# 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 7 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 is not convex. # SIF input: Ph. Toint, June 1993. # classification OQR2-AN-5-3 param x_init{1..5}; var x{i in 1..5} := x_init[i]; minimize f: 100*(x[2]-x[1]^2)^2 + (x[1]-1.0)^2; subject to cons1: x[1]*x[2] - x[3]^2 = 1.0; subject to cons2: x[2]^2 - x[4]^2 + x[1] = 0.0; subject to cons3: x[5]^2 + x[1] = 0.5; data; param x_init:= 1 -2.0 2 1.0 3 1.0 4 1.0 5 1.0; solve; display f; display x;