nag_opt_lsq_lincon_solve (e04ncc) Example Program Results Parameters to e04ncc -------------------- Linear constraints............ 3 Number of variables........... 9 Objective matrix rows......... 9 prob.................... Nag_QP2 start................... Nag_Cold ftol.................... 1.05e-08 rank_tol................ 1.05e-07 crash_tol............... 1.00e-02 hessian.................. Nag_FALSE inf_bound............... 1.00e+20 inf_step................ 1.00e+20 fmax_iter............... 60 max_iter................ 60 machine precision....... 1.11e-16 print_level......... Nag_Soln_Iter outfile................. stdout Memory allocation: state................... Nag ax...................... Nag lambda.................. Nag Rank of the objective function data matrix = 5 Itn Step Ninf Sinf/Objective Norm Gz 0 0.0e+00 0 0.000000e+00 4.5e+00 1 7.5e-01 0 -4.375000e+00 5.0e-01 2 1.0e+00 0 -4.400000e+00 2.8e-17 3 3.0e-01 0 -4.700000e+00 8.9e-01 4 1.0e+00 0 -5.100000e+00 2.4e-17 5 5.4e-01 0 -6.055714e+00 1.7e+00 6 1.1e-02 0 -6.113326e+00 1.6e+00 7 1.1e-01 0 -6.215049e+00 1.2e+00 8 1.0e+00 0 -6.538008e+00 1.8e-17 9 6.5e-01 0 -7.428704e+00 7.2e-02 10 1.0e+00 0 -7.429717e+00 1.8e-17 11 1.0e+00 0 -8.067718e+00 1.8e-17 12 1.0e+00 0 -8.067778e+00 1.8e-17 Exit from QP problem after 12 iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 UL 2.00000e+00 -2.00000e+00 2.00000e+00 -8.0000e-01 0.0000e+00 V 2 FR -2.33333e-01 -2.00000e+00 2.00000e+00 0.0000e+00 1.7667e+00 V 3 FR -2.66667e-01 -2.00000e+00 2.00000e+00 0.0000e+00 1.7333e+00 V 4 FR -3.00000e-01 -2.00000e+00 2.00000e+00 0.0000e+00 1.7000e+00 V 5 FR -1.00000e-01 -2.00000e+00 2.00000e+00 0.0000e+00 1.9000e+00 V 6 UL 2.00000e+00 -2.00000e+00 2.00000e+00 -9.0000e-01 0.0000e+00 V 7 UL 2.00000e+00 -2.00000e+00 2.00000e+00 -9.0000e-01 0.0000e+00 V 8 FR -1.77778e+00 -2.00000e+00 2.00000e+00 0.0000e+00 2.2222e-01 V 9 FR -4.55556e-01 -2.00000e+00 2.00000e+00 0.0000e+00 1.5444e+00 L Con State Value Lower Bound Upper Bound Lagr Mult Residual L 1 UL 1.50000e+00 -2.00000e+00 1.50000e+00 -6.6667e-02 1.1102e-15 L 2 UL 1.50000e+00 -2.00000e+00 1.50000e+00 -3.3333e-02 -4.4409e-16 L 3 FR 3.93333e+00 -2.00000e+00 4.00000e+00 0.0000e+00 6.6667e-02 Exit after 12 iterations. Optimal QP solution found. Final QP objective value = -8.0677778e+00