E04NDF Example Program Results Calls to E04NEF --------------- Problem Type = QP2 OPTIONS file ------------ Begin Example options file for E04NDF Iteration Limit = 30 * (Default = 90) End *** E04NCF Parameters ---------- Problem type........... QP2 Hessian................ NO Linear constraints..... 3 Feasibility tolerance.. 1.05E-08 Variables.............. 9 Crash tolerance........ 1.00E-02 Objective matrix rows.. 9 Rank tolerance......... 1.05E-07 Infinite bound size.... 1.00E+20 COLD start............. Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16 Print level............ 10 Feasibility phase itns. 60 Monitoring file........ -1 Optimality phase itns. 30 Workspace provided is IWORK( 9), WORK( 270). To solve problem we need IWORK( 9), WORK( 270). Rank of the objective function data matrix = 5 Itn Step Ninf Sinf/Objective Norm Gz 0 0.0E+00 0 0.000000E+00 4.5E+00 1 7.5E-01 0 -4.375000E+00 5.0E-01 2 1.0E+00 0 -4.400000E+00 2.8E-17 3 3.0E-01 0 -4.700000E+00 8.9E-01 4 1.0E+00 0 -5.100000E+00 2.4E-17 5 5.4E-01 0 -6.055714E+00 1.7E+00 6 1.1E-02 0 -6.113326E+00 1.6E+00 7 1.1E-01 0 -6.215049E+00 1.2E+00 8 1.0E+00 0 -6.538008E+00 1.8E-17 9 6.5E-01 0 -7.428704E+00 7.2E-02 10 1.0E+00 0 -7.429717E+00 1.8E-17 11 1.0E+00 0 -8.067718E+00 1.8E-17 12 1.0E+00 0 -8.067778E+00 1.8E-17 Exit from QP problem after 12 iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Slack V 1 UL 2.00000 -2.00000 2.00000 -0.8000 . V 2 FR -0.233333 -2.00000 2.00000 . 1.767 V 3 FR -0.266667 -2.00000 2.00000 . 1.733 V 4 FR -0.300000 -2.00000 2.00000 . 1.700 V 5 FR -0.100000 -2.00000 2.00000 . 1.900 V 6 UL 2.00000 -2.00000 2.00000 -0.9000 . V 7 UL 2.00000 -2.00000 2.00000 -0.9000 . V 8 FR -1.77778 -2.00000 2.00000 . 0.2222 V 9 FR -0.455556 -2.00000 2.00000 . 1.544 L Con State Value Lower Bound Upper Bound Lagr Mult Slack L 1 UL 1.50000 -2.00000 1.50000 -6.6667E-02 1.1102E-15 L 2 UL 1.50000 -2.00000 1.50000 -3.3333E-02 -4.4409E-16 L 3 FR 3.93333 -2.00000 4.00000 . 6.6667E-02 Exit E04NCF - Optimal QP solution. Final QP objective value = -8.067778