* 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 21 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. * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-V-0 $Set N 10000 Set i / i1*i%N% / ; Set each_first(I); each_first(I):=yes$(mod(ord(i),2)<>1); Variable x[i] , f ; Equation Def_obj ; Def_obj.. f =e= sum{i$each_first(I),( 100*sqr(x[i]-x[i-1]*x[i-1]) + sqr(x[i-1]-1)) }; x.l[i]$each_first(I) = 1.0 ; x.l[i] = -1.2 ; Model srosenbr / all / ; Solve srosenbr using nlp minimazing f ; display each_first; display f.l;