* Cute AMPL model (translation to GAMS) * * AMPL Model by Hande Y. Benson * * Copyright (C) 2001 Princeton University * All Rights Reserved * * Permission to use, copy, modify, and distribute this software and * its documentation for any purpose and without fee is hereby * granted, provided that the above copyright notice appear in all * copies and that the copyright notice and this * permission notice appear in all supporting documentation. * Source: Problem 56 in * A.R. Conn, N.I.M. Gould, M. Lescrenier and Ph.L. Toint, * "Performance of a multifrontal scheme for partially separable * optimization", * Report 88/4, Dept of Mathematics, FUNDP (Namur, B), 1988. * SIF input: Ph. Toint, Dec 1989. * classification OBR2-AY-V-0 $Set N 5000 $Set M 4998 Set i /i1*i%N%/; Set inside(i) /i1*i%M%/; Variable x[i],f ; Equation Def_obj; Def_obj.. f=e=sum{i$inside(i),(x[i]+x[i+1])*exp(-(x[i]+x[i+1])*(x[i+2]))}; x.l[i] = 1.00 ; Model bdexp /all/; Solve bdexp using nlp minimize f; display x.l; display f.l;