# 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 5 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 problem as stated in the paper seems to contain a typo. # The sign of the x3 squared term in the first constraint has been # set to + instead of - in order to ensdure that the problem is # bounded below and the optimal point stated recovered. # The problem is not convex. # SIF input: Ph. Toint, June 1993. # classification QQR2-AN-3-2 param N; param x_init{1..N}; var x{i in 1..N} := x_init[i]; minimize f: 1000 - x[1]^2 - x[3]^2 - 2*x[2]^2 - x[1]*x[2] - x[1]*x[3]; subject to cons1: -25 + x[1]^2 + x[2]^2 + x[3]^2 = 0; subject to cons2: 8*x[1]+14*x[2]+7*x[3] - 56 = 0; data; param N:= 3; param x_init:= 1 2.0 2 2.0 3 2.0; solve; display x;