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Commitd59d845

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update to version 27.2.0.0
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‎examples/baseresults/ex_e04mt.r_v2‎

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nagcpp::opt::handle_solve_lp_ipm Example
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----------------------------------------------
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E04MT, Interior point method for LP problems
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----------------------------------------------
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Begin of Options
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Print File = 6 * d
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Print Level = 2 * d
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Print Options = Yes * d
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Print Solution = All * U
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Monitoring File = -1 * d
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Monitoring Level = 4 * d
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Lpipm Monitor Frequency = 1 * U
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Infinite Bound Size = 1.00000E+20 * d
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Task = Minimize * d
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Stats Time = No * d
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Lp Presolve = Yes * d
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Lpipm Algorithm = Primal-dual * d
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Lpipm Centrality Correctors = -6 * U
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Lpipm Iteration Limit = 100 * d
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Lpipm Max Iterative Refinement= 5 * d
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Lpipm Scaling = Arithmetic * d
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Lpipm Stop Tolerance = 1.00000E-10 * U
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Lpipm Stop Tolerance 2 = 2.67452E-10 * d
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Lpipm System Formulation = Auto * d
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End of Options
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Problem Statistics
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No of variables 7
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free (unconstrained) 0
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bounded 7
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No of lin. constraints 7
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nonzeroes 41
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Objective function Linear
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Presolved Problem Measures
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No of variables 13
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free (unconstrained) 0
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No of lin. constraints 7
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nonzeroes 47
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------------------------------------------------------------------------------
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it| pobj | dobj | optim | feas | compl | mu | mcc | I
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------------------------------------------------------------------------------
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0 -7.86591E-02 1.71637E-02 1.27E+00 1.06E+00 8.89E-02 1.5E-01
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1 5.74135E-03 -2.24369E-02 5.25E-16 1.75E-01 2.25E-02 2.8E-02 0
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2 1.96803E-02 1.37067E-02 3.92E-16 2.28E-02 2.91E-03 3.4E-03 0
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3 2.15232E-02 1.96162E-02 1.63E-15 9.24E-03 1.44E-03 1.7E-03 0
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4 2.30321E-02 2.28676E-02 1.94E-15 2.21E-03 2.97E-04 3.4E-04 0
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5 2.35658E-02 2.35803E-02 1.56E-15 1.02E-04 8.41E-06 9.6E-06 0
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6 2.35965E-02 2.35965E-02 1.22E-15 7.02E-08 6.35E-09 7.2E-09 0
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Iteration 7
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monit() reports good approximate solution (tol = 1.2e-08):
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7 2.35965E-02 2.35965E-02 1.04E-15 3.52E-11 3.18E-12 3.6E-12 0
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------------------------------------------------------------------------------
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Status: converged, an optimal solution found
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------------------------------------------------------------------------------
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Final primal objective value 2.359648E-02
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Final dual objective value 2.359648E-02
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Absolute primal infeasibility 3.224317E-15
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Relative primal infeasibility 3.518606E-11
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Absolute dual infeasibility 5.084352E-11
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Relative dual infeasibility 1.044506E-15
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Absolute complementarity gap 2.685778E-11
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Relative complementarity gap 3.175366E-12
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Iterations 7
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Primal variables:
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idx Lower bound Value Upper bound
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1 -1.00000E-02 -1.00000E-02 1.00000E-02
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2 -1.00000E-01 -1.00000E-01 1.50000E-01
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3 -1.00000E-02 3.00000E-02 3.00000E-02
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4 -4.00000E-02 2.00000E-02 2.00000E-02
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5 -1.00000E-01 -6.74853E-02 5.00000E-02
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6 -1.00000E-02 -2.28013E-03 inf
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7 -1.00000E-02 -2.34528E-04 inf
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Box bounds dual variables:
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idx Lower bound Value Upper bound Value
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1 -1.00000E-02 3.30098E-01 1.00000E-02 0.00000E+00
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2 -1.00000E-01 1.43844E-02 1.50000E-01 0.00000E+00
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3 -1.00000E-02 0.00000E+00 3.00000E-02 9.09967E-02
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4 -4.00000E-02 0.00000E+00 2.00000E-02 7.66124E-02
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5 -1.00000E-01 3.51391E-11 5.00000E-02 0.00000E+00
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6 -1.00000E-02 3.42902E-11 inf 0.00000E+00
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7 -1.00000E-02 8.61040E-12 inf 0.00000E+00
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Linear constraints dual variables:
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idx Lower bound Value Upper bound Value
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1 -1.30000E-01 0.00000E+00 -1.30000E-01 1.43111E+00
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2 -inf 0.00000E+00 -4.90000E-03 4.00339E-10
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3 -inf 0.00000E+00 -6.40000E-03 1.54305E-08
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4 -inf 0.00000E+00 -3.70000E-03 3.80136E-10
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5 -inf 0.00000E+00 -1.20000E-03 4.72629E-11
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6 -9.92000E-02 1.50098E+00 inf 0.00000E+00
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7 -3.00000E-03 1.51661E+00 2.00000E-03 0.00000E+00

