* 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 31 in * J.J. More', B.S. Garbow and K.E. Hillstrom, * "Testing Unconstrained Optimization Software", * ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981. * See also Buckley#73 and Toint#18 * SIF input: Ph. Toint, Dec 1989. * classification NOR2-AN-V-V $Set N 5000 Set i /i1*i%N%/; parameter ml; ml = 5; parameter mu; mu = 1; Alias(i,j); Variable x[i], f ; Equation Def_obj ; Def_obj.. f=e= sum{i,sqr( x[i]*(2+5*SQR(x[i])) + 1 - sum{j$((ord(j) ge ord(i)-5) and (ord(j) le ord(i)+1) and (ord(j) ne ord(i))), (x[i]*(1+x[i])) } ) } ; x.l[i] = -1.0 ; Model brydnd /all/; Solve brydnd using nlp minimize f; display x.l; display f.l;