nag_opt_lp (e04mfc) Example Program Results Parameters to e04mfc -------------------- Linear constraints............ 5 Number of variables........... 3 prob.................... Nag_LP start................... Nag_Cold ftol.................... 1.05e-08 reset_ftol.............. 5 fcheck.................. 50 crash_tol............... 1.00e-02 inf_bound............... 1.00e+25 inf_step................ 1.00e+25 max_iter................ 50 machine precision....... 1.11e-16 optim_tol............... 1.72e-13 min_infeas.............. Nag_FALSE print_level......... Nag_Soln_Iter outfile................. stdout Memory allocation: state................... Nag ax...................... Nag lambda.................. Nag Results from e04mfc: ------------------- Itn Jdel Jadd Step Ninf Sinf/Obj Bnd Lin Nart Nrz Norm Gz 0 0 0 0.0e+00 1 1.9369e+02 0 1 2 0 1.96e+01 1 2 A 6 L 5.0e-01 0 7.2049e-01 0 2 1 0 4.00e-02 2 6 L 8 L 1.1e+01 0 -2.2109e+02 0 2 1 0 4.98e-01 3 1 A 7 L 5.4e+02 0 -3.5500e+02 0 3 0 0 0.00e+00 Final solution: Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 FR 7.50000e+01 -7.5000e+01 None 0.000e+00 1.500e+02 V 2 FR -2.50000e+02 -1.0000e+03 None 0.000e+00 7.500e+02 V 3 FR -1.00000e+01 -2.5000e+01 None 0.000e+00 1.500e+01 LCon State Value Lower Bound Upper Bound Lagr Mult Residual L 1 EQ -3.01303e-13 0.0000e+00 0.0000e+00 -1.300e-01 -3.013e-13 L 2 FR -4.20000e+02 -6.0000e+02 None 0.000e+00 1.800e+02 L 3 FR 1.50000e+03 0.0000e+00 None 0.000e+00 1.500e+03 L 4 LL -5.00000e+02 -5.0000e+02 None 2.500e-01 5.684e-14 L 5 LL -1.00000e+03 -1.0000e+03 None 2.300e-01 0.000e+00 Exit after 3 iterations. Optimal LP solution found. Final LP objective value = -3.5500000e+02 Re-solve problem with output of iteration results suppressed and ftol = 1.0e-10. Optional parameter setting for e04mfc. -------------------------------------- Option file: e04mfce.opt print_level set to Nag_Soln ftol set to 1.00e-10 Parameters to e04mfc -------------------- Linear constraints............ 5 Number of variables........... 3 prob.................... Nag_LP start................... Nag_Cold ftol.................... 1.00e-10 reset_ftol.............. 5 fcheck.................. 50 crash_tol............... 1.00e-02 inf_bound............... 1.00e+25 inf_step................ 1.00e+25 max_iter................ 50 machine precision....... 1.11e-16 optim_tol............... 1.72e-13 min_infeas.............. Nag_FALSE print_level......... Nag_Soln outfile................. stdout Memory allocation: state................... Nag ax...................... Nag lambda.................. Nag Final solution: Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 FR 7.50000e+01 -7.5000e+01 None 0.000e+00 1.500e+02 V 2 FR -2.50000e+02 -1.0000e+03 None 0.000e+00 7.500e+02 V 3 FR -1.00000e+01 -2.5000e+01 None 0.000e+00 1.500e+01 LCon State Value Lower Bound Upper Bound Lagr Mult Residual L 1 EQ 4.78019e-13 0.0000e+00 0.0000e+00 -1.300e-01 4.780e-13 L 2 FR -4.20000e+02 -6.0000e+02 None 0.000e+00 1.800e+02 L 3 FR 1.50000e+03 0.0000e+00 None 0.000e+00 1.500e+03 L 4 LL -5.00000e+02 -5.0000e+02 None 2.500e-01 0.000e+00 L 5 LL -1.00000e+03 -1.0000e+03 None 2.300e-01 3.411e-13 Exit after 2 iterations. Optimal LP solution found. Final LP objective value = -3.5500000e+02