E04UPF Example Program Results *** E04UPF *** Start of NAG Library implementation details *** Implementation title: Linux (Intel) NAGWare f90 Precision: Fortran Double Precision Product Code: FLLUX18D9 Mark: 18A *** End of NAG Library implementation details *** Parameters ---------- Linear constraints..... 1 Variables.............. 2 Nonlinear constraints.. 1 Subfunctions........... 44 Infinite bound size.... 1.00D+20 COLD start............. Infinite step size..... 1.00D+20 EPS (machine precision) 1.11D-16 Step limit............. 2.00D+00 Hessian................ NO Linear feasibility..... 1.05D-08 Crash tolerance........ 1.00D-02 Nonlinear feasibility.. 1.05D-08 Optimality tolerance... 3.26D-12 Line search tolerance.. 9.00D-01 Function precision..... 4.38D-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 J'J initial Hessian.... Reset frequency........ 2 Workspace provided is IWORK( 100), WORK( 1000). To solve problem we need IWORK( 9), WORK( 306). Verification of the constraint gradients. ----------------------------------------- The constraint Jacobian seems to be ok. The largest relative error was 1.91D-08 in constraint 1 Verification of the objective gradients. ---------------------------------------- The objective Jacobian seems to be ok. The largest relative error was 1.03D-08 in subfunction 3 Maj Mnr Step Merit Function Norm Gz Violtn Cond Hz 0 2 0.0D+00 2.224070D-02 8.5D-02 3.6D-02 1.0D+00 1 1 1.0D+00 1.455402D-02 1.5D-03 9.8D-03 1.0D+00 2 1 1.0D+00 1.436491D-02 4.9D-03 7.2D-04 1.0D+00 3 1 1.0D+00 1.427013D-02 2.9D-03 9.2D-06 1.0D+00 4 1 1.0D+00 1.422989D-02 1.6D-04 3.6D-05 1.0D+00 5 1 1.0D+00 1.422983D-02 5.4D-07 6.4D-08 1.0D+00 6 1 1.0D+00 1.422983D-02 3.4D-09 9.8D-13 1.0D+00 Exit from NP problem after 6 major iterations, 8 minor iterations. Varbl State Value Lower Bound Upper Bound Lagr Mult Slack V 1 FR 0.419953 0.400000 None . 1.9953E-02 V 2 FR 1.28485 -4.00000 None . 5.285 L Con State Value Lower Bound Upper Bound Lagr Mult Slack L 1 FR 1.70480 1.00000 None . 0.7048 N Con State Value Lower Bound Upper Bound Lagr Mult Slack N 1 LL -9.768135E-13 . None 3.3358E-02 -9.7681E-13 Exit E04UPF - Optimal solution found. Final objective value = 0.1422983E-01