* 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 12 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#BOX663 * SIF input: Ph. Toint, Dec 1989. * classification SUR2-AN-3-0 $Set N 3 Set i /i1*i%N%/; $Set M 10 Set j /j1*j%M%/; parameter x_init[i] /i1 0, i2 10, i3 1.0/; parameter t[j]; t[j] = 0.1*ord(j); Variable x[i], f ; Equation Def_obj ; Def_obj.. f=e= sum{j, sqr( exp(-t[j]*x['i1'])- exp(-t[j]*x['i2'])- x['i3']*exp(-t[j]) + x['i3']*exp(-10*t[j])) }; x.l[i] = x_init[i]; Model box3 /all/; Solve box3 using nlp minimize f; display x.l; display f.l;