testxxxx.pro

sqp程序包。用sqp算法实现非线性约束的优化求解

donlp2, v3, 05/29/98, copyright P. Spellucci
Thu May 15 15:11:02 2003
test



================================================================================
             1-th iteration step
   scf=  1.0000e+00 psist=  1.0000e-00   psi=  1.0000e-00  upsi=  1.0000e-00
  fxst=  1.5154e-15    fx=  1.5154e-15
  x=
   2.0000e-07   2.0000e-07   2.0000e-07   2.0000e-07   2.0000e-07   2.0000e-07
   2.0000e-07   2.0000e-07   2.0000e-07
 valid permutation of x

  1   2   3   4   5   6   7   8   9 

         quasi-Newton-matrix full update

row/column        1              2              3              4      
      1     1.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      2     0.000000e+00   1.000000e+00   0.000000e+00   0.000000e+00 
      3     0.000000e+00   0.000000e+00   1.000000e+00   0.000000e+00 
      4     0.000000e+00   0.000000e+00   0.000000e+00   1.000000e+00 
      5     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      6     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      7     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      8     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      9     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 

row/column        5              6              7              8      
      1     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      2     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      3     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      4     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      5     1.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      6     0.000000e+00   1.000000e+00   0.000000e+00   0.000000e+00 
      7     0.000000e+00   0.000000e+00   1.000000e+00   0.000000e+00 
      8     0.000000e+00   0.000000e+00   0.000000e+00   1.000000e+00 
      9     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 

row/column        9      
      1     0.000000e+00 
      2     0.000000e+00 
      3     0.000000e+00 
      4     0.000000e+00 
      5     0.000000e+00 
      6     0.000000e+00 
      7     0.000000e+00 
      8     0.000000e+00 
      9     1.000000e+00 

  multipliers: first estimate
  u =
    1   1.8446e-09    5  -6.2457e-10    3   0.0000e+00    6  -5.3358e-10
    7  -1.0225e-10    8   0.0000e+00    9   6.9149e-11   10  -3.8205e-10
   11  -6.1829e-11   12   8.9736e-12   13  -3.0877e-10   14   0.0000e+00


  del=  1.00000e-02  b2n0=  5.39150e-10   b2n=  2.43202e-25   gfn=  5.08307e-09


 values of restrictions
 (   1   -1.0000e-00    3.0000e+00)  (   5    4.4000e-08    1.0000e+00)  
 (   3    1.7560e-06    2.9291e+00)  (   6    2.0000e-07    1.0000e+00)  
 (   7    2.0000e-07    1.0000e+00)  (   8    2.0000e-07    1.0000e+00)  
 (   9    2.0000e-07    1.0000e+00)  (  10    2.0000e-07    1.0000e+00)  
 (  11    2.0000e-07    1.0000e+00)  (  12    2.0000e-07    1.0000e+00)  
 (  13    2.0000e-07    1.0000e+00)  (  14    2.0000e-07    1.0000e+00)  
 

   diag[r]=
  -1.0000e+00   8.5184e-01   9.2026e-01   9.0509e-01   8.8277e-01   8.4662e-01
   8.9353e-01   8.5280e-01   7.0711e-01   0.0000e+00   0.0000e+00   0.0000e+00


 gradient of restriction nr.   1
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   5
   0.0000e+00    0.0000e+00    1.2000e-01    0.0000e+00    0.0000e+00  
   4.0000e-02    6.0000e-02    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   3
   1.0000e+00    1.0000e+00    8.8000e-01    1.0000e+00    1.0000e+00  
   9.6000e-01    9.4000e-01    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   6
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   7
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   8
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   9
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  10
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  11
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  12
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  13
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  14
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
 


 singular case : full regularized SQP
  del = 1.000000000000000e-02


  scalres=
   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00
   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00
   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00
   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00
gradients of binding constraints

 gradient of restriction nr.   1
   0.0000e+00  
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   5
   0.0000e+00  
   0.0000e+00    0.0000e+00    1.2000e-01    0.0000e+00    0.0000e+00  
   4.0000e-02    6.0000e-02    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   3
   0.0000e+00  
   1.0000e+00    1.0000e+00    8.8000e-01    1.0000e+00    1.0000e+00  
   9.6000e-01    9.4000e-01    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   6
   0.0000e+00  
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   7
   0.0000e+00  
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   8
   0.0000e+00  
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   9
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  10
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  11
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  12
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  13
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  14
   0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
   condition number of r     -1.000000000000000e+00
  condition number of a     1.000000000000000e+00


