Example description

nag_opt_lsq_lincon_solve (e04ncc) Example Program Results

Parameters to e04ncc
--------------------

Linear constraints............   3    Number of variables...........   9
Objective matrix rows.........   9    

prob....................   Nag_QP2    start...................  Nag_Cold
ftol....................  1.05e-08    rank_tol................  1.05e-07
crash_tol...............  1.00e-02    hessian..................    Nag_FALSE
inf_bound...............  1.00e+20    inf_step................  1.00e+20
fmax_iter...............        60    max_iter................        60
machine precision.......  1.11e-16
print_level......... Nag_Soln_Iter
outfile.................    stdout

Memory allocation:
state...................       Nag
ax......................       Nag    lambda..................       Nag

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    Residual
V   1   UL   2.00000e+00  -2.00000e+00   2.00000e+00  -8.0000e-01   0.0000e+00
V   2   FR  -2.33333e-01  -2.00000e+00   2.00000e+00   0.0000e+00   1.7667e+00
V   3   FR  -2.66667e-01  -2.00000e+00   2.00000e+00   0.0000e+00   1.7333e+00
V   4   FR  -3.00000e-01  -2.00000e+00   2.00000e+00   0.0000e+00   1.7000e+00
V   5   FR  -1.00000e-01  -2.00000e+00   2.00000e+00   0.0000e+00   1.9000e+00
V   6   UL   2.00000e+00  -2.00000e+00   2.00000e+00  -9.0000e-01   0.0000e+00
V   7   UL   2.00000e+00  -2.00000e+00   2.00000e+00  -9.0000e-01   0.0000e+00
V   8   FR  -1.77778e+00  -2.00000e+00   2.00000e+00   0.0000e+00   2.2222e-01
V   9   FR  -4.55556e-01  -2.00000e+00   2.00000e+00   0.0000e+00   1.5444e+00


L Con State     Value      Lower Bound   Upper Bound    Lagr Mult    Residual
L   1   UL   1.50000e+00  -2.00000e+00   1.50000e+00  -6.6667e-02   1.1102e-15
L   2   UL   1.50000e+00  -2.00000e+00   1.50000e+00  -3.3333e-02  -4.4409e-16
L   3   FR   3.93333e+00  -2.00000e+00   4.00000e+00   0.0000e+00   6.6667e-02

Exit after 12 iterations.

Optimal QP solution found.

Final QP objective value =  -8.0677778e+00