NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description

nag_opt_handle_solve_bounds_foas (e04kfc) Example Program Results
 E04KF, First order method for bound-constrained problems
 Begin of Options
     Print File                    =                   6     * d
     Print Level                   =                   1     * U
     Print Options                 =                 Yes     * d
     Print Solution                =                 All     * U
     Monitoring File               =                  10     * U
     Monitoring Level              =                   3     * U
     Foas Monitor Frequency        =                   0     * d
     Foas Print Frequency          =                   5     * U
 
     Infinite Bound Size           =         1.00000E+20     * d
     Task                          =            Minimize     * d
     Stats Time                    =                  No     * d
     Time Limit                    =         1.00000E+06     * d
     Verify Derivatives            =                  No     * d
 
     Foas Estimate Derivatives     =                  No     * d
     Foas Finite Diff Interval     =         1.05367E-08     * d
     Foas Iteration Limit          =            10000000     * d
     Foas Memory                   =                  11     * d
     Foas Progress Tolerance       =         1.08158E-12     * d
     Foas Rel Stop Tolerance       =         1.08158E-12     * d
     Foas Restart Factor           =         6.00000E+00     * d
     Foas Slow Tolerance           =         1.01316E-02     * d
     Foas Stop Tolerance           =         1.00000E-06     * d
     Foas Tolerance Norm           =            Infinity     * d
 End of Options
 
 
 Status: converged, an optimal solution was found
 Value of the objective             4.00000E-02
 Norm of inactive gradient          0.00000E+00
 Norm of projected direction        0.00000E+00
 
 Primal variables:
   idx   Lower bound       Value       Upper bound
     1  -1.00000E+00    8.00000E-01    8.00000E-01
     2  -2.00000E+00    6.40000E-01    2.00000E+00
 
 Box bounds dual variables:
   idx   Lower bound       Value       Upper bound       Value
     1  -1.00000E+00    0.00000E+00    8.00000E-01    4.00000E-01
     2  -2.00000E+00    0.00000E+00    2.00000E+00    0.00000E+00


  Solution found.
  Objective function value at solution:  4.0e-02
  Gradient at solution:                 -4.0e-01  0.0e+00

  Estimated Lagrange multipliers: blx    0.0e+00  0.0e+00
  Estimated Lagrange multipliers: bux    4.0e-01  0.0e+00