NAG Library Manual, Mark 28.3
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NAG CL Interface Introduction
Example description

nag_opt_handle_set_quadobj (e04rfc) Example Program Results

 
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  E04SV, NLP-SDP Solver (Pennon)
 --------------------------------
 
 Problem Statistics
   No of variables                  3
     bounds               not defined
   No of lin. constraints           0
     nonzeroes                      0
   No of matrix inequal.            1
     detected matrix inq.           1
       linear                       1
       nonlinear                    0
       max. dimension               4
     detected normal inq.           0
       linear                       0
       nonlinear                    0
   Objective function       Quadratic
 
 --------------------------------------------------------------
  it|  objective |  optim  |   feas  |  compl  | pen min |inner
 --------------------------------------------------------------
   0  0.00000E+00  0.00E+00  6.19E-01  6.63E+00  1.00E+00   0
   1  4.12017E-01  6.38E-04  0.00E+00  1.44E+00  1.00E+00   5
   2  3.29642E-01  7.76E-04  0.00E+00  4.96E-01  4.65E-01   2
   3  2.65315E-01  1.02E-04  0.00E+00  1.55E-01  2.16E-01   3
   4  2.33229E-01  1.03E-03  0.00E+00  4.71E-02  1.01E-01   3
   5  2.19082E-01  2.22E-03  0.00E+00  1.46E-02  4.68E-02   3
   6  2.13121E-01  2.12E-03  0.00E+00  4.72E-03  2.18E-02   3
   7  2.10698E-01  1.26E-03  0.00E+00  1.56E-03  1.01E-02   3
   8  2.09756E-01  4.90E-04  0.00E+00  4.85E-04  4.71E-03   3
   9  2.09413E-01  1.13E-04  0.00E+00  1.21E-04  2.19E-03   3
  10  2.09310E-01  1.95E-03  0.00E+00  1.63E-05  1.02E-03   2
  11  2.09297E-01  1.25E-05  0.00E+00  2.77E-06  4.74E-04   2
  12  2.09294E-01  2.68E-07  0.00E+00  3.89E-07  2.21E-04   2
  13  2.09294E-01  2.25E-09  0.00E+00  5.43E-08  1.03E-04   2
 --------------------------------------------------------------
 Status: converged, an optimal solution found
 --------------------------------------------------------------
 Final objective value                2.092940E-01
 Relative precision                   2.759238E-07
 Optimality                           2.249294E-09
 Feasibility                          0.000000E+00
 Complementarity                      5.426796E-08
 Iteration counts
   Outer iterations                             13
   Inner iterations                             36
   Linesearch steps                             36
 Evaluation counts
   Augm. Lagr. values                           50
   Augm. Lagr. gradient                         50
   Augm. Lagr. hessian                          36
 --------------------------------------------------------------
 Nearest Correlation Matrix
         1       2       3       4
 1   1.0000 -0.6823  0.0000  0.0000
 2           1.0000 -0.5344  0.0000
 3                   1.0000 -0.6823
 4                           1.0000