NAG Library Manual, Mark 29.3
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NAG AD Library Introduction
Example description

E04DG_P0W_F C++ Header Example Program Results


 *** e04dg

 Parameters
 ----------

 Variables..............         2

 Maximum step length....  1.00E+20       EPS (machine precision)  1.11E-16
 Optimality tolerance...  3.26E-12       Linesearch tolerance...  9.00E-01

 Est. opt. function val.      None       Function precision.....  4.37E-15
 Verify level...........         0

 Iteration limit........        50       Print level............        10


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

 The objective gradients seem to be ok.

 Directional derivative of the objective   -1.47151776E-01
 Difference approximation                  -1.47151796E-01


  Itn      Step  Nfun      Objective    Norm G    Norm X   Norm (X(k-1)-X(k))
    0               1   1.839397E+00   8.2E-01   1.4E+00
    1   3.7E-01     3   1.724275E+00   2.8E-01   1.3E+00         3.0E-01
    2   1.6E+01     8   6.083488E-02   9.2E-01   9.3E-01         2.2E+00
    3   1.6E-03    14   5.367978E-02   1.0E+00   9.6E-01         3.7E-02
    4   4.8E-01    16   1.783392E-04   5.8E-02   1.1E+00         1.6E-01
    5   1.0E+00    17   1.671122E-05   2.0E-02   1.1E+00         6.7E-03
    6   1.0E+00    18   1.101991E-07   1.7E-03   1.1E+00         2.4E-03
    7   1.0E+00    19   2.332132E-09   1.8E-04   1.1E+00         1.5E-04
    8   1.0E+00    20   9.130952E-11   3.3E-05   1.1E+00         3.0E-05
    9   1.0E+00    21   1.084990E-12   4.7E-06   1.1E+00         7.0E-06
   10   1.0E+00    22   5.293327E-14   1.2E-06   1.1E+00         6.4E-07

 Exit from e04dg  after    10 iterations.


 Variable          Value      Gradient value
 Varbl    1     0.500000          9.1E-07
 Varbl    2     -1.00000          8.3E-07

 Exit e04dg  - Optimal solution found.

 Final objective value =   0.5293327E-13

 Objective value =    5.293e-14
 Solution point  =    5.000e-01  -1.000e+00
 Estim gradient  =    9.125e-07   8.316e-07