E04DG_P0W_F C++ Header Example Program Results *** e04dg Parameters ---------- Variables.............. 2 Maximum step length.... 1.00E+20 EPS (machine precision) 1.11E-16 Optimality tolerance... 3.26E-12 Linesearch tolerance... 9.00E-01 Est. opt. function val. None Function precision..... 4.37E-15 Verify level........... 0 Iteration limit........ 50 Print level............ 10 Verification of the objective gradients. ---------------------------------------- The objective gradients seem to be ok. Directional derivative of the objective -1.47151776E-01 Difference approximation -1.47151796E-01 Itn Step Nfun Objective Norm G Norm X Norm (X(k-1)-X(k)) 0 1 1.839397E+00 8.2E-01 1.4E+00 1 3.7E-01 3 1.724275E+00 2.8E-01 1.3E+00 3.0E-01 2 1.6E+01 8 6.083488E-02 9.2E-01 9.3E-01 2.2E+00 3 1.6E-03 14 5.367978E-02 1.0E+00 9.6E-01 3.7E-02 4 4.8E-01 16 1.783392E-04 5.8E-02 1.1E+00 1.6E-01 5 1.0E+00 17 1.671122E-05 2.0E-02 1.1E+00 6.7E-03 6 1.0E+00 18 1.101991E-07 1.7E-03 1.1E+00 2.4E-03 7 1.0E+00 19 2.332132E-09 1.8E-04 1.1E+00 1.5E-04 8 1.0E+00 20 9.130952E-11 3.3E-05 1.1E+00 3.0E-05 9 1.0E+00 21 1.084990E-12 4.7E-06 1.1E+00 7.0E-06 10 1.0E+00 22 5.293327E-14 1.2E-06 1.1E+00 6.4E-07 Exit from e04dg after 10 iterations. Variable Value Gradient value Varbl 1 0.500000 9.1E-07 Varbl 2 -1.00000 8.3E-07 Exit e04dg - Optimal solution found. Final objective value = 0.5293327E-13 Objective value = 5.293e-14 Solution point = 5.000e-01 -1.000e+00 Estim gradient = 9.125e-07 8.316e-07