e04ug Example Program Results Computed values of the size of z and iz are 758, 628 respectively. Calls to E04UJF --------------- List Print level = 10 *** E04UGF Parameters ---------- Frequencies. Check frequency......... 60 Expand frequency....... 10000 Factorization frequency. 50 QP subproblems. Scale tolerance......... 9.00E-01 Minor feasibility tol.. 1.05E-08 Scale option............ 1 Minor optimality tol... 1.05E-08 Partial price........... 1 Crash tolerance........ 1.00E-01 Pivot tolerance......... 2.04E-11 Minor print level...... 0 Crash option............ 0 Elastic weight......... 1.00E+02 The SQP method. Minimize................ Nonlinear objective vars 4 Major optimality tol... 1.05E-08 Function precision...... 1.72E-13 Unbounded step size.... 1.00E+20 Superbasics limit....... 4 Forward difference int. 4.15E-07 Unbounded objective..... 1.00E+15 Central difference int. 5.56E-05 Major step limit........ 2.00E+00 Derivative linesearch.. Derivative level........ 3 Major iteration limit.. 1000 Linesearch tolerance.... 9.00E-01 Verify level........... 0 Minor iteration limit... 500 Major print level...... 10 Infinite bound size..... 1.00E+20 Iteration limit........ 10000 Hessian approximation. Hessian full memory..... Hessian updates........ 99999999 Hessian frequency....... 99999999 Nonlinear constraints. Nonlinear constraints... 3 Major feasibility tol.. 1.05E-08 Nonlinear Jacobian vars. 2 Violation limit........ 1.00E+01 Miscellaneous. Variables............... 4 Linear constraints..... 3 Nonlinear variables..... 4 Linear variables....... 0 LU factor tolerance..... 5.00E+00 LU singularity tol..... 2.04E-11 LU update tolerance..... 5.00E+00 LU density tolerance... 6.00E-01 eps (machine precision). 1.11E-16 Monitoring file........ -1 COLD start.............. Infeasible exit........ Workspace provided is IZ( 1000), Z( 1000). To start solving the problem we need IZ( 628), Z( 758). Itn 0 -- Scale option reduced from 1 to 0. Itn 0 -- Feasible linear rows. Itn 0 -- Norm(x-x0) minimized. Sum of infeasibilities = 0.00E+00. confun sets 6 out of 6 constraint gradients. objfun sets 4 out of 4 objective gradients. Cheap test on confun... The Jacobian seems to be OK. The largest discrepancy was 4.41E-08 in constraint 2. Cheap test on objfun... The objective gradients seem to be OK. Gradient projected in two directions 0.00000000000E+00 0.00000000000E+00 Difference approximations 1.74111992322E-19 4.48742248252E-21 Itn 0 -- All-slack basis B = I selected. Itn 7 -- Large multipliers. Elastic mode started with weight = 2.0E+02. Maj Mnr Step Merit Function Feasibl Optimal Cond Hz PD 0 12 0.0E+00 3.199952E+05 1.7E+00 8.0E-01 2.1E+06 FF R i 1 2 1.0E+00 2.463016E+05 1.2E+00 3.2E+03 4.5E+00 FF s 2 1 1.0E+00 1.001802E+04 3.3E-02 9.2E+01 4.5E+00 FF 3 1 1.0E+00 5.253418E+03 6.6E-04 2.5E+01 4.8E+00 FF 4 1 1.0E+00 5.239444E+03 2.0E-06 2.8E+01 1.0E+02 FF 5 1 1.0E+00 5.126208E+03 6.0E-04 5.9E-01 1.1E+02 FF 6 1 1.0E+00 5.126498E+03 4.7E-07 2.9E-02 1.0E+02 FF 7 1 1.0E+00 5.126498E+03 5.9E-10 1.5E-03 1.1E+02 TF 8 1 1.0E+00 5.126498E+03 1.2E-12 7.6E-09 1.1E+02 TT Exit from NP problem after 8 major iterations, 21 minor iterations. Variable State Value Lower Bound Upper Bound Lagr Mult Residual Varble 1 BS 0.118876 -0.55000 0.55000 -1.2529E-07 0.4311 Varble 2 BS -0.396234 -0.55000 0.55000 1.9246E-08 0.1538 Varble 3 BS 679.945 . 1200.0 1.7001E-10 520.1 Varble 4 SBS 1026.07 . 1200.0 -2.1918E-10 173.9 Constrnt State Value Lower Bound Upper Bound Lagr Mult Residual NlnCon 1 EQ -894.800 -894.80 -894.80 -4.387 3.3644E-09 NlnCon 2 EQ -894.800 -894.80 -894.80 -4.106 6.0061E-10 NlnCon 3 EQ -1294.80 -1294.8 -1294.8 -5.463 3.3554E-09 LinCon 1 BS -0.515110 -0.55000 None . 3.4890E-02 LinCon 2 BS 0.515110 -0.55000 None . 1.065 Free Row BS 4091.97 None None -1.000 4092. Exit E04UGF - Optimal solution found. Final objective value = 5126.498 ** e04ug returned with ifail = 0 Variable Istate Value Lagr Mult Varble 1 3 0.118876 -1.253e-07 Varble 2 3 -0.396234 1.925e-08 Varble 3 3 679.945 1.7e-10 Varble 4 2 1026.07 -2.192e-10 Constrnt Istate Value Lagr Mult NlnCon 1 0 -894.8 -4.387 NlnCon 2 0 -894.8 -4.106 NlnCon 3 0 -1294.8 -5.463 LinCon 1 3 -0.51511 0 LinCon 2 3 0.51511 0 Free Row 3 4091.97 -1 Final objective value = 5126.498