# 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 31 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#73 and Toint#18 # SIF input: Ph. Toint, Dec 1989. # classification NOR2-AN-V-V param N:=5000; param ml := 5; param mu := 1; set J{i in 1..N} := {j in 1..N : j != i && max(1,i-ml) <= j <= min(N,i+mu) }; var x{1..N} := -1; minimize f: 0; subject to cons{i in 1..N}: ( x[i]*(2+5*x[i]^2) + 1 - sum {j in J[i]} x[j]*(1+x[j]) ) = 0; solve; display f; display x;