnl Print Header = 30 * d Bxnl Save Covariance Matrix = No * d Bxnl Stop Abs Tol Fun = 1.05367E-08 * d Bxnl Stop Abs Tol Grd = 1.05737E-05 * d Bxnl Stop Rel Tol Fun = 1.05367E-08 * d Bxnl Stop Rel Tol Grd = 1.05367E-08 * d Bxnl Stop Step Tol = 2.22045E-16 * d Bxnl Use Second Derivatives = No * d Bxnl Use Weights = No * d Mcs Initialization Method = Simple Bounds * d Mcs Local Searches = On * d Mcs Local Searches Limit = 50 * d Mcs Local Searches Tolerance = 2.22045E-16 * d Mcs Max Objective Calls = 0 * d Mcs Monitor Frequency = 0 * d Mcs Repeatability = Off * d Mcs Splits Limit = 0 * d Mcs Static Limit = 0 * d Mcs Target Objective Error = 1.02648E-04 * d Mcs Target Objective Safeguard= 1.05367E-08 * d Mcs Target Objective Value = -1.7977E+308 * d Mcs Print Frequency = 1 * d Ssqp Crash Option = Triple-pass * d Ssqp Crash Tolerance = 1.00000E-01 * d Ssqp Estimate Derivatives = No * d Ssqp Finite Diff Ctrl Interval= 6.69433E-05 * d Ssqp Finite Diff Interval = 5.47723E-07 * d Ssqp Function Precision = 3.00000E-13 * d Ssqp Hessian = Auto * d Ssqp Hessian Updates = 10 * d Ssqp Iteration Limit = 10000 * d Ssqp Major Feasibility Tol = 1.00001E-06 * d Ssqp Major Iteration Limit = 1000 * d Ssqp Major Optimality Tol = 1.00001E-06 * d Ssqp Minor Feasibility Tol = 1.00001E-06 * d Ssqp Minor Iteration Limit = 500 * d Ssqp Monitor Frequency = 0 * d Ssqp Penalty Parameter = 0.00000E+00 * d Ssqp Print Frequency = 1 * d Ssqp Scale Option = None * d Ssqp Scale Print = No * d Ssqp Scale Tolerance = 9.00000E-01 * d Ssqp Start Type = Cold * d Ssqp Superbasics Limit = -1 * d Nldf Loss Function Type = L2 * d Nldf Huber Function Width = 1.00000E+00 * d Nldf Cauchy Function Sharpness= 1.00000E+00 * d Nldf Smoothl1 Function Width = 1.00000E+00 * d Nldf Quantile Parameter = 5.00000E-01 * d Nldf Iteration Limit = 10000000 * d Nldf Stop Tolerance = 1.00000E-06 * d Nldf Monitor Frequency = 0 * d End of Options -------------------------------- E04SV, NLP-SDP Solver (Pennon) -------------------------------- Problem Statistics No of variables 2 free (unconstrained) 0 bounded 2 No of lin. constraints 0 nonzeroes 0 No of matrix inequal. 2 detected matrix inq. 2 linear 1 nonlinear 1 max. dimension 3 detected normal inq. 0 linear 0 nonlinear 0 Objective function Linear -------------------------------------------------------------- it| objective | optim | feas | compl | pen min |inner -------------------------------------------------------------- 0 0.00000E+00 4.56E+00 1.23E-01 4.41E+01 1.00E+00 0 1 -3.01854E-01 1.21E-03 0.00E+00 1.89E+00 1.00E+00 7 2 -6.21230E-01 2.58E-03 0.00E+00 6.72E-01 4.65E-01 2 3 -2.11706E+00 4.31E-03 3.39E-02 6.07E-02 2.16E-01 5 4 -2.01852E+00 5.71E-03 6.05E-03 8.55E-03 1.01E-01 3 5 -2.00164E+00 3.36E-03 6.26E-04 1.02E-03 4.68E-02 2 6 -2.00022E+00 4.45E-03 8.37E-05 1.82E-04 2.18E-02 1 7 -2.00001E+00 4.73E-04 4.01E-06 3.96E-05 1.01E-02 1 8 -2.00000E+00 4.77E-06 2.25E-07 9.20E-06 4.71E-03 1 9 -2.00000E+00 4.52E-08 3.61E-08 2.14E-06 2.19E-03 1 10 -2.00000E+00 6.63E-09 3.19E-08 4.98E-07 1.02E-03 1 11 -2.00000E+00 8.80E-10 5.34E-09 1.16E-07 4.74E-04 1 12 -2.00000E+00 1.02E-10 5.41E-09 2.69E-08 2.21E-04 1 -------------------------------------------------------------- Status: converged, an optimal solution found -------------------------------------------------------------- Final objective value -2.000000E+00 Relative precision 9.839057E-10 Optimality 1.019125E-10 Feasibility 5.406175E-09 Complementarity 2.693704E-08 Iteration counts Outer iterations 12 Inner iterations 26 Linesearch steps 37 Evaluation counts Augm. Lagr. values 50 Augm. Lagr. gradient 39 Augm. Lagr. hessian 26 -------------------------------------------------------------- Problem solved Overview Status: Problem and option settings are editable. No of variables: 2 Objective function: linear Simple bounds: defined Linear constraints: not defined yet Nonlinear constraints: not defined yet Cone constraints: not defined yet Quadratic constraints: not defined yet Matrix constraints: 2 Final objective function = -2.000000 Final x = [0.250000, -2.000000].