# 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: # C. Gigola and S. Gomez, # "A Regularization Method for Solving the Finite Convex Min-Max Problem", # SINUM 27(6), pp. 1621-1634, 1990. # SIF input: Ph. Toint, August 1993. # classification LQR2-AN-3-3 var x{1..2} := 2.0; var z:=2.0; minimize f: z; subject to cons1: z+5.0*x[1]-x[2] >= 0; subject to cons2: z-4*x[2]-x[1]^2-x[2]^2 >= 0; subject to cons3: z-5*x[1]-x[2] >= 0; solve; display f; display x; display z;