* 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 9 in * P.T. Boggs and J.W. Tolle, * "A strategy for global convergence in a sequential * quadratic programming algorithm", * SINUM 26(3), pp. 600-623, 1989. * The problem as stated in the paper seems to contain a typo. * In order to make the problem bounded below and the second constraint * feasible at the proposed solution, the sign of x2 in the second constraint * has been set to - instead of +. * The problem is not convex. * SIF input: Ph. Toint, June 1993. * classification LOR2-AN-4-2 $Set N 4 Set i /i1*i%N%/; Variable x[i],f ; Equation Eq_1,Eq_2,def_obj; Eq_1.. x['i2']-power(x['i1'],3)-sqr(x['i3']) =e= 0; Eq_2.. -x['i2']+ sqr(x['i1']) -sqr(x['i4']) =e= 0; Def_obj.. f=e=-x['i1'] ; x.l[i]=2; Model bt9 /all/; Solve bt9 using nlp minimize f; display x.l; display f.l;