* 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 19 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*32 (p.78). * SIF input: Ph. Toint, Dec 1989. * classification SUR2-MN-11-0 $Set N 11 Set j /j1*j%N%/; $Set M 65 Set i /i1*i%M%/; Parameter x_init(j) /j1 1.3 , j2 0.65, j3 0.65 , j4 0.7 , j5 0.6 , j6 3 , j7 5 , j8 7 , j9 2 , j10 4.5 , j11 5.5 /; Parameter t(i) ; t(i) = (ord(i)-1)/10; Parameter y(i) / i1 1.366 , i2 1.191 , i3 1.112 , i4 1.013 , i5 0.991 , i6 0.885 , i7 0.831 , i8 0.847 , i9 0.786 , i10 0.725 , i11 0.746 , i12 0.679 , i13 0.608 , i14 0.655 , i15 0.616 , i16 0.606 , i17 0.602 , i18 0.626 , i19 0.651 , i20 0.724 , i21 0.649 , i22 0.649 , i23 0.694 , i24 0.644 , i25 0.624 , i26 0.661 , i27 0.612 , i28 0.558 , i29 0.533 , i30 0.495 , i31 0.500 , i32 0.423 , i33 0.395 , i34 0.375 , i35 0.372 , i36 0.391 , i37 0.396 , i38 0.405 , i39 0.428 , i40 0.429 , i41 0.523 , i42 0.562 , i43 0.607 , i44 0.653 , i45 0.672 , i46 0.708 , i47 0.633 , i48 0.668 , i49 0.645 , i50 0.632 , i51 0.591 , i52 0.559 , i53 0.597 , i54 0.625 , i55 0.739 , i56 0.710 , i57 0.729 , i58 0.720 , i59 0.636 , i60 0.581 , i61 0.428 , i62 0.292 , i63 0.162 , i64 0.098 , i65 0.054 /; Variable x(j) , f ; Equation Def_obj ; Def_obj.. f =e=sum{i,sqr( y[i]-x['j1']*exp(-t[i]*x['j5']) - x['j2']*exp(-sqr(t[i]- x['j9'])*x['j6']) - x['j3']*exp(-sqr(t[i]-x['j10'])*x['j7']) - x['j4']*exp(-sqr(t[i]-x['j11'])*x['j8']) ) }; x.l[j] = x_init[j]; Model osborneb /all/ ; Solve osborneb using nlp minimazing f ; display f.l; display x.l;