* 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: * L.C.W. Dixon and Z. Maany, * "A family of test problems with sparse Hessians for unconstrained * optimization", * TR 206, Numerical Optimization Centre, Hatfield Polytechnic, 1988. * See also Buckley#221 (p. 49) * SIF input: Ph. Toint, Dec 1989. * classification OUR2-AN-V-0 $Set M 1000 $Set N2 2000 $Set N 3000 $Set N1 2999 Set i /i1*i%N%/; Set left(i) /i1*i%N1%/;; Set first(i) /i1*i%M%/;; Set second(i) /i1*i%N2%/;; Set j /j1*j4/; parameter alpha; alpha = 1.0 ; parameter beta; beta = 0.26 ; parameter gamma; gamma = 0.26 ; parameter delta; delta = 0.26 ; parameter K[j] /j1 2,j2 0,j3 0,j4 2/; Variable x[i], f ; Equation Def_obj ; Def_obj.. f=e= 1.0 + sum{i, alpha*sqr(x[i])*power((ord(i)/%N%),K['j1']) } + sum{i$left(i), beta*sqr(x[i])*sqr(x[i+1]+sqr(x[i+1]))*power((ord(i)/%N%),K['j2'])} + sum{i$second(i), gamma*sqr(x[i])*power(x[i+%M%],4)*power((ord(i)/%N%),K['j3'])} + sum{i$first(i), delta*x[i]*x[i+2000]*power((ord(i)/%N%),K['j4'])} ; x.l[i] = 2.0; Model dixmaanl /all/; Solve dixmaanl using nlp minimize f; display x.l; display f.l;