NAG Library Manual, Mark 30
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NAG AD Library Introduction
Example description

 E04NC_T1W_F Example Program Results
 
 *** e04nc
 
 Parameters
 ----------
 
 Problem type...........       LS1       Hessian................        NO
 
 Linear constraints.....         3       Feasibility tolerance..  1.05E-08
 Variables..............         9       Crash tolerance........  1.00E-02
 Objective matrix rows..        10       Rank tolerance.........  1.11E-14
 
 Infinite bound size....  1.00E+20       COLD start.............
 Infinite step size.....  1.00E+20       EPS (machine precision)  1.11E-16
 
 Print level............         1       Feasibility phase itns.        60
 Monitoring file........        -1       Optimality  phase itns.        60
 
 Workspace provided is     IWORK(       9),  WORK(     261).
 To solve problem we need  IWORK(       9),  WORK(     261).
 
 Rank of the objective function data matrix =     6
 
 Exit from LS problem after    13 iterations.
 
 
 Varbl State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 V   1    LL    0.00000           .         2.00000      0.1572         .
 V   2    FR   4.152607E-02       .         2.00000           .      4.1526E-02
 V   3    FR   0.587176          None       2.00000           .       1.413
 V   4    LL    0.00000           .         2.00000      0.8782         .
 V   5    FR   9.964323E-02       .         2.00000           .      9.9643E-02
 V   6    LL    0.00000           .         2.00000      0.1473         .
 V   7    FR   4.905781E-02       .         2.00000           .      4.9058E-02
 V   8    LL    0.00000           .         2.00000      0.8603         .
 V   9    FR   0.305649           .         2.00000           .      0.3056
 
 
 L Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 L   1    LL    2.00000       2.00000          None      0.3777     -4.4409E-16
 L   2    UL    2.00000          None       2.00000     -5.7914E-02     .
 L   3    LL    1.00000       1.00000       4.00000      0.1075         .
 
 Exit e04nc  - Optimal LS solution.
 
 Final LS objective value =   0.8134082E-01

  Derivatives calculated: First order tangents
  Computational mode    : algorithmic

  dobj/db
           1
  1  -0.0831
  2   0.1320
  3   0.0633
  4  -0.0831
  5  -0.0831
  6  -0.0099
  7   0.0166
  8  -0.0831
  9  -0.1562
 10  -0.2981

  dobj/dbl
                1
  1    1.5715E-01
  2    0.0000E+00
  3    0.0000E+00
  4    8.7817E-01
  5    0.0000E+00
  6    1.4728E-01
  7   -3.9587E-16
  8    8.6026E-01
  9    0.0000E+00
 10    3.7775E-01
 11    0.0000E+00
 12    1.0753E-01

  dobj/dbu
           1
  1   0.0000
  2   0.0000
  3   0.0000
  4   0.0000
  5   0.0000
  6   0.0000
  7   0.0000
  8   0.0000
  9   0.0000
 10   0.0000
 11  -0.0579
 12   0.0000