NAG Library Manual, Mark 28.5
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NAG CL Interface Introduction
Example description

nag_opt_handle_set_get_real (e04rxc) Example Program Results

 
 ----------------------------------------------
  E04MT, Interior point method for LP problems
 ----------------------------------------------
 
 Begin of Options
     Print File                    =                   6     * d
     Print Level                   =                   2     * d
     Print Options                 =                 Yes     * d
     Print Solution                =                   X     * U
     Monitoring File               =                  -1     * d
     Monitoring Level              =                   4     * d
     Lpipm Monitor Frequency       =                   1     * U
 
     Infinite Bound Size           =         1.00000E+20     * d
     Task                          =            Minimize     * d
     Stats Time                    =                  No     * d
 
     Lp Presolve                   =                 Yes     * d
     Lpipm Algorithm               =         Primal-dual     * d
     Lpipm Centrality Correctors   =                  -6     * U
     Lpipm Iteration Limit         =                 100     * d
     Lpipm Max Iterative Refinement=                   5     * d
     Lpipm Scaling                 =          Arithmetic     * d
     Lpipm Stop Tolerance          =         1.05367E-08     * d
     Lpipm Stop Tolerance 2        =         2.67452E-10     * d
     Lpipm System Formulation      =                Auto     * d
 End of Options
 
 Problem Statistics
   No of variables                  7
     free (unconstrained)           0
     bounded                        7
   No of lin. constraints           7
     nonzeroes                     41
   Objective function          Linear
 
 Presolved Problem Measures
   No of variables                 13
     free (unconstrained)           0
   No of lin. constraints           7
     nonzeroes                     47
 
 
 ------------------------------------------------------------------------------
  it|    pobj    |    dobj    |  optim  |  feas   |  compl  |   mu   | mcc | I
 ------------------------------------------------------------------------------
   0 -7.86591E-02  1.71637E-02  1.27E+00  1.06E+00  8.89E-02  1.5E-01
   1  5.74135E-03 -2.24369E-02  6.11E-16  1.75E-01  2.25E-02  2.8E-02   0
   2  1.96803E-02  1.37067E-02  5.06E-16  2.28E-02  2.91E-03  3.4E-03   0
   3  2.15232E-02  1.96162E-02  7.00E-15  9.24E-03  1.44E-03  1.7E-03   0
   4  2.30321E-02  2.28676E-02  1.15E-15  2.21E-03  2.97E-04  3.4E-04   0

     monit() reports good approximate solution (tol =, 1.00e-03):
       X1: -9.99e-03
       X2: -1.00e-01
       X3:  3.00e-02
       X4:  2.00e-02
       X5: -6.73e-02
       X6: -2.35e-03
       X7: -2.27e-04
     end of monit()
   5  2.35658E-02  2.35803E-02  1.32E-15  1.02E-04  8.41E-06  9.6E-06   0

     monit() reports good approximate solution (tol =, 1.00e-03):
       X1: -1.00e-02
       X2: -1.00e-01
       X3:  3.00e-02
       X4:  2.00e-02
       X5: -6.75e-02
       X6: -2.28e-03
       X7: -2.35e-04
     end of monit()
   6  2.35965E-02  2.35965E-02  1.64E-15  7.02E-08  6.35E-09  7.2E-09   0

     monit() reports good approximate solution (tol =, 1.00e-03):
       X1: -1.00e-02
       X2: -1.00e-01
       X3:  3.00e-02
       X4:  2.00e-02
       X5: -6.75e-02
       X6: -2.28e-03
       X7: -2.35e-04
     end of monit()
   7  2.35965E-02  2.35965E-02  1.35E-15  3.52E-11  3.18E-12  3.6E-12   0
 ------------------------------------------------------------------------------
 Status: converged, an optimal solution found
 ------------------------------------------------------------------------------
 Final primal objective value         2.359648E-02
 Final dual objective value           2.359648E-02
 Absolute primal infeasibility        4.168797E-15
 Relative primal infeasibility        3.518607E-11
 Absolute dual infeasibility          5.084353E-11
 Relative dual infeasibility          1.350467E-15
 Absolute complementarity gap         2.685778E-11
 Relative complementarity gap         3.175366E-12
 Iterations                                      7
 
 Primal variables:
   idx   Lower bound       Value       Upper bound
     1  -1.00000E-02   -1.00000E-02    1.00000E-02
     2  -1.00000E-01   -1.00000E-01    1.50000E-01
     3  -1.00000E-02    3.00000E-02    3.00000E-02
     4  -4.00000E-02    2.00000E-02    2.00000E-02
     5  -1.00000E-01   -6.74853E-02    5.00000E-02
     6  -1.00000E-02   -2.28013E-03         inf
     7  -1.00000E-02   -2.34528E-04         inf