e04uf Example Program Results Calls to E04UFF --------------- List Print level = 10 *** E04UFF Parameters ---------- Linear constraints..... 1 Variables.............. 4 Nonlinear constraints.. 2 Infinite bound size.... 1.00E+20 COLD start............. Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16 Step limit............. 2.00E+00 Hessian................ NO Linear feasibility..... 1.05E-08 Crash tolerance........ 1.00E-02 Nonlinear feasibility.. 1.05E-08 Optimality tolerance... 3.26E-12 Line search tolerance.. 9.00E-01 Function precision..... 4.37E-15 Derivative level....... 3 Monitoring file........ -1 Verify level........... 0 Major iterations limit. 50 Major print level...... 10 Minor iterations limit. 50 Minor print level...... 0 Workspace provided is IWORK( 100), WORK( 1000). To solve problem we need IWORK( 17), WORK( 192). Verification of the constraint gradients. ----------------------------------------- The constraint Jacobian seems to be ok. The largest relative error was 2.29E-07 in constraint 2 Verification of the objective gradients. ---------------------------------------- The objective gradients seem to be ok. Directional derivative of the objective 8.15250000E-01 Difference approximation 8.15249734E-01 Maj Mnr Step Merit Function Norm Gz Violtn Cond Hz 0 4 0.0E+00 1.738281E+01 7.1E-01 1.2E+01 1.0E+00 1 1 1.0E+00 1.703169E+01 4.6E-02 1.9E+00 1.0E+00 2 1 1.0E+00 1.701442E+01 2.1E-02 8.8E-02 1.0E+00 3 1 1.0E+00 1.701402E+01 3.1E-04 5.4E-04 1.0E+00 4 1 1.0E+00 1.701402E+01 7.0E-06 9.9E-08 1.0E+00 5 1 1.0E+00 1.701402E+01 1.1E-08 4.6E-11 1.0E+00 Exit from NP problem after 5 major iterations, 9 minor iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Slack V 1 LL 1.000000 1.000000 5.00000 1.088 . V 2 FR 4.74300 1.000000 5.00000 . 0.2570 V 3 FR 3.82115 1.000000 5.00000 . 1.179 V 4 FR 1.37941 1.000000 5.00000 . 0.3794 L Con State Value Lower Bound Upper Bound Lagr Mult Slack L 1 FR 10.9436 None 20.0000 . 9.056 N Con State Value Lower Bound Upper Bound Lagr Mult Slack N 1 UL 40.0000 None 40.0000 -0.1615 -3.5264E-11 N 2 LL 25.0000 25.0000 None 0.5523 -2.8791E-11 Exit E04UFF - Optimal solution found. Final objective value = 17.01402 ** e04uf returned with ifail = 0 Varbl Istate Value Lagr Mult V 1 1 1 1.088 V 2 0 4.743 0 V 3 0 3.82115 0 V 4 0 1.37941 0 L Con Istate Value Lagr Mult L 1 0 10.9436 0 N Con Istate Value Lagr Mult N 1 2 40 -0.1615 N 2 1 25 0.5523 Final objective value = 17.01402