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

nagcpp::opt::handle_solve_lp_ipm Example

 Overview
   Status:                  Problem and option settings are editable.           
   No of variables:         4                                                   
   Objective function:      linear                                              
   Simple bounds:           defined                                             
   Linear constraints:      2                                                   
   Nonlinear constraints:   1                                                   
   Cone constraints:        not defined yet                                     
   Quadratic constraints:   not defined yet                                     
   Matrix constraints:      not defined yet                                     

Variables
      x(         0)                =        6.355216e-01
      x(         1)                =        2.066279e-10
      x(         2)                =        3.127019e-01
      x(         3)                =        5.177655e-02
Variable bound Lagrange multipliers
     zL(         0)                =        3.916168e-09
     zU(         0)                =        0.000000e+00
     zL(         1)                =        2.433326e-01
     zU(         1)                =        0.000000e+00
     zL(         2)                =        7.974843e-09
     zU(         2)                =        0.000000e+00
     zL(         3)                =        4.944607e-08
     zU(         3)                =        0.000000e+00
Linear constraints Lagrange multipliers
     l-(         0)                =        5.803551e-01
     l+(         0)                =        0.000000e+00
     l-(         1)                =        1.837124e+01
     l+(         1)                =        0.000000e+00
Nonlinear constraints Lagrange multipliers
     l-(         0)                =        4.105411e-01
     l+(         0)                =        0.000000e+00
At solution, Objective minimum     =       2.9894378e+01
             Constraint violation  =            0.00e+00
             Dual infeasibility    =            6.72e-12
             Complementarity       =            2.56e-09
             KKT error             =            2.56e-09
Solution took less than 10 seconds
    after iterations                        :          8
    after objective evaluations             :          9
    after objective gradient evaluations    :          9
    after constraint evaluations            :          9
    after constraint gradient evaluations   :          9
    after hessian evaluations               :          8