* 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: * E. Polak, D.H. Mayne and J.E. Higgins, * "Superlinearly convergent algorithm for min-max problems" * JOTA 69, pp. 407-439, 1991. * SIF input: Ph. Toint, Nov 1993. * classification LOR2-AN-5-4 $Set N 4 Set I /i1*i%N%/; Variable x[i] , u , f ; Equation cons1 , cons2 , cons3 , cons4 , Def_obj ; cons1.. sqr(x['i1']-power((x['i4']+1),4)) + sqr(x['i2']-power((x['i1']-power((x['i4']+1),4)),4))+ 2*sqr(x['i3'])+ sqr(x['i4'])+ 5*power((x['i4']+1),4)+ 5*power((x['i1']-power((x['i4']+1),4)),4)-u- 5*x['i1']- 5*x['i2']- 21*x['i3']+7*x['i4'] =l=0 ; cons2.. 11*sqr(x['i1']-power((x['i4']+1),4)) + 11*sqr(x['i2']-power((x['i1']-power((x['i4']+1),4)),4))+ 12*sqr(x['i3'])+11*sqr(x['i4'])- 5*power((x['i4']+1),4)+ 15*power((x['i1']-power((x['i4']+1),4)),4)-u+ 5*x['i1']-15*x['i2']- 11*x['i3']-3*x['i4']- 80 =l= 0 ; cons3.. 11*sqr(x['i1']-power((x['i4']+1),4)) + 21*sqr(x['i2']-power((x['i1']-power((x['i4']+1),4)),4))+ 12*sqr(x['i3'])+21*sqr(x['i4'])+ 15*power((x['i4']+1),4)+ 5*power((x['i1']-power((x['i4']+1),4)),4)-u-15*x['i1']- 5*x['i2']- 21*x['i3']-3*x['i4']-100 =l= 0 ; cons4.. 11*sqr(x['i1']-power((x['i4']+1),4)) + 11*sqr(x['i2']-power((x['i1']-power((x['i4']+1),4)),4))+ 12*sqr(x['i3'])+ sqr(x['i4'])- 15*power((x['i4']+1),4)+ 15*power((x['i1']-power((x['i4']+1),4)),4)-u+15*x['i1']-15*x['i2']- 21*x['i3']-3*x['i4']- 50 =l= 0 ; Def_obj.. f =e= u ; x.l[i] = 0.0 ; Model polak1 /all/; Solve polak1 using nlp minimazing f ; display f.l ; display x.l ;