*************************************************************** * I can't get the initial objective function value(s) to match * those reported in Hock-Schittkowski. I don't see why. *************************************************************** $Set N 4 Set I /i1*i%N%/; $Set M 19 Set J /j1*j%M%/; Parameter c(j) /j1 .1 , j2 1 , j3 2 , j4 3 , j5 4 , j6 5 , j7 6 , j8 7 , j9 8 , j10 9 , j11 10 , j12 11 , j13 12 , j14 13 , j15 14 , j16 15 , j17 16 , j18 17 , j19 18 /; Parameter u(i) /i1 100 ,i2 100 ,i3 1 ,i4 100 /; Parameter y_obs(j) / j1 0.00189 , j2 0.1038 , j3 0.268 , j4 0.506 , j5 0.577 , j6 0.604 , j7 0.725 , j8 0.898 , j9 0.947 , j10 0.845 , j11 0.702 , j12 0.528 , j13 0.385 , j14 0.257 , j15 0.159 , j16 0.0869 , j17 0.0453 , j18 0.01509 , j19 0.00189 /; Variable x(i) , b , y_cal(j) , obj ; Equation Eq_1 , Eq_2(j) , Eq_3 , Def_obj ; Eq_1.. b =e= x['i3'] + (1-x['i3'])*x['i4']; Eq_2(j).. y_cal(j) =e= (1 + 1/(12*x['i2'])) * ( x['i3']* EXP(LOG(b)*x['i2']) *SQRT(x['i2']/6.2832) * EXP(LOG(c[j]/7.685)*(x['i2']-1)) * exp(x['i2'] - b*c[j]*x['i2']/7.658) ) + (1 + 1/(12*x['i1'])) * ( (1-x['i3'])*EXP(LOG(b/x['i4'])*x['i1'])*SQRT(x['i1']/6.2832) * EXP(LOG(c[j]/7.658)*(x['i1']- 1)) * exp(x['i1'] - b*c[j]*x['i1']/(7.658*x['i4'])) ); Eq_3.. x['i3'] + (1-x['i3'])*x['i4'] =g= 0; Def_obj.. obj=e=sum{j, sqr(y_cal[j] - y_obs[j])}; x.lo(i) = 0.00001 ; x.up(i) = u(i) ; b.lo=0.0000001; x.l['i1'] = 2 ; x.l['i2'] = 4 ; x.l['i3'] = 0.04 ; x.l['i4'] = 2 ; *"optimal solution as starting point \n"; * x.l['i1'] = 12.27695 ; * x.l['i2'] = 4.631788 ; * x.l['i3'] = 0.3128625 ; * x.l['i4'] = 2.029290 ; Model hs070 /all/; Solve hs070 using nlp minimazing obj ; obj.l = obj.l - 0.007498464; display x.l; display obj.l;