nag::ad::e04ur Tangent over Tangent Example Program Results
*** e04us
Parameters
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Linear constraints..... 1 Variables.............. 2
Nonlinear constraints.. 1 Subfunctions........... 44
Infinite bound size.... 1.00E+20 COLD start.............
Infinite step size..... 1.00E+20 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........... 0
Major iterations limit. 50 Major print level...... 10
Minor iterations limit. 50 Minor print level...... 0
J'J initial Hessian.... Reset frequency........ 2
Workspace provided is IWORK( 9), WORK( 306).
To solve problem we need IWORK( 9), WORK( 306).
Verification of the constraint gradients.
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The constraint Jacobian seems to be ok.
The largest relative error was 1.89E-08 in constraint 1
Verification of the objective gradients.
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The objective Jacobian seems to be ok.
The largest relative error was 1.04E-08 in subfunction 3
Maj Mnr Step Merit Function Norm Gz Violtn Cond Hz
0 2 0.0E+00 2.224070E-02 8.5E-02 3.6E-02 1.0E+00
1 1 1.0E+00 1.455402E-02 1.5E-03 9.8E-03 1.0E+00
2 1 1.0E+00 1.436491E-02 4.9E-03 7.2E-04 1.0E+00
3 1 1.0E+00 1.427013E-02 2.9E-03 9.2E-06 1.0E+00
4 1 1.0E+00 1.422989E-02 1.6E-04 3.6E-05 1.0E+00
5 1 1.0E+00 1.422983E-02 5.4E-07 6.4E-08 1.0E+00
6 1 1.0E+00 1.422983E-02 3.4E-09 9.8E-13 1.0E+00
Exit from NP problem after 6 major iterations,
8 minor iterations.
Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
V 1 FR 0.419953 0.400000 None . 1.9953E-02
V 2 FR 1.28485 -4.00000 None . 5.285
L Con State Value Lower Bound Upper Bound Lagr Mult Slack
L 1 FR 1.70480 1.00000 None . 0.7048
N Con State Value Lower Bound Upper Bound Lagr Mult Slack
N 1 LL -9.767742E-13 . None 3.3358E-02 -9.7677E-13
Exit e04us - Optimal solution found.
Final objective value = 0.1422983E-01
Derivatives calculated: First order tangents
Computational mode : algorithmic
Solution:
x = [4.199526524076e-01, 1.284845223872e+00]
Sum of all Hessian entries:
sum_ijk [d2x/druser2]_ijk = -3.252797582365e-02