9 January 2009 10:32:37.667 AM UNCMIN_PRB FORTRAN77 version. Test the routines in the UNCMIN library. TEST01 Test OPTIF0, the simple interface to UNCMIN. RESULT - Iterate 0 Step 0.00000 0.00000 X 1.00000 1.00000 Function value = 783.98151627258801 Gradient vector 759.398 2395.63 Hessian matrix 1.00000 0.00000 0.00000 1.00000 RESULT - Iterate 2 X 20.0000 -20.1959 Function value = 90.999999390008171 Gradient vector 0.629141E-06 -0.600787E-06 Output from UNCMIN: Error code= 1 EXPLAIN: UNCMIN returned a termination code of 1 This code has the following meaning: The gradient is relatively close to zero. The current iterate is probably a good solution. F(X*) = 90.999999390008171 X* = 20.000000015249810 -20.195924304682116 (Partial reference results for comparison:) 19.9145 -20.6011 -5.26250 19.9900 -20.6230 19.9145 20.0100 -20.6230 19.9145 19.9900 -20.6023 19.9145 Error code = 1 F(X*) = 91.0001 X* = 19.9900 -20.6230 uncprb function of 3 variables. solve problem using line search. RESULT - Iterate 0 Step 0.00000 0.00000 0.00000 X -1.00000 0.00000 0.00000 Function value = 95579.451357303798 Gradient vector -0.00000 -61831.9 -6183.19 Hessian matrix 200.000 -61831.9 0.00000 -61831.9 20000.0 2000.00 0.00000 2000.00 202.000 RESULT - Iterate 15 X 1.00000 -0.855237E-13 -0.830514E-12 Function value = 8.43416707034249980E-025 Gradient vector -0.608402E-11 -0.494470E-10 0.328367E-11 termination code itrmcd= 1 EXPLAIN: UNCMIN returned a termination code of 1 This code has the following meaning: The gradient is relatively close to zero. The current iterate is probably a good solution. return code msg= 0 x* = 0.99999999999996958 -8.55237365853914452E-014 -8.30513876247639262E-013 f(x*) = 8.43416707034249980E-025 gradient= -6.08402217495008664E-012 -4.94469792126034624E-011 3.28367016876496981E-012 uncprb function of 3 variables. solve problem using double dogleg method. RESULT - Iterate 0 Step 0.00000 0.00000 0.00000 X -1.00000 0.00000 0.00000 Function value = 95579.451357303798 Gradient vector -0.00000 -61831.9 -6183.19 Hessian matrix 200.000 -61831.9 0.00000 -61831.9 20000.0 2000.00 0.00000 2000.00 202.000 RESULT - Iterate 9 X 1.00000 0.839931E-08 0.659615E-07 Function value = 2.11600923399851049E-012 Gradient vector -0.288385E-04 0.360631E-04 -0.347439E-05 termination code itrmcd= 1 EXPLAIN: UNCMIN returned a termination code of 1 This code has the following meaning: The gradient is relatively close to zero. The current iterate is probably a good solution. return code msg= 0 x* = 0.99999985580760886 8.39930627987198718E-009 6.59615060655694557E-008 f(x*) = 2.11600923399851049E-012 gradient= -2.88384785305605994E-005 3.60631426464329993E-005 -3.47439075673140539E-006 uncprb function of 3 variables. solve problem using more-hebdon method. RESULT - Iterate 0 Step 0.00000 0.00000 0.00000 X -1.00000 0.00000 0.00000 Function value = 95579.451357303798 Gradient vector -0.00000 -61831.9 -6183.19 Hessian matrix 200.000 -61831.9 0.00000 -61831.9 20000.0 2000.00 0.00000 2000.00 202.000 RESULT - Iterate 7 X 1.00000 -0.196753E-08 -0.209761E-07 Function value = 7.62454397183571159E-015 Gradient vector 0.167515E-05 0.260153E-05 -0.302106E-06 termination code itrmcd= 1 EXPLAIN: UNCMIN returned a termination code of 1 This code has the following meaning: The gradient is relatively close to zero. The current iterate is probably a good solution. return code msg= 0 x* = 1.0000000083757674 -1.96753236485319965E-009 -2.09760909650430309E-008 f(x*) = 7.62454397183571159E-015 gradient= 1.67515348771288687E-006 2.60153493752816696E-006 -3.02105678191479833E-007 UNCMIN_PRB Normal end of execution. 9 January 2009 10:32:37.671 AM