# 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. Batholomew-Biggs and F.G. Hernandez, # "Some improvements to the subroutine OPALQP for dealing with large # problems", # Numerical Optimization Centre, Hatfield, 1992. # SIF input: Ph Toint, April 1992. # classification QLR2-AN-4-7 var x{1..4} >= 0.0, <= 5.0, := 0.0; minimize f: (-x[1]*x[3]-x[2]*x[4]); subject to cons1: 0 <= x[1]+x[2] -2.5 <= 5.0; subject to cons2: 0 <= x[1]+x[3] -2.5 <= 5.0; subject to cons3: 0 <= x[1]+x[4] -2.5 <= 5.0; subject to cons4: 0 <= x[2]+x[3] -2.0 <= 5.0; subject to cons5: 0 <= x[2]+x[4] -2.0 <= 5.0; subject to cons6: 0 <= x[3]+x[4] -1.5 <= 5.0; subject to cons7: x[1]+x[2]+x[3]+x[4]-5.0 >= 0; solve; display f; display x;