  current scaling,  scf =   1.0000e+00 clow =            1 eta =   0.0000e+00


  scalres=
   1.0000e+00   1.0000e+00   1.2000e+00   1.0000e+00   1.2000e+00   1.2000e+00
   1.2000e+00   1.2000e+00   1.2000e+00   1.2000e+00   1.2000e+00   1.2000e+00
   1.2000e+00   1.2000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00
   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00   1.0000e+00


  del=  1.00000e-02  b2n0=  5.39150e-10   b2n=  3.33333e-01   gfn=  5.08307e-09


 values of restrictions
 (   1   -1.0000e-00    3.0000e+00)  (   5    4.4000e-08    1.0000e+00)  
 (   3    1.7560e-06    2.9291e+00)  (   6    2.0000e-07    1.0000e+00)  
 (   7    2.0000e-07    1.0000e+00)  (   8    2.0000e-07    1.0000e+00)  
 (   9    2.0000e-07    1.0000e+00)  (  10    2.0000e-07    1.0000e+00)  
 (  11    2.0000e-07    1.0000e+00)  (  12    2.0000e-07    1.0000e+00)  
 (  13    2.0000e-07    1.0000e+00)  (  14    2.0000e-07    1.0000e+00)  
 

 gradient of restriction nr.   1
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
   1.0000e+00    1.0000e+00    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   5
   0.0000e+00    0.0000e+00    1.2000e-01    0.0000e+00    0.0000e+00  
   4.0000e-02    6.0000e-02    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   3
   1.0000e+00    1.0000e+00    8.8000e-01    1.0000e+00    1.0000e+00  
   9.6000e-01    9.4000e-01    1.0000e+00    1.0000e+00  
 

 gradient of restriction nr.   6
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   7
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   8
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.   9
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  10
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  11
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   1.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  12
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    1.0000e+00    0.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  13
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    1.0000e+00    0.0000e+00  
 

 gradient of restriction nr.  14
   0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00    0.0000e+00  
   0.0000e+00    0.0000e+00    0.0000e+00    1.0000e+00  
 exit from full SQP
            termination reason    1e+00
          final value of tauqp   1.000e+00
      sum norm of slack vector   0.000e+00


  phase=  0  scf0=  1.0000e+00
  d = 
   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01
   1.1111e-01   1.1111e-01   1.1111e-01

  multipliers: first estimate
  u =
    1   1.1111e-01    2   0.0000e+00    3   0.0000e+00    4   0.0000e+00
    5   0.0000e+00    6   0.0000e+00    7   0.0000e+00    8   0.0000e+00
    9   0.0000e+00   10   0.0000e+00   11   0.0000e+00   12   0.0000e+00
   13   0.0000e+00   14   0.0000e+00   15   0.0000e+00   16   0.0000e+00
   17   0.0000e+00   18   0.0000e+00   19   0.0000e+00   20   0.0000e+00
   21   0.0000e+00   22   0.0000e+00   23   0.0000e+00


  phase=  0  scf0=  1.0000e+00
  d =
   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01
   1.1111e-01   1.1111e-01   1.1111e-01


 start unimin

    phi=  1.0000e-00   dphi= -1.0000e-00    psi=  1.0000e-00 tau0/2=  5.0000e-01
     fx=  1.5154e-15  dscal=  1.0000e+00    scf=  1.0000e+00   upsi=  1.0000e-00
    sig=  1.0000e+00     fx=  4.6771e-04    psi=  1.3878e-17   upsi=  1.3878e-17


 end unimin

 sig=  1.0000e+00  num. f-evaluations 1
 list of inactive hit constraints
none
BFGS-update as in Pantoja and Mayne
  tk  =   1.111107e-01
 xsik =   0.000000e+00



================================================================================
             2-th iteration step
   scf=  1.0000e+00 psist=  1.0000e-00   psi=  1.3878e-17  upsi=  1.3878e-17
  fxst=  1.5154e-15    fx=  4.6771e-04
  x=
   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01   1.1111e-01
   1.1111e-01   1.1111e-01   1.1111e-01
 valid permutation of x

  1   2   3   4   5   6   7   8   9 

         quasi-Newton-matrix full update

row/column        1              2              3              4      
      1     9.431098e-01  -1.170144e-01  -1.170019e-01  -1.169358e-01 
      2     0.000000e+00   9.360546e-01  -1.322408e-01  -1.321441e-01 
      3     0.000000e+00   0.000000e+00   9.266850e-01  -1.523173e-01 
      4     0.000000e+00   0.000000e+00   0.000000e+00   9.141995e-01 
      5     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      6     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00 
      7     0.000000e+00   0.000000e+00   0.000000e+00   0.000000e+00