* 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 2 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 Toint#33, Buckley#24 * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-V-0 $Set N 5000 $Set NGS 4999 Set i /i1*i%N% /; Set Left(i) /i1*i%NGS%/; Variable x[i] , f ; Equation Def_obj ; Def_obj.. f =e= sum{i$left(i),sqr((5.0-x[i+1])*sqr(x[i+1])+x[i]- 2*x[i+1]-13.0) } + sum{i$left(i),sqr((1.0+x[i+1])*sqr(x[i+1])+x[i]-14*x[i+1]-29.0) } ; x.l[i] = 0.0 ; x.l['i1'] = 0.5 ; x.l['i2'] = -2.0 ; Model freuroth /all/; Solve freuroth using nlp minimize f; display x.l; display f.l;