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

nag_opt_nlp1_option_file (e04udc) Example Program Results
 
 *** e04ufc
 
 Parameters
 ----------
 
 Linear constraints.....         1       Variables..............         4
 Nonlinear constraints..         2
 
 Infinite bound size....  1.00E+25       COLD start.............
 Infinite step size.....  1.00E+25       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...........        11
 
 Start obj chk at varble         1       Stop obj chk at varble.         4
 Start con chk at varble         1       Stop con chk at varble.         4
 
 Major iterations limit.        15       Major print level......         1
 Minor iterations limit.        10       Minor print level......         0
 
 Workspace provided is     IWORK(      17),  WORK(     192).
 To solve problem we need  IWORK(      17),  WORK(     192).
 
 
 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
 
 
    J    X(J)     DX(J)           G(J)           Difference approxn  Itns
 
    1  1.00E+00  3.86E-07    1.20000000E+01    1.20000000E+01    OK     1
    2  5.00E+00  7.94E-06    1.00000000E+00    1.00000000E+00    OK     3
    3  5.00E+00  7.94E-06    2.00000000E+00    2.00000000E+00    OK     3
    4  1.00E+00  2.65E-06    1.10000000E+01    1.10000000E+01    OK     3
 
      4  Objective gradients out of the     4
         set in cols     1  through     4  seem to be ok.
 
 The largest relative error was    5.54E-12   in element     1
 
 
 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 e04ufc - Optimal solution found.
 
 Final objective value =    17.01402