# 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. # classification QLR2-AN-V-V param n := 1000; param b := 5; var x{1..n} >= -1, <= 1, := 0.99; var y{1..n} >= -1, <= 1, := -0.99; var z{1..b} >= 0, <= 2, := 0.5; minimize f: sum {i in 1..n} x[i]*y[i] + sum {j in 1..b} 0.5*z[j]^2 ; subject to cons1: sum {i in 1..n} (x[i] + y[i]) + sum {j in 1..b} z[j] >= b+1; subject to cons2{i in 1..n}: x[i] + y[i] + sum {j in 1..b} z[j] = b; solve;