betting8.pro~orig

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 Feb 24 16:53:15 2000
betting8

     n=         8    nh=         0    ng=         9

  epsx= 1.000e-05 sigsm= 1.490e-08

startvalue
  1.0000000e+00   2.0000000e+00   3.0000000e+00   4.0000000e+00   5.0000000e+00 
  6.0000000e+00   7.0000000e+00   8.0000000e+00 

  eps=  2.22e-16  tol= 1.98e-323 del0=  1.00e+00 delm=  1.00e-06 tau0=  1.00e+00
  tau=  1.00e-01   sd=  1.00e-01   sw=  3.67e-11  rho=  1.00e-06 rho1=  1.00e-10
 scfm=  1.00e+04  c1d=  1.00e-02 epdi=  0.00e+00
  nre=         8 anal=         1

 termination reason:
 KT-conditions satisfied, no further correction computed
 evaluations of f                           95
 evaluations of grad f                      27
 evaluations of constraints                  0
 evaluations of grads of constraints         0
 final scaling of objective           4.590530e+02
 norm of grad(f)                      1.299694e-03
 lagrangian violation                 7.676180e-06
 feasibility violation                0.000000e+00
 dual feasibility violation           0.000000e+00
 optimizer runtime sec's              8.000000e-02


 optimal value of f =  -6.29972911555492e+00

 optimal solution  x =
  9.20099125869834e+00  5.34616763971265e+01  6.19888114628986e-17
  1.52794686573783e+02  9.52305343889253e-18  2.83027178213030e-17
  5.28581417476922e-17  8.34414355860195e+00

  multipliers are relativ to scf=1
  nr.    constraint      normgrad (or 1)   multiplier
    1   2.7619850e+02    1.0000000e+00    0.0000000e+00
    2   9.2009913e+00    1.0000000e+00    0.0000000e+00
    3   5.3461676e+01    1.0000000e+00    0.0000000e+00
    4   6.1988811e-17    1.0000000e+00    8.2848711e-04
    5   1.5279469e+02    1.0000000e+00    0.0000000e+00
    6   9.5230534e-18    1.0000000e+00    5.0086396e-04
    7   2.8302718e-17    1.0000000e+00    7.3191712e-04
    8   5.2858142e-17    1.0000000e+00    4.6257931e-04
    9   8.3441436e+00    1.0000000e+00    0.0000000e+00

 evaluations of restrictions and their gradients
 (     0,     0) (     0,     0) (     0,     0) (     0,     0) (     0,     0)
 (     0,     0) (     0,     0) (     0,     0) (     0,     0)
last estimate of condition of active gradients  7.108e+01
last estimate of condition of approx. hessian   6.937e+04
iterative steps total              26
# of restarts                       0
# of full regular updates          26
# of updates                       26
# of full regularized SQP-steps     0