# 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: # Ph.L. Toint, # "Some numerical results using a sparse matrix updating formula in # unconstrained optimization", # Mathematics of Computation, vol. 32(114), pp. 839-852, 1978. # See also Buckley#46 (n = 25) (p. 45). # SIF input: Ph. Toint, Dec 1989. # classification SUR2-AN-V-0 param n := 50; param alph{1..n}; var x{1..n} := -1.0; minimize f: sum {i in 2..n} ( (x[i-1]-x[i]^2)^2*16*alph[i]^2 + (x[i]-1.0)^2 ); data; param alph:= 1 1.25 2 1.40 3 2.40 4 1.40 5 1.75 6 1.20 7 2.25 8 1.20 9 1.00 10 1.10 11 1.50 12 1.60 13 1.25 14 1.25 15 1.20 16 1.20 17 1.40 18 0.50 19 0.50 20 1.25 21 1.80 22 0.75 23 1.25 24 1.40 25 1.60 26 2.00 27 1.00 28 1.60 29 1.25 30 2.75 31 1.25 32 1.25 33 1.25 34 3.00 35 1.50 36 2.00 37 1.25 38 1.40 39 1.80 40 1.50 41 2.20 42 1.40 43 1.50 44 1.25 45 2.00 46 1.50 47 1.25 48 1.40 49 0.60 50 1.50 ; solve; display f; display x;