# 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: # M. Aljazzaf, # "Multiplier methods with partial elimination of constraints for # nonlinear programming", # PhD Thesis, North Carolina State University, Raleigh, 1990. # SDIF input: Ph. Toint, May 1990. # classification QQR2-AN-3-1 param N := 3; param N1 := 2; param Biga := 100.0; param F := (Biga^2-1.0)/(N-1); param F2 := (Biga^2-1.0)/(Biga*(N-1)); param A{i in 1..N} := Biga-(i-1)*F2; param B{i in 1..N} := (i-1)*F+1.0; var x{1..N} := 0.0, >= 0.0; minimize f: A[1]*(x[1]-0.5)^2 + sum {i in 2..N1} A[i]*(x[i]+1.0)^2 + sum {i in N1+1..N} A[i]*(x[i]-1.0)^2; subject to cons1: -B[1]*x[1]+B[1]+sum {i in 2..N1} B[i]*(x[i]-0.0)^2+sum {i in N1+1..N} B[i]*(x[i]-1.0)^2 = 0; display A, B, F, F2, f; solve; display f; display x;