nag_opt_nlp (e04ucc) Example Program Results

Optional parameter setting for e04ucc.
--------------------------------------

Option file: e04ucce.opt

con_deriv set to Nag_FALSE
obj_deriv set to Nag_FALSE

Parameters to e04ucc
--------------------

Number of variables...........   4

Linear constraints............   1    Nonlinear constraints.........   2
start...................  Nag_Cold
step_limit..............  2.00e+00    machine precision.......  1.11e-16
lin_feas_tol............  1.05e-08    nonlin_feas_tol.........  1.05e-08
optim_tol...............  3.26e-12    linesearch_tol..........  9.00e-01
crash_tol...............  1.00e-02    f_prec..................  4.37e-15
inf_bound...............  1.00e+20    inf_step................  1.00e+20
max_iter................        50    minor_max_iter..........        50
hessian................. Nag_FALSE
f_diff_int.............. Automatic    c_diff_int.............. Automatic
obj_deriv............... Nag_FALSE    con_deriv............... Nag_FALSE
verify_grad....... Nag_SimpleCheck    print_deriv............ Nag_D_Full
print_level......... Nag_Soln_Iter    minor_print_level..... Nag_NoPrint
outfile.................    stdout


Verification of the objective gradients.
----------------------------------------

The user sets 0 out of 4 objective gradient elements.
Each iteration 4 gradient elements will be estimated numerically.


Verification of the constraint gradients.
-----------------------------------------

The user sets 3 out of 8 constraint gradient elements.
Each iteration, 5 gradient elements will be estimated numerically.

Simple Check:

The Jacobian seems to be ok.

The largest relative error was 5.22e-09 in constraint 1  


Finite difference intervals.
----------------------------
    j     x[j]       Forward dx[j]    Central dx[j]    Error Est.
    1   1.00e+00     6.479651e-07     2.645420e-06     2.592083e-06
    2   5.00e+00     7.825142e-07     7.936259e-06     1.565074e-06
    3   5.00e+00     7.936259e-06     7.936259e-05     1.873839e-08
    4   1.00e+00     9.163610e-07     2.645420e-06     1.832879e-06

   Maj  Mnr    Step   Merit function  Violtn  Norm Gz  Cond Hz
    0    5  0.0e+00    1.738281e+01  1.2e+01  7.1e-01  1.0e+00       
    1    1  1.0e+00    1.703169e+01  1.9e+00  4.6e-02  1.0e+00    
    2    1  1.0e+00    1.701442e+01  8.8e-02  2.1e-02  1.0e+00    
    3    1  1.0e+00    1.701402e+01  5.4e-04  3.1e-04  1.0e+00    
    4    1  1.0e+00    1.701402e+01  9.9e-08  7.0e-06  1.0e+00    
Minor itn 1 -- Re-solve QP subproblem.
    5    2  1.0e+00    1.701402e+01  4.7e-11  6.2e-08  1.0e+00    C  
Exit from NP problem after 5 major iterations, 11 minor iterations.


Varbl State     Value      Lower Bound   Upper Bound    Lagr Mult    Residual
V   1   LL   1.00000e+00   1.00000e+00   5.00000e+00   1.0879e+00   0.0000e+00
V   2   FR   4.74300e+00   1.00000e+00   5.00000e+00   0.0000e+00   2.5700e-01
V   3   FR   3.82115e+00   1.00000e+00   5.00000e+00   0.0000e+00   1.1789e+00
V   4   FR   1.37941e+00   1.00000e+00   5.00000e+00   0.0000e+00   3.7941e-01


L Con State     Value      Lower Bound   Upper Bound    Lagr Mult    Residual
L   1   FR   1.09436e+01      None       2.00000e+01   0.0000e+00   9.0564e+00


N Con State     Value      Lower Bound   Upper Bound    Lagr Mult    Residual
N   1   UL   4.00000e+01      None       4.00000e+01  -1.6147e-01  -3.7126e-11
N   2   LL   2.50000e+01   2.50000e+01      None       5.5229e-01  -2.8749e-11

Optimal solution found.

Final objective value =    1.7014017e+01