* Cute AMPL model (translation to GAMS) * * 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 34 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#101 (with different N and M) * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-V-0 $Set N 10 Set i /i1*i%N%/; Set inside_i(i) /i2*i%N%/; inside_i('i%N%')=no; $Set M 19 Set j /j1*j%M%/; Set inside_j(j) /j2*j%M%/; Variable x[i], f ; Equation Def_obj; Def_obj.. f=e=2+sum{j$inside_j(j),sqr(sum{i$inside_i(i),(x[i]*ord(i)*(ord(j)-1))}-1.0)}; x.l[i] = 1.0 ; Model arglinc /all/; Solve arglinc using nlp minimize f; display x.l; display f.l;