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108 lines (99 loc) · 20.4 KB
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----------------------------------------------------------
E04KF, First order method for bound-constrained problems
----------------------------------------------------------
Begin of Options
Print File = 6 * d
Print Level = 2 * U
Print Options = Yes * d
Print Solution = All * U
Monitoring File = -1 * d
Monitoring Level = 1 * U
Foas Monitor Frequency = 1 * U
Foas Print Frequency = 1 * U
Infinite Bound Size = 1.00000E+20 * d
Task = Minimize * d
Stats Time = No * d
Time Limit = 1.00000E+06 * d
Verify Derivatives = No * d
Foas Estimate Derivatives = No * d
Foas Finite Diff Interval = 1.05367E-08 * d
Foas Iteration Limit = 10000000 * d
Foas Memory = 11 * d
Foas Progress Tolerance = 1.08158E-12 * d
Foas Rel Stop Tolerance = 1.08158E-12 * d
Foas Restart Factor = 6.00000E+00 * d
Foas Slow Tolerance = 1.01316E-02 * d
Foas Stop Tolerance = 1.00000E-06 * d
Foas Tolerance Norm = Infinity * d
End of Options
Problem Statistics
No of variables 2
free (unconstrained) 0
bounded 2
Objective function Nonlinear
-------------------------------------------------------------------------------
iters | objective | optim | dir
-------------------------------------------------------------------------------
0 6.29000E+02 5.00E+02 3.50E+00
1 6.29000E+02 5.00E+02 3.50E+00
2 4.00000E+00 0.00E+00 1.80E+00
3 4.00000E+00 0.00E+00 1.80E+00
4 3.99156E+00 2.80E+00 2.80E+00
5 3.99156E+00 2.80E+00 2.80E+00
6 3.98433E+00 1.44E+00 1.44E+00
7 3.97076E+00 5.76E+00 1.79E+00
8 3.41157E+00 1.66E+01 1.60E+00
9 3.15876E+00 2.07E+01 1.65E+00
10 2.34744E+00 2.55E+00 2.29E+00
11 2.06122E+00 5.09E+00 1.83E+00
12 1.97065E+00 6.49E+00 1.88E+00
13 1.77751E+00 9.58E+00 1.99E+00
14 1.19453E+00 2.20E+00 8.93E-01
15 1.12429E+00 2.33E+00 2.01E+00
16 1.01998E+00 5.04E+00 2.02E+00
17 8.94996E-01 8.97E+00 2.02E+00
18 7.06184E-01 1.32E+00 1.10E+00
19 5.06340E-01 5.11E+00 1.91E+00
-------------------------------------------------------------------------------
iters | objective | optim | dir
-------------------------------------------------------------------------------
20 3.21115E-01 1.03E+00 3.67E-01
21 2.99551E-01 9.31E-01 9.31E-01
22 2.51003E-01 2.68E+00 1.75E+00
23 2.14196E-01 4.82E+00 1.66E+00
24 1.15236E-01 1.17E+00 3.70E-01
25 8.06733E-02 1.98E+00 1.73E+00
26 6.60815E-02 4.33E+00 1.79E+00
27 5.37636E-02 3.33E+00 1.80E+00
28 4.02960E-02 3.44E-01 3.44E-01
29 4.02960E-02 3.44E-01 3.44E-01
30 4.00937E-02 1.94E-01 1.94E-01
31 4.00937E-02 1.94E-01 1.94E-01
32 4.00000E-02 0.00E+00 0.00E+00
-------------------------------------------------------------------------------
Status: converged, an optimal solution was found
-------------------------------------------------------------------------------
Value of the objective 4.00000E-02
Norm of inactive gradient 0.00000E+00
Norm of projected direction 0.00000E+00
Iterations 32
Function evaluations 75
FD func. evaluations 0
Gradient evaluations 36
NPG function calls 18
NPG gradient calls 3
CG function calls 9
CG gradient calls 5
LCG function calls 48
LCG gradient calls 28
-------------------------------------------------------------------------------
Primal variables:
idx Lower bound Value Upper bound
1 -1.00000E+00 8.00000E-01 8.00000E-01
2 -2.00000E+00 6.40000E-01 2.00000E+00
Box bounds dual variables:
idx Lower bound Value Upper bound Value
1 -1.00000E+00 0.00000E+00 8.00000E-01 4.00000E-01
2 -2.00000E+00 0.00000E+00 2.00000E+00 0.00000E+00
Lagrange multipliers: [ -0.4 0.0 ]