nag_opt_qp (e04nfc) Example Program Results Optional parameter setting for e04nfc. -------------------------------------- Option file: e04nfce.opt fmax_iter set to 30 max_iter set to 50 Parameters to e04nfc -------------------- Linear constraints............ 7 Number of variables........... 7 prob.................... Nag_QP2 start................... Nag_Cold ftol.................... 1.05e-08 reset_ftol.............. 5 rank_tol................ 1.11e-14 crash_tol............... 1.00e-02 fcheck.................. 50 max_df.................. 7 inf_bound............... 1.00e+21 inf_step................ 1.00e+21 fmax_iter............... 30 max_iter................ 50 hrows................... 7 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 e04nfc: ------------------- Itn Jdel Jadd Step Ninf Sinf/Obj Bnd Lin Nart Nrz Norm Gz 0 0 0 0.0e+00 3 1.0380e-01 3 4 0 0 0.00e+00 1 9 U 13 L 4.1e-02 1 3.0000e-02 3 4 0 0 0.00e+00 2 12 U 4 L 4.2e-02 0 0.0000e+00 4 3 0 0 0.00e+00 (User-supplied callback qphess1, first invocation.) Itn 2 -- Feasible point found. 2 0 0 0.0e+00 0 4.5800e-02 4 3 0 0 0.00e+00 3 5 L 14 L 1.3e-01 0 4.1616e-02 3 4 0 0 0.00e+00 4 11 U 0 1.0e+00 0 3.9362e-02 3 3 0 1 4.16e-17 5 3 L 10 U 4.1e-01 0 3.7589e-02 2 4 0 1 1.19e-02 6 0 0 1.0e+00 0 3.7554e-02 2 4 0 1 1.04e-17 7 4 L 0 1.0e+00 0 3.7032e-02 1 4 0 2 3.80e-17 Final solution: Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 LL -1.00000e-02 -1.0000e-02 1.0000e-02 4.700e-01 0.000e+00 V 2 FR -6.98646e-02 -1.0000e-01 1.5000e-01 0.000e+00 3.014e-02 V 3 FR 1.82592e-02 -1.0000e-02 3.0000e-02 0.000e+00 1.174e-02 V 4 FR -2.42608e-02 -4.0000e-02 2.0000e-02 0.000e+00 1.574e-02 V 5 FR -6.20056e-02 -1.0000e-01 5.0000e-02 0.000e+00 3.799e-02 V 6 FR 1.38054e-02 -1.0000e-02 None 0.000e+00 2.381e-02 V 7 FR 4.06650e-03 -1.0000e-02 None 0.000e+00 1.407e-02 LCon State Value Lower Bound Upper Bound Lagr Mult Residual L 1 EQ -1.30000e-01 -1.3000e-01 -1.3000e-01 -1.908e+00 2.776e-17 L 2 FR -5.87990e-03 None -4.9000e-03 0.000e+00 9.799e-04 L 3 UL -6.40000e-03 None -6.4000e-03 -3.144e-01 0.000e+00 L 4 FR -4.53732e-03 None -3.7000e-03 0.000e+00 8.373e-04 L 5 FR -2.91600e-03 None -1.2000e-03 0.000e+00 1.716e-03 L 6 LL -9.92000e-02 -9.9200e-02 None 1.955e+00 1.388e-17 L 7 LL -3.00000e-03 -3.0000e-03 2.0000e-03 1.972e+00 -4.337e-19 Exit after 7 iterations. Optimal QP solution found. Final QP objective value = 3.7031646e-02 A run of the same example with a warm start: Parameters to e04nfc -------------------- Linear constraints............ 7 Number of variables........... 7 prob.................... Nag_QP2 start................... Nag_Warm ftol.................... 1.05e-08 reset_ftol.............. 5 rank_tol................ 1.11e-14 crash_tol............... 1.00e-02 fcheck.................. 50 max_df.................. 7 inf_bound............... 1.00e+21 inf_step................ 1.00e+21 fmax_iter............... 30 max_iter................ 50 hrows................... 7 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 (User-supplied callback qphess2, first invocation.) Final solution: Varbl State Value Lower Bound Upper Bound Lagr Mult Residual V 1 LL -1.00000e-02 -1.0000e-02 1.0000e-02 4.700e-01 0.000e+00 V 2 FR -6.98646e-02 -1.0000e-01 1.5000e-01 0.000e+00 3.014e-02 V 3 FR 1.82592e-02 -1.0000e-02 3.0000e-02 0.000e+00 1.174e-02 V 4 FR -2.42608e-02 -4.0000e-02 2.0000e-02 0.000e+00 1.574e-02 V 5 FR -6.20056e-02 -1.0000e-01 5.0000e-02 0.000e+00 3.799e-02 V 6 FR 1.38054e-02 -1.0000e-02 None 0.000e+00 2.381e-02 V 7 FR 4.06650e-03 -1.0000e-02 None 0.000e+00 1.407e-02 LCon State Value Lower Bound Upper Bound Lagr Mult Residual L 1 EQ -1.30000e-01 -1.3000e-01 -1.3000e-01 -1.908e+00 0.000e+00 L 2 FR -5.87990e-03 None -4.9000e-03 0.000e+00 9.799e-04 L 3 UL -6.40000e-03 None -6.4000e-03 -3.144e-01 0.000e+00 L 4 FR -4.53732e-03 None -3.7000e-03 0.000e+00 8.373e-04 L 5 FR -2.91600e-03 None -1.2000e-03 0.000e+00 1.716e-03 L 6 LL -9.92000e-02 -9.9200e-02 None 1.955e+00 0.000e+00 L 7 LL -3.00000e-03 -3.0000e-03 2.0000e-03 1.972e+00 -1.735e-18 Exit after 0 iterations. Optimal QP solution found. Final QP objective value = 3.7031646e-02