‎examples/baseresults/ex_e04uc.r_v1‎

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nagcpp::opt::nlp1_solve Example
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*** e04uc
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Parameters
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----------
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Linear constraints..... 1 Variables.............. 4
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Nonlinear constraints.. 2
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Infinite bound size.... 1.00E+20 COLD start.............
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Infinite step size..... 1.00E+20 EPS (machine precision) 1.11E-16
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Step limit............. 2.00E+00 Hessian................ NO
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Linear feasibility..... 1.05E-08 Crash tolerance........ 1.00E-02
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Nonlinear feasibility.. 1.05E-08 Optimality tolerance... 3.26E-12
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Line search tolerance.. 9.00E-01 Function precision..... 4.37E-15
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Derivative level....... 3 Monitoring file........ -1
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Verify level........... 0
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Major iterations limit. 50 Major print level...... 1
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Minor iterations limit. 50 Minor print level...... 0
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Start point
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1.000000E+00 5.000000E+00 5.000000E+00 1.000000E+00
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Workspace provided is IWORK( 17), WORK( 185).
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To solve problem we need IWORK( 17), WORK( 185).
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Verification of the constraint gradients.
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-----------------------------------------
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The constraint Jacobian seems to be ok.
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The largest relative error was 2.29E-07 in constraint 2
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Verification of the objective gradients.
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----------------------------------------
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The objective gradients seem to be ok.
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Directional derivative of the objective 8.15250000E-01
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Difference approximation 8.15249734E-01
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Exit from NP problem after 5 major iterations,
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9 minor iterations.
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Varbl State Value Lower Bound Upper Bound Lagr Mult Slack
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V 1 LL 1.00000 1.00000 5.00000 1.088 .
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V 2 FR 4.74300 1.00000 5.00000 . 0.2570
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V 3 FR 3.82115 1.00000 5.00000 . 1.179
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V 4 FR 1.37941 1.00000 5.00000 . 0.3794
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L Con State Value Lower Bound Upper Bound Lagr Mult Slack
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L 1 FR 10.9436 None 20.0000 . 9.056
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N Con State Value Lower Bound Upper Bound Lagr Mult Slack
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N 1 UL 40.0000 None 40.0000 -0.1615 -3.5264E-11
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N 2 LL 25.0000 25.0000 None 0.5523 -2.8795E-11
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Exit e04uc - Optimal solution found.
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Final objective value = 17.01402

‎include/c05/nagcpp_c05ay.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.3.0.0
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// Version 27.2.0.0
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#ifndef NAGCPP_C05AY_HPP
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#defineNAGCPP_C05AY_HPP
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‎include/d01/nagcpp_d01fb.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.3.0.0
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// Version 27.2.0.0
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#ifndef NAGCPP_D01FB_HPP
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#defineNAGCPP_D01FB_HPP
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‎include/d01/nagcpp_d01tb.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.3.0.0
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// Version 27.2.0.0
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#ifndef NAGCPP_D01TB_HPP
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#defineNAGCPP_D01TB_HPP
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‎include/e01/nagcpp_e01ba.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.2.0.0
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#ifndef NAGCPP_E01BA_HPP
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#defineNAGCPP_E01BA_HPP
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‎include/e02/nagcpp_e02bb.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.2.0.0
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#ifndef NAGCPP_E02BB_HPP
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#defineNAGCPP_E02BB_HPP
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‎include/e04/nagcpp_class_CommE04RA.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.2.0.0
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#ifndef NAGCPP_COMME04RA
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#defineNAGCPP_COMME04RA
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‎include/e04/nagcpp_class_CommE04WB.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.2.0.0
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#ifndef NAGCPP_COMME04WB
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#defineNAGCPP_COMME04WB
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‎include/e04/nagcpp_e04fg.hpp‎

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// Copyright 2021, Numerical Algorithms Group Ltd, Oxford, UK.
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// Generated by cpp-ft-wrapper.xsl
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// Version 27.2.0.0
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#ifndef NAGCPP_E04FG_HPP
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#defineNAGCPP_E04FG_HPP
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