* 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 11 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#27 * SIF input: Ph. Toint, Dec 1989. * classification SUR2-MN-3-0 $Set M 99 Set i /i1*i%M%/; $Set N 3 Set j /j1*j%N%/; parameter x_init(j) /j1 5, j2 2.5, j3 0.15/; parameter t(I) ; t(i) = ord(i)/100; parameter y(I) ; y(I) = 25+ exp(log(-50*log(t[i]))*(2/3)); Variable x(j) ,f ; Equation Def_obj ; Def_obj.. f =e= sum{i,sqr(exp( exp{log(abs(y[i]-x['j2']))*x['j3'] } /(-x['j1']))-t[i]) }; x.l(j) = x_init(j) ; Model gulf /all/; Solve gulf using dnlp minimize f; display x.l ; display f.l ;