E04RFF Example Program Results
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E04SV, NLP-SDP Solver (Pennon)
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Problem Statistics
No of variables 3
bounds not defined
No of lin. constraints 0
nonzeroes 0
No of matrix inequal. 1
detected matrix inq. 1
linear 1
nonlinear 0
max. dimension 4
detected normal inq. 0
linear 0
nonlinear 0
Objective function Quadratic
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it| objective | optim | feas | compl | pen min |inner
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0 0.00000E+00 0.00E+00 6.19E-01 6.63E+00 1.00E+00 0
1 4.12017E-01 6.38E-04 0.00E+00 1.44E+00 1.00E+00 5
2 3.29642E-01 7.76E-04 0.00E+00 4.96E-01 4.65E-01 2
3 2.65315E-01 1.02E-04 0.00E+00 1.55E-01 2.16E-01 3
4 2.33229E-01 1.03E-03 0.00E+00 4.71E-02 1.01E-01 3
5 2.19082E-01 2.22E-03 0.00E+00 1.46E-02 4.68E-02 3
6 2.13121E-01 2.12E-03 0.00E+00 4.72E-03 2.18E-02 3
7 2.10698E-01 1.26E-03 0.00E+00 1.56E-03 1.01E-02 3
8 2.09756E-01 4.90E-04 0.00E+00 4.85E-04 4.71E-03 3
9 2.09413E-01 1.13E-04 0.00E+00 1.21E-04 2.19E-03 3
10 2.09310E-01 1.95E-03 0.00E+00 1.63E-05 1.02E-03 2
11 2.09297E-01 1.25E-05 0.00E+00 2.77E-06 4.74E-04 2
12 2.09294E-01 2.68E-07 0.00E+00 3.89E-07 2.21E-04 2
13 2.09294E-01 2.25E-09 0.00E+00 5.43E-08 1.03E-04 2
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Status: converged, an optimal solution found
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Final objective value 2.092940E-01
Relative precision 2.759238E-07
Optimality 2.249294E-09
Feasibility 0.000000E+00
Complementarity 5.426796E-08
Iteration counts
Outer iterations 13
Inner iterations 36
Linesearch steps 36
Evaluation counts
Augm. Lagr. values 50
Augm. Lagr. gradient 50
Augm. Lagr. hessian 36
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Nearest Correlation Matrix
1 2 3 4
1 1.0000 -0.6823 0.0000 0.0000
2 1.0000 -0.5344 0.0000
3 1.0000 -0.6823
4 1.0000