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

 E04UC_T1W_F Example Program Results
 
 *** e04uc
 
 Parameters
 ----------
 
 Linear constraints.....         1       Variables..............         4
 Nonlinear constraints..         2
 
 Infinite bound size....  1.00E+20       COLD start.............
 Infinite step size.....  1.00E+20       EPS (machine precision)  1.11E-16
 Step limit.............  2.00E+00       Hessian................        NO
 
 Linear feasibility.....  1.05E-08       Crash tolerance........  1.00E-02
 Nonlinear feasibility..  1.05E-08       Optimality tolerance...  3.26E-12
 Line search tolerance..  9.00E-01       Function precision.....  4.37E-15
 
 Derivative level.......         3       Monitoring file........        -1
 Verify level...........         0
 
 Major iterations limit.        50       Major print level......         1
 Minor iterations limit.        50       Minor print level......         0
 
 Start point
    1.000000E+00   5.000000E+00   5.000000E+00   1.000000E+00
 
 Workspace provided is     IWORK(      17),  WORK(     185).
 To solve problem we need  IWORK(      17),  WORK(     185).
 
 
 Verification of the constraint gradients.
 -----------------------------------------
 
 The constraint Jacobian seems to be ok.
 
 The largest relative error was    2.29E-07  in constraint    2
 
 
 
 Verification of the objective gradients.
 ----------------------------------------
 
 The objective gradients seem to be ok.
 
 Directional derivative of the objective    8.15250000E-01
 Difference approximation                   8.15249734E-01
 
 Exit from NP problem after     5 major iterations,
                                9 minor iterations.
 
 
 Varbl State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 V   1    LL    1.00000       1.00000       5.00000       1.088         .
 V   2    FR    4.74300       1.00000       5.00000           .      0.2570
 V   3    FR    3.82115       1.00000       5.00000           .       1.179
 V   4    FR    1.37941       1.00000       5.00000           .      0.3794
 
 
 L Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 L   1    FR    10.9436          None       20.0000           .       9.056
 
 
 N Con State     Value       Lower Bound   Upper Bound    Lagr Mult   Slack
 
 N   1    UL    40.0000          None       40.0000     -0.1615     -3.5264E-11
 N   2    LL    25.0000       25.0000          None      0.5523     -2.8791E-11
 
 Exit e04uc  - Optimal solution found.
 
 Final objective value =    17.01402

  Derivatives calculated: First order tangents
  Computational mode    : algorithmic

  dobjf/druser
             1
 1      1.3794
 2      6.5425
 3      5.2709