# 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 32 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#80 (with different N and M) # SIF input: Ph. Toint, Dec 1989. # classification SUR2-AN-V-0 param N:=100; param M:=200; var x{1..N} := 1.0; minimize f: sum {i in 1..N} ((sum{j in 1..i-1} -2*x[j]/M) + x[i]*(1-2/M) + (sum {j in i+1..N} -2*x[j]/M) - 1)^2 + sum {i in N+1..M} (sum{j in 1..N} -2*x[j]/M - 1)^2; solve; display f; display x;