nag_opt_handle_solve_bounds_foas (e04kfc) Example Program Results
E04KF, First order method for bound-constrained problems
Begin of Options
Print File = 6 * d
Print Level = 1 * U
Print Options = Yes * d
Print Solution = All * U
Monitoring File = 10 * U
Monitoring Level = 3 * U
Foas Monitor Frequency = 0 * d
Foas Print Frequency = 5 * U
Infinite Bound Size = 1.00000E+20 * d
Task = Minimize * d
Stats Time = No * d
Time Limit = 1.00000E+06 * d
Verify Derivatives = No * d
Foas Estimate Derivatives = No * d
Foas Finite Diff Interval = 1.05367E-08 * d
Foas Iteration Limit = 10000000 * d
Foas Memory = 11 * d
Foas Progress Tolerance = 1.08158E-12 * d
Foas Rel Stop Tolerance = 1.08158E-12 * d
Foas Restart Factor = 6.00000E+00 * d
Foas Slow Tolerance = 1.01316E-02 * d
Foas Stop Tolerance = 1.00000E-06 * d
Foas Tolerance Norm = Infinity * d
End of Options
Status: converged, an optimal solution was found
Value of the objective 4.00000E-02
Norm of inactive gradient 0.00000E+00
Norm of projected direction 0.00000E+00
Primal variables:
idx Lower bound Value Upper bound
1 -1.00000E+00 8.00000E-01 8.00000E-01
2 -2.00000E+00 6.40000E-01 2.00000E+00
Box bounds dual variables:
idx Lower bound Value Upper bound Value
1 -1.00000E+00 0.00000E+00 8.00000E-01 4.00000E-01
2 -2.00000E+00 0.00000E+00 2.00000E+00 0.00000E+00
Solution found.
Objective function value at solution: 4.0e-02
Gradient at solution: -4.0e-01 0.0e+00
Estimated Lagrange multipliers: blx 0.0e+00 0.0e+00
Estimated Lagrange multipliers: bux 4.0e-01 0.0e+00