NAG Library Manual, Mark 30.1
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NAG CL Interface Introduction
Example description

nag_opt_lp_solve (e04mfc) Example Program Results

Parameters to e04mfc
--------------------

Linear constraints............   5    Number of variables...........   3

prob....................    Nag_LP    start...................  Nag_Cold
ftol....................  1.05e-08    reset_ftol..............         5
fcheck..................        50    crash_tol...............  1.00e-02
inf_bound...............  1.00e+25    inf_step................  1.00e+25
max_iter................        50    machine precision.......  1.11e-16
optim_tol...............  1.72e-13    min_infeas.............. Nag_FALSE
print_level......... Nag_Soln_Iter
outfile.................    stdout

Memory allocation:
state...................       Nag
ax......................       Nag    lambda..................       Nag

Results from e04mfc:
-------------------

  Itn Jdel  Jadd   Step    Ninf  Sinf/Obj    Bnd  Lin  Nart  Nrz  Norm Gz

   0   0     0    0.0e+00   1   1.9369e+02    0    1    2     0   1.96e+01
   1   2 A   6 L  5.0e-01   0   7.2049e-01    0    2    1     0   4.00e-02
   2   6 L   8 L  1.1e+01   0  -2.2109e+02    0    2    1     0   4.98e-01
   3   1 A   7 L  5.4e+02   0  -3.5500e+02    0    3    0     0   0.00e+00

Final solution:

  Varbl State    Value      Lower Bound  Upper Bound    Lagr Mult    Residual

 V   1    FR   7.50000e+01  -7.5000e+01   None       0.000e+00   1.500e+02
 V   2    FR  -2.50000e+02  -1.0000e+03   None       0.000e+00   7.500e+02
 V   3    FR  -1.00000e+01  -2.5000e+01   None       0.000e+00   1.500e+01

   LCon  State    Value     Lower Bound  Upper Bound    Lagr Mult    Residual

 L   1    EQ  -3.01303e-13   0.0000e+00   0.0000e+00   -1.300e-01  -3.013e-13
 L   2    FR  -4.20000e+02  -6.0000e+02   None       0.000e+00   1.800e+02
 L   3    FR   1.50000e+03   0.0000e+00   None       0.000e+00   1.500e+03
 L   4    LL  -5.00000e+02  -5.0000e+02   None       2.500e-01   5.684e-14
 L   5    LL  -1.00000e+03  -1.0000e+03   None       2.300e-01   0.000e+00

Exit after 3 iterations.

Optimal LP solution found.

Final LP objective value =  -3.5500000e+02

Re-solve problem with output of iteration results suppressed and ftol = 1.0e-10.

Optional parameter setting for e04mfc.
--------------------------------------

Option file: e04mfce.opt

print_level set to Nag_Soln
ftol set to 1.00e-10

Parameters to e04mfc
--------------------

Linear constraints............   5    Number of variables...........   3

prob....................    Nag_LP    start...................  Nag_Cold
ftol....................  1.00e-10    reset_ftol..............         5
fcheck..................        50    crash_tol...............  1.00e-02
inf_bound...............  1.00e+25    inf_step................  1.00e+25
max_iter................        50    machine precision.......  1.11e-16
optim_tol...............  1.72e-13    min_infeas.............. Nag_FALSE
print_level.........      Nag_Soln
outfile.................    stdout

Memory allocation:
state...................       Nag
ax......................       Nag    lambda..................       Nag

Final solution:

  Varbl State    Value      Lower Bound  Upper Bound    Lagr Mult    Residual

 V   1    FR   7.50000e+01  -7.5000e+01   None       0.000e+00   1.500e+02
 V   2    FR  -2.50000e+02  -1.0000e+03   None       0.000e+00   7.500e+02
 V   3    FR  -1.00000e+01  -2.5000e+01   None       0.000e+00   1.500e+01

   LCon  State    Value     Lower Bound  Upper Bound    Lagr Mult    Residual

 L   1    EQ   4.78019e-13   0.0000e+00   0.0000e+00   -1.300e-01   4.780e-13
 L   2    FR  -4.20000e+02  -6.0000e+02   None       0.000e+00   1.800e+02
 L   3    FR   1.50000e+03   0.0000e+00   None       0.000e+00   1.500e+03
 L   4    LL  -5.00000e+02  -5.0000e+02   None       2.500e-01   0.000e+00
 L   5    LL  -1.00000e+03  -1.0000e+03   None       2.300e-01   3.411e-13

Exit after 2 iterations.

Optimal LP solution found.

Final LP objective value =  -3.5500000e+02