rbrock.gms:
Reference:
- Rosenbrock, H H, An Automatic Method for finding the Greatest or least value of a function. Computer Journal 3 (1960), 175-184.
- Original source: GAMS Model of rbrock.gms from GAMS Model Library
Point:
p1
Best known point: p1 with value 0.0000
<![CDATA[
* NLP written by GAMS Convert at 07/26/01 11:59:19
*
* Equation counts
* Total E G L N X
* 1 1 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 3 3 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 3 1 2 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3;
Equations e1;
e1.. - (100*sqr(x3 - sqr(x2)) + sqr(1 - x2)) + objvar =E= 0;
* set non default bounds
x2.lo = -10; x2.up = 5;
x3.lo = -10; x3.up = 10;
* set non default levels
x2.l = -1.2;
x3.l = 1;
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using NLP minimizing objvar;
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