Example description

nag_opt_handle_set_linmatineq (e04rnc) Example Program Results

 E04SV, NLP-SDP Solver (Pennon)
 ------------------------------
 Number of variables            42                 [eliminated            0]
                            simple  linear  nonlin
 (Standard) inequalities        41       2       0
 (Standard) equalities                   0       0
 Matrix inequalities                     1       0 [dense    1, sparse    0]
                                                   [max dimension         5]
 
 Begin of Options
     Outer Iteration Limit         =                 100     * d
     Inner Iteration Limit         =                 100     * d
     Infinite Bound Size           =         1.00000E+20     * d
     Initial X                     =           Automatic     * U
     Initial U                     =           Automatic     * d
     Initial P                     =           Automatic     * d
     Hessian Density               =               Dense     * S
     Init Value P                  =         1.00000E+00     * d
     Init Value Pmat               =         1.00000E+00     * d
     Presolve Block Detect         =                 Yes     * d
     Print File                    =                   6     * d
     Print Level                   =                   2     * d
     Print Options                 =                 Yes     * d
     Monitoring File               =                  -1     * d
     Monitoring Level              =                   4     * d
     Monitor Frequency             =                   0     * d
     Stats Time                    =                  No     * d
     P Min                         =         1.05367E-08     * d
     Pmat Min                      =         1.05367E-08     * d
     U Update Restriction          =         5.00000E-01     * d
     Umat Update Restriction       =         3.00000E-01     * d
     Preference                    =               Speed     * d
     Transform Constraints         =          Equalities     * S
     Dimacs Measures               =               Check     * d
     Stop Criteria                 =                Soft     * d
     Stop Tolerance 1              =         1.00000E-06     * d
     Stop Tolerance 2              =         1.00000E-07     * d
     Stop Tolerance Feasibility    =         1.00000E-07     * d
     Linesearch Mode               =            Fullstep     * S
     Inner Stop Tolerance          =         1.00000E-02     * d
     Inner Stop Criteria           =           Heuristic     * d
     Task                          =            Maximize     * U
     P Update Speed                =                  12     * d
 End of Options
 --------------------------------------------------------------
  it|  objective |  optim  |   feas  |  compl  | pen min |inner
 --------------------------------------------------------------
   0  0.00000E+00  4.80E+01  5.90E-01  2.37E+00  1.00E+00   0
   1 -2.25709E+00  2.53E-03  7.15E-01  2.76E+00  1.00E+00   6
   2 -9.90666E-01  1.29E-03  1.38E-02  1.25E+00  4.65E-01   5
   3 -3.96590E-01  1.52E-03  2.07E-02  5.42E-01  2.16E-01   5
   4 -1.52400E-01  6.63E-04  1.42E-02  2.26E-01  1.01E-01   5
   5 -5.45545E-02  5.47E-03  9.33E-03  8.91E-02  4.68E-02   5
   6 -1.62316E-02  1.05E-02  3.18E-03  3.33E-02  2.18E-02   5
   7 -2.39571E-03  6.74E-03  3.90E-04  1.22E-02  1.01E-02   5
   8  3.39831E-03  5.41E-04  4.33E-05  4.43E-03  4.71E-03   6
   9  6.27924E-03  2.25E-03  3.47E-06  1.64E-03  2.19E-03   5
  10  7.23641E-03  4.07E-03  4.79E-07  5.77E-04  1.02E-03   4
  11  7.56230E-03  5.26E-04  1.76E-05  2.08E-04  4.74E-04   4
  12  7.67523E-03  1.18E-02  2.18E-06  7.69E-05  2.21E-04   3
  13  7.71758E-03  4.26E-03  2.51E-07  2.94E-05  1.03E-04   3
  14  7.73491E-03  4.34E-06  2.95E-08  1.11E-05  4.77E-05   4
 --------------------------------------------------------------
  it|  objective |  optim  |   feas  |  compl  | pen min |inner
 --------------------------------------------------------------
  15  7.74186E-03  8.50E-07  2.29E-09  3.96E-06  2.22E-05   4
  16  7.74450E-03  7.25E-08  1.58E-10  1.29E-06  1.03E-05   4
  17  7.74545E-03  2.51E-09  8.39E-12  3.32E-07  4.81E-06   4
  18  7.74574E-03  5.19E-10  3.49E-13  4.73E-08  2.24E-06   4
 --------------------------------------------------------------
 Status: converged, an optimal solution found
 --------------------------------------------------------------
 Final objective value                7.745738E-03
 Relative precision                   2.815426E-07
 Optimality                           5.188682E-10
 Feasibility                          3.486927E-13
 Complementarity                      4.732416E-08
 DIMACS error 1                       2.594341E-10
 DIMACS error 2                       0.000000E+00
 DIMACS error 3                       0.000000E+00
 DIMACS error 4                       1.743464E-13
 DIMACS error 5                       4.676597E-08
 DIMACS error 6                       4.662494E-08
 Iteration counts
   Outer iterations                             18
   Inner iterations                             81
   Linesearch steps                            186
 Evaluation counts
   Augm. Lagr. values                          100
   Augm. Lagr. gradient                        100
   Augm. Lagr. hessian                          81
 --------------------------------------------------------------

  Weight        Row of design matrix
    0.09         1.00   -1.00    1.00   -1.00    1.00 
    0.25         1.00   -0.70    0.49   -0.34    0.24 
    0.32         1.00    0.00    0.00    0.00    0.00 
    0.25         1.00    0.70    0.49    0.34    0.24 
    0.09         1.00    1.00    1.00    1.00    1.00 
 only those rows with a weight > 1.0e-05 are shown