* 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:
*   M.M. Makela,
*   "Nonsmooth optimization",
*   Ph.D. thesis, Jyvaskyla University, 1990

*   SIF input: Ph. Toint, Nov 1993.

*   classification  LQR2-AN-3-2

$Set N 2
Set i/i1*i%N%/;

Variable x(i) , u , f ;

Equation cons1 , cons2 , Def_obj ;

  cons1.. -u -x['i1'] -3.75 +3.75*(sqr(x['i1']) +sqr(x['i2'])) =l= 0;
  cons2.. -u -x['i1'] -0.25 +0.25*(sqr(x['i1']) +sqr(x['i2'])) =l= 0;
Def_obj.. f =e= u;

x.l(i) = -1.0 ;

Model mifflin2 /all/ ;

Solve mifflin2  using nlp minimazing f ;

display u.l;
display x.l;
display f.l;