* 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: a variant of problem 4 in * P.T. Boggs and J.W. Tolle, * "A strategy for global convergence in a sequential * quadratic programming algorithm", * SINUM 26(3), pp. 600-623, 1989. * The original problem seems to be unbounded. The contribution of * x3 in the first constraint has been squared instead of cubed. * The problem is not convex. * SIF input: Ph. Toint, June 1993. * classification QQR2-AN-3-2 $Set N 3 Set i /i1*i%N%/; parameter xinit[i] /i1 4.0382,i2 -2.9470,i3 -0.09115/; Variable x[i],f ; Equation Eq_1,Eq_2,Def_obj; Eq_1.. -25+sqr(x['i1'])+sqr(x['i2'])+sqr(x['i3']) =e= 0; Eq_2.. x['i1'] + x['i2'] + x['i3']-1 =e= 0; Def_obj.. f =e= x['i1'] - x['i2'] + power(x['i2'],3) ; x.l[i]=xinit[i]; Model bt4 /all/; Solve bt4 using nlp minimize f; display x.l; display f.l;