nagcpp::opt::handle_solve_lp_ipm Example ---------------------------------------------- E04MT, Interior point method for LP problems ---------------------------------------------- Begin of Options Print File = 6 * d Print Level = 2 * d Print Options = Yes * d Print Solution = All * U Monitoring File = -1 * d Monitoring Level = 4 * d Lpipm Monitor Frequency = 1 * U Infinite Bound Size = 1.00000E+20 * d Task = Minimize * d Stats Time = No * d Lp Presolve = Yes * d Lpipm Algorithm = Primal-dual * d Lpipm Centrality Correctors = -6 * U Lpipm Iteration Limit = 100 * d Lpipm Max Iterative Refinement= 5 * d Lpipm Scaling = Arithmetic * d Lpipm Stop Tolerance = 1.00000E-10 * U Lpipm Stop Tolerance 2 = 2.67452E-10 * d Lpipm System Formulation = Auto * d End of Options Problem Statistics No of variables 7 free (unconstrained) 0 bounded 7 No of lin. constraints 7 nonzeroes 41 Objective function Linear Presolved Problem Measures No of variables 13 free (unconstrained) 0 No of lin. constraints 7 nonzeroes 47 ------------------------------------------------------------------------------ it| pobj | dobj | optim | feas | compl | mu | mcc | I ------------------------------------------------------------------------------ 0 -7.86591E-02 1.71637E-02 1.27E+00 1.06E+00 8.89E-02 1.5E-01 1 5.74135E-03 -2.24369E-02 6.11E-16 1.75E-01 2.25E-02 2.8E-02 0 2 1.96803E-02 1.37067E-02 5.06E-16 2.28E-02 2.91E-03 3.4E-03 0 3 2.15232E-02 1.96162E-02 7.00E-15 9.24E-03 1.44E-03 1.7E-03 0 4 2.30321E-02 2.28676E-02 1.15E-15 2.21E-03 2.97E-04 3.4E-04 0 5 2.35658E-02 2.35803E-02 1.32E-15 1.02E-04 8.41E-06 9.6E-06 0 6 2.35965E-02 2.35965E-02 1.64E-15 7.02E-08 6.35E-09 7.2E-09 0 Iteration 7 monit() reports good approximate solution (tol = 1.2e-08): 7 2.35965E-02 2.35965E-02 1.35E-15 3.52E-11 3.18E-12 3.6E-12 0 ------------------------------------------------------------------------------ Status: converged, an optimal solution found ------------------------------------------------------------------------------ Final primal objective value 2.359648E-02 Final dual objective value 2.359648E-02 Absolute primal infeasibility 4.168797E-15 Relative primal infeasibility 3.518607E-11 Absolute dual infeasibility 5.084353E-11 Relative dual infeasibility 1.350467E-15 Absolute complementarity gap 2.685778E-11 Relative complementarity gap 3.175366E-12 Iterations 7 Primal variables: idx Lower bound Value Upper bound 1 -1.00000E-02 -1.00000E-02 1.00000E-02 2 -1.00000E-01 -1.00000E-01 1.50000E-01 3 -1.00000E-02 3.00000E-02 3.00000E-02 4 -4.00000E-02 2.00000E-02 2.00000E-02 5 -1.00000E-01 -6.74853E-02 5.00000E-02 6 -1.00000E-02 -2.28013E-03 inf 7 -1.00000E-02 -2.34528E-04 inf Box bounds dual variables: idx Lower bound Value Upper bound Value 1 -1.00000E-02 3.30098E-01 1.00000E-02 0.00000E+00 2 -1.00000E-01 1.43844E-02 1.50000E-01 0.00000E+00 3 -1.00000E-02 0.00000E+00 3.00000E-02 9.09967E-02 4 -4.00000E-02 0.00000E+00 2.00000E-02 7.66124E-02 5 -1.00000E-01 3.51391E-11 5.00000E-02 0.00000E+00 6 -1.00000E-02 3.42902E-11 inf 0.00000E+00 7 -1.00000E-02 8.61040E-12 inf 0.00000E+00 Linear constraints dual variables: idx Lower bound Value Upper bound Value 1 -1.30000E-01 0.00000E+00 -1.30000E-01 1.43111E+00 2 -inf 0.00000E+00 -4.90000E-03 4.00339E-10 3 -inf 0.00000E+00 -6.40000E-03 1.54305E-08 4 -inf 0.00000E+00 -3.70000E-03 3.80136E-10 5 -inf 0.00000E+00 -1.20000E-03 4.72629E-11 6 -9.92000E-02 1.50098E+00 inf 0.00000E+00 7 -3.00000E-03 1.51661E+00 2.00000E-03 0.00000E+00