tron.inf

牛顿优化算法源fortran代码

 Problem DEPT1 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.95
 Number of free variables                           10000
 Number of active variables                             0
 Number of binding variables                            0
 Number of function evaluations                        31
 Number of gradient evaluations                        31
 Number of Hessian evaluations                         31
 Number of Hessian-vector evaluations                 279
 Number of conjugate gradient iterations               98

 Function value at final iterate          -0.17560445E-01
 Projected gradient at final iterate            0.226E-06

 Total execution time                               41.22
 Percentage in function evaluations                   3.5
 Percentage in Hessian evaluations                   29.0

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DEPT2 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.95
 Number of free variables                            7036
 Number of active variables                          2964
 Number of binding variables                         2964
 Number of function evaluations                        31
 Number of gradient evaluations                        31
 Number of Hessian evaluations                         31
 Number of Hessian-vector evaluations                 279
 Number of conjugate gradient iterations               63

 Function value at final iterate          -0.41827788    
 Projected gradient at final iterate            0.318E-06

 Total execution time                               33.13
 Percentage in function evaluations                   4.3
 Percentage in Hessian evaluations                   35.9

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DEPT3 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.95
 Number of free variables                            3672
 Number of active variables                          6328
 Number of binding variables                         6328
 Number of function evaluations                        21
 Number of gradient evaluations                        21
 Number of Hessian evaluations                         21
 Number of Hessian-vector evaluations                 189
 Number of conjugate gradient iterations               33

 Function value at final iterate           -1.2041664    
 Projected gradient at final iterate            0.245E-06

 Total execution time                               17.47
 Percentage in function evaluations                   5.3
 Percentage in Hessian evaluations                   46.1

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DPJB1 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.96
 Number of free variables                            6768
 Number of active variables                          3232
 Number of binding variables                         3232
 Number of function evaluations                        21
 Number of gradient evaluations                        21
 Number of Hessian evaluations                         21
 Number of Hessian-vector evaluations                 189
 Number of conjugate gradient iterations               39

 Function value at final iterate          -0.18057437    
 Projected gradient at final iterate            0.132E-04

 Total execution time                               23.37
 Percentage in function evaluations                   4.1
 Percentage in Hessian evaluations                   36.9

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DPJB2 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.96
 Number of free variables                            6038
 Number of active variables                          3962
 Number of binding variables                         3960
 Number of function evaluations                        13
 Number of gradient evaluations                        13
 Number of Hessian evaluations                         13
 Number of Hessian-vector evaluations                 117
 Number of conjugate gradient iterations               29

 Function value at final iterate           -4.1487407    
 Projected gradient at final iterate            0.294E-04

 Total execution time                               14.27
 Percentage in function evaluations                   4.1
 Percentage in Hessian evaluations                   37.3

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DPJB3 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.96
 Number of free variables                            5298
 Number of active variables                          4702
 Number of binding variables                         4702
 Number of function evaluations                         7
 Number of gradient evaluations                         7
 Number of Hessian evaluations                          7
 Number of Hessian-vector evaluations                  63
 Number of conjugate gradient iterations               17

 Function value at final iterate           -20.470744    
 Projected gradient at final iterate            0.498E-05

 Total execution time                                7.55
 Percentage in function evaluations                   4.1
 Percentage in Hessian evaluations                   38.0

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DMSA1 

 Number of variables                                10000
 Number of coloring groups                              9
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         2.95
 Number of free variables                           10000
 Number of active variables                             0
 Number of binding variables                            0
 Number of function evaluations                        36
 Number of gradient evaluations                        23
 Number of Hessian evaluations                         23
 Number of Hessian-vector evaluations                 207
 Number of conjugate gradient iterations               73

 Function value at final iterate            1.4212904    
 Projected gradient at final iterate            0.614E-06

 Total execution time                               56.20
 Percentage in function evaluations                   3.9
 Percentage in Hessian evaluations                   32.6

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DMSA2