# 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: # J.Ch. Gilbert, # "On the Realization of the Wolfe Conditions in Reduced Quasi-Newton # Methods for Equality Constrained Optimization", # RR-2127, INRIA (F), 1993. # SIF input: Ph. Toint, April 1994 # classification QQR2-AN-V-1 param n := 1000; var x{i in 1..n} := (-1.0)^(i+1)*10.0; minimize f: sum {i in 1..n} ((n+1-i)*x[i]/n-1.0)^2/2; subject to cons1: (sum {i in 1..n} x[i]^2 - 1.0)/2 = 0.0; solve; display f; display x;