NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CPP Interface Introduction
Example description

nagcpp::opt::handle_solve_socp_ipm Example
 E04PT, Interior point method for SOCP problems                                 
 Begin of Options                                                               
     Print File                    =                   6     * d                
     Print Level                   =                   1     * U                
     Print Options                 =                 Yes     * d                
     Print Solution                =                  No     * d                
     Monitoring File               =                  -1     * d                
     Monitoring Level              =                   4     * d                
     Socp Monitor Frequency        =                   0     * d                
 
     Infinite Bound Size           =         1.00000E+20     * d                
     Task                          =            Minimize     * d                
     Stats Time                    =                  No     * d                
     Time Limit                    =         1.00000E+06     * d                
 
     Socp Iteration Limit          =                 100     * d                
     Socp Max Iterative Refinement =                   9     * d                
     Socp Presolve                 =                 Yes     * d                
     Socp Scaling                  =                None     * d                
     Socp Stop Tolerance           =         1.05367E-08     * d                
     Socp Stop Tolerance 2         =         1.05367E-08     * d                
     Socp System Formulation       =    Augmented System     * d                
     Socp Factorization Method     =                Ma86     * d                
 End of Options                                                                 
                                                                                
 Status: converged, an optimal solution found                                   
 Final primal objective value -1.951817E+01                                     
 Final dual objective value   -1.951817E+01                                     

Optional X:
  i         Value
  0     -1.26819e+00
  1     -4.08429e-01
  2      1.33234e+00