E04DGF Example Program Results
*** e04dg
Parameters
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Variables.............. 2
Maximum step length.... 1.00E+20 EPS (machine precision) 1.11E-16
Optimality tolerance... 3.26E-12 Linesearch tolerance... 9.00E-01
Est. opt. function val. None Function precision..... 4.37E-15
Verify level........... 0
Iteration limit........ 50 Print level............ 10
Verification of the objective gradients.
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The objective gradients seem to be ok.
Directional derivative of the objective -1.47151776E-01
Difference approximation -1.47151796E-01
Itn Step Nfun Objective Norm G Norm X Norm (X(k-1)-X(k))
0 1 1.839397E+00 8.2E-01 1.4E+00
1 3.7E-01 3 1.724275E+00 2.8E-01 1.3E+00 3.0E-01
2 1.6E+01 8 6.083488E-02 9.2E-01 9.3E-01 2.2E+00
3 1.6E-03 14 5.367978E-02 1.0E+00 9.6E-01 3.7E-02
4 4.8E-01 16 1.783392E-04 5.8E-02 1.1E+00 1.6E-01
5 1.0E+00 17 1.671122E-05 2.0E-02 1.1E+00 6.7E-03
6 1.0E+00 18 1.101991E-07 1.7E-03 1.1E+00 2.4E-03
7 1.0E+00 19 2.332133E-09 1.8E-04 1.1E+00 1.5E-04
8 1.0E+00 20 9.130924E-11 3.3E-05 1.1E+00 3.0E-05
9 1.0E+00 21 1.085455E-12 4.7E-06 1.1E+00 7.0E-06
10 1.0E+00 22 5.308300E-14 1.2E-06 1.1E+00 6.4E-07
Exit from e04dg after 10 iterations.
Variable Value Gradient value
Varbl 1 0.500000 9.1E-07
Varbl 2 -1.00000 8.3E-07
Exit e04dg - Optimal solution found.
Final objective value = 0.5308300E-13