* 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: * B.N. Pshenichnyj * "The Linearization Method for Constrained Optimization", * Springer Verlag, SCM Series 22, Heidelberg, 1994 * SIF input: Ph. Toint, December 1994. * classification OQR2-AN-2-5 $Set N 20 Set I / i1*i%N% / ; $Set M 2 Set j / j1*j%M% / ; Parameter xinit[j] / j1 80.0 , j2 100.0 / ; Parameter x_up[j] / j1 75.0 , j2 65.0 / ; Parameter b[i] / i1 75.1963666677 , i2 -3.8112755343 , i3 0.1269366345 , i4 -0.0020567665 , i5 0.103450e-4 , i6 -6.8306567613 , i7 0.0302344793 , i8 -0.0012813448 , i9 0.352599e-4 , i10 -0.2266e-6 , i11 0.2564581253 , i12 -0.003460403 , i13 0.135139e-4 , i14 -28.1064434908 , i15 -0.52375e-5 , i16 -0.63e-8 , i17 0.7e-9 , i18 0.0003405462 , i19 -0.16638e-5 , i20 -2.8673112392 /; Positive Variable x[j] ; Variable f ; Equation cons3 , cons4 , cons5 , cons6 ,cons7 , Def_obj ; cons3.. x['j1']*x['j2'] - 700.0 =g= 0; cons4.. 0.008*x['j1']*x['j1'] - x['j2'] =l= 0; cons5.. 5 *x['j1'] + 100.00*x['j2']- x['j2']*x['j2'] - 2775.0 =l= 0; cons6.. x['j1'] - 1.50*x['j2'] - 22.5 =l= 0; cons7.. -x['j1'] + 0.16*x['j2'] - 41.4 =l= 0; Def_obj.. f =e= -b['i2']*x['j1']-b['i6']*x['j2']-b['i1'] - ( b['i3']*power(x['j1'],2) + b['i4']*power(x['j1'],3) + b['i5']*power(x['j1'],4) +x['j2']*(b['i7']*x['j1']+ b['i8']*power(x['j1'],2) + b['i9']*power(x['j1'],3) + b['i10']*power(x['j1'],4) ) + b['i11']*power(x['j2'],2) + b['i12']*power(x['j2'],3) + b['i13']*power(x['j2'],4) + b['i14']/(1+x['j2']) + (b['i18']*x['j1'] + b['i15']*power(x['j1'],2) + b['i16']*power(x['j1'],3))*sqr(x['j2']) + ( b['i17']*power(x['j1'],3) + b['i19']* x['j1'])*power(x['j2'],3) + b['i20'] *exp(0.0005 * x['j1']*x['j2']) ); x.up[j] = x_up[j] ; x.l[j] = xinit[j] ; Model himmelp6 /all/ ; Solve himmelp6 using nlp minimazing f ; Display x.l ; Display f.l ;