* 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: * D. Shanno, * " On Variable Metric Methods for Sparse Hessians II: the New * Method", * MIS Tech report 27, University of Arizona (Tucson, UK), 1978. * See also Buckley #37 (p. 76) and Toint #15. * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-V-0 $Set N 10000 Set i/i1*i%N%/; Set Right(i) i/i2*i%N%/; Variable x(i) , f ; Equation Def_obj ; Def_obj.. f =e= sqr(x['i1'] - 1)+ sum{i$Right(i),(100*sqr(x['i1']-sqr(x[i-1])))}; x.up[i] = 100 ; x.lo[i] = -100 ; x.l[i] = -1 ; option nlp = minos; Model nondia /all/ ; Solve nondia using nlp minimazing f ; display x.l; display f.l;