# 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: a variant of problem 4 in # P.T. Boggs and J.W. Tolle, # "A strategy for global convergence in a sequential # quadratic programming algorithm", # SINUM 26(3), pp. 600-623, 1989. # The original problem seems to be unbounded. The contribution of # x3 in the first constraint has been squared instead of cubed. # The problem is not convex. # SIF input: Ph. Toint, June 1993. # classification QQR2-AN-3-2 param xinit{1..3}; var x{i in 1..3} := xinit[i]; minimize f: x[1]-x[2]+x[2]^3; subject to cons1: -25+x[1]^2+x[2]^2+x[3]^2 = 0; subject to cons2: x[1]+x[2]+x[3]-1 = 0; data; param xinit:= 1 4.0382 2 -2.9470 3 -0.09115; solve; display f; display x;