tron.inf

牛顿优化算法源fortran代码

 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                            9756
 Number of active variables                           244
 Number of binding variables                          244
 Number of function evaluations                        30
 Number of gradient evaluations                        21
 Number of Hessian evaluations                         21
 Number of Hessian-vector evaluations                 189
 Number of conjugate gradient iterations               69

 Function value at final iterate            1.4514960    
 Projected gradient at final iterate            0.136E-06

 Total execution time                               50.75
 Percentage in function evaluations                   3.7
 Percentage in Hessian evaluations                   32.9

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DMSA3 

 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                            9634
 Number of active variables                           366
 Number of binding variables                          366
 Number of function evaluations                        19
 Number of gradient evaluations                        19
 Number of Hessian evaluations                         19
 Number of Hessian-vector evaluations                 171
 Number of conjugate gradient iterations               47

 Function value at final iterate            1.5593731    
 Projected gradient at final iterate            0.517E-06

 Total execution time                               36.38
 Percentage in function evaluations                   4.1
 Percentage in Hessian evaluations                   41.4

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DSSC1 

 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                            9604
 Number of active variables                           396
 Number of binding variables                          396
 Number of function evaluations                         5
 Number of gradient evaluations                         5
 Number of Hessian evaluations                          5
 Number of Hessian-vector evaluations                  45
 Number of conjugate gradient iterations               23

 Function value at final iterate           -4.2267912    
 Projected gradient at final iterate            0.483E-05

 Total execution time                               10.71
 Percentage in function evaluations                   6.3
 Percentage in Hessian evaluations                   39.8

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DSSC2 

 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                            9940
 Number of active variables                            60
 Number of binding variables                           60
 Number of function evaluations                         6
 Number of gradient evaluations                         6
 Number of Hessian evaluations                          6
 Number of Hessian-vector evaluations                  54
 Number of conjugate gradient iterations               25

 Function value at final iterate           -5.6103722    
 Projected gradient at final iterate            0.842E-05

 Total execution time                               13.48
 Percentage in function evaluations                   6.0
 Percentage in Hessian evaluations                   37.8

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DSSC3 

 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                           10000
 Number of active variables                             0
 Number of binding variables                            0
 Number of function evaluations                         6
 Number of gradient evaluations                         6
 Number of Hessian evaluations                          6
 Number of Hessian-vector evaluations                  54
 Number of conjugate gradient iterations               26

 Function value at final iterate           -5.6113261    
 Projected gradient at final iterate            0.633E-05

 Total execution time                               12.89
 Percentage in function evaluations                   6.3
 Percentage in Hessian evaluations                   39.6

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DSSC4 

 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                           10000
 Number of active variables                             0
 Number of binding variables                            0
 Number of function evaluations                         6
 Number of gradient evaluations                         6
 Number of Hessian evaluations                          6
 Number of Hessian-vector evaluations                  54
 Number of conjugate gradient iterations               26

 Function value at final iterate           -5.6113261    
 Projected gradient at final iterate            0.635E-05

 Total execution time                               12.90
 Percentage in function evaluations                   6.3
 Percentage in Hessian evaluations                   39.5

 Exit message     CONVERGENCE: GTOL TEST SATISFIED                            

 Problem DGL2  

 Number of variables                                10000
 Number of coloring groups                             19
 Average number of nonzeros in the strictly  
 lower triangular part of the Hessian matrix         5.75
 Number of free variables                           10000
 Number of active variables                             0
 Number of binding variables                            0
 Number of function evaluations                         7
 Number of gradient evaluations                         7
 Number of Hessian evaluations                          7
 Number of Hessian-vector evaluations                 133
 Number of conjugate gradient iterations              202

 Function value at final iterate            16.229875    
 Projected gradient at final iterate            0.146E-04

 Total execution time                               84.18
 Percentage in function evaluations                   0.6
 Percentage in Hessian evaluations                   28.4

 Exit message     CONVERGENCE: GTOL TEST SATISFIED