e04nk Example Program Results Computed values of the size of z and iz are 358, 428 respectively. Calls to E04NMF --------------- List Print level = 10 *** E04NKF Parameters ---------- Frequencies. Check frequency......... 60 Expand frequency........ 10000 Factorization frequency. 100 LP Parameters. Scale tolerance......... 9.00E-01 Feasibility tolerance... 1.00E-06 Iteration limit......... 75 Scale option............ 2 Optimality tolerance.... 1.00E-06 Partial price........... 10 Crash tolerance......... 1.00E-01 Pivot tolerance......... 2.04E-11 Crash option............ 2 QP objective. Objective variables..... 7 Hessian columns......... 7 Superbasics limit....... 7 Miscellaneous. Variables............... 7 Linear constraints...... 8 LU factor tolerance..... 1.00E+02 LU update tolerance..... 1.00E+01 LU singularity tolerance 2.04E-11 Monitoring file......... -1 EPS (machine precision). 1.11E-16 Print level............. 10 Infinite bound size..... 1.00E+20 Infinite step size...... 1.00E+20 COLD start.............. MINIMIZE................ Workspace provided is IZ( 428), Z( 358). To start solving the problem we need IZ( 428), Z( 358). Itn Step Ninf Sinf/Objective Norm rg Itn 0 -- Infeasible. 0 0.0E+00 1 1.152891E+03 0.0E+00 1 4.3E+02 0 0.000000E+00 0.0E+00 Itn 1 -- Feasible point found (for 1 equality constraints). 1 0.0E+00 0 0.000000E+00 0.0E+00 1 0.0E+00 0 1.460000E+06 0.0E+00 Itn 1 -- Feasible QP solution. 2 8.7E-02 0 9.409959E+05 0.0E+00 3 5.3E-01 0 -1.056552E+06 0.0E+00 4 1.0E+00 0 -1.462190E+06 0.0E+00 5 1.0E+00 0 -1.698092E+06 1.8E-12 6 4.6E-02 0 -1.764906E+06 7.0E+02 7 1.0E+00 0 -1.811946E+06 1.4E-12 8 1.7E-02 0 -1.847325E+06 1.7E+02 9 1.0E+00 0 -1.847785E+06 9.1E-13 Variable State Value Lower Bound Upper Bound Lagr Mult Residual ...X1... LL 0.00000 . 200.00 2361. . ...X2... BS 349.399 . 2500.0 -1.2975E-12 349.4 ...X3... SBS 648.853 400.00 800.00 -5.7329E-13 151.1 ...X4... SBS 172.847 100.00 700.00 6.4970E-13 72.85 ...X5... BS 407.521 . 1500.0 9.1881E-13 407.5 ...X6... BS 271.356 . None -1.1928E-12 271.4 ...X7... BS 150.023 . None -1.4130E-12 150.0 Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual ..ROW1.. EQ 2000.00 2000.0 2000.0 -1.2901E+04 . ..ROW2.. BS 49.2316 None 60.000 . -10.77 ..ROW3.. UL 100.000 None 100.00 -2325. . ..ROW4.. BS 32.0719 None 40.000 . -7.928 ..ROW5.. BS 14.5572 None 30.000 . -15.44 ..ROW6.. LL 1500.00 1500.0 None 1.4455E+04 . ..ROW7.. LL 250.000 250.00 300.00 1.4581E+04 . ..COST.. BS -2.988690E+06 None None -1.000 -2.9887E+06 Exit E04NKF - Optimal QP solution found. Final QP objective value = -1847785. Exit from QP problem after 9 iterations. ** e04nk returned with ifail = 0 Variable Istate Value Lagr Mult ...X1... 0 0 2361 ...X2... 3 349.399 -1.298e-12 ...X3... 2 648.853 -5.733e-13 ...X4... 2 172.847 6.497e-13 ...X5... 3 407.521 9.188e-13 ...X6... 3 271.356 -1.193e-12 ...X7... 3 150.023 -1.413e-12 Constrnt Istate Value Lagr Mult ..ROW1.. 0 2000 -1.29e+04 ..ROW2.. 3 49.2316 0 ..ROW3.. 1 100 -2325 ..ROW4.. 3 32.0719 0 ..ROW5.. 3 14.5572 0 ..ROW6.. 0 1500 1.445e+04 ..ROW7.. 0 250 1.458e+04 ..COST.. 3 -2.98869e+06 -1 Final objective value = -1847785