Download User`s Guide for SNOPT Version 7.4 - CCoM

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SNOPT 7.4 User’s Guide
L+U
The number of nonzeros representing the basis factors L and U . Immediately
after a basis factorization B = LU , this is lenL+lenU, the number of subdiagonal
elements in the columns of a lower triangular matrix and the number of diagonal
and superdiagonal elements in the rows of an upper-triangular matrix. Further
nonzeros are added to L when various columns of B are later replaced. As columns
of B are replaced, the matrix U is maintained explicitly (in sparse form). The value
of L will steadily increase, whereas the value of U may fluctuate up or down. Thus,
in general, the value of L+U may fluctuate up or down; in general it will tend to
increase.)
ncp
The number of compressions required to recover storage in the data structure for
U . This includes the number of compressions needed during the previous basis
factorization. Normally ncp should increase very slowly. If not, the amount of
integer and real workspace available to SNOPT should be increased by a significant
amount. As a suggestion, the work arrays iw(*) and rw(*) should be extended
by L + U elements.
nS
The current number of superbasic variables. (The heading is not printed if the
problem is linear.)
cond Hz See the major iteration log. (The heading is not printed if the problem is linear.)
8.4.
Basis factorization statistics
If Major print level ≥ 10, the following items are output to the Print file whenever
T
B S
before solution
of the next QP subproblem. Gaussian elimination is used to compute sparse factors L and
U , where P LP T and P U Q are lower and upper triangular matrices for some permutation
matrices P and Q. Stability is ensured as described under the LU options (page 75).
If Minor print level ≥ 10, the same items are printed during the QP solution whenever
the current B is factorized.
LUSOL [12] factorizes the basis B or the rectangular matrix BS =
Label
Description
Factorize The number of factorizations since the start of the run.
Demand
A code giving the reason for the present factorization.
0
First LU factorization.
1
The number of updates reached the Factorization frequency.
2
The nonzeros in the updated factors have increased significantly.
7
Not enough storage to update factors.
10
Row residuals too large (see the description of Check frequency).
11
Ill-conditioning has caused inconsistent results.
Itn
The current minor iteration number.
Nonlin
The number of nonlinear variables in the current basis B.
Linear
The number of linear variables in B.
Slacks
The number of slack variables in B.
B BR BS or BT factorize
B
The type of LU factorization.
Periodic factorization of the basis B.