# 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: # B.N. Pshenichnyj # "The Linearization Method for Constrained Optimization", # Springer Verlag, SCM Series 22, Heidelberg, 1994 # SIF input: Ph. Toint, December 1994. # classification OQR2-AN-2-5 param b{1..20}; param xinit{i in 1..2}; param x_up{i in 1..2}; var x{i in 1..2} := xinit[i], >= 0, <= x_up[i]; minimize f: -b[2]*x[1]-b[6]*x[2]-b[1]- ( b[3]*x[1]^2+b[4]*x[1]^3+b[5]*x[1]^4+ x[2]*(b[7]*x[1]+b[8]*x[1]^2+b[9]*x[1]^3+b[10]*x[1]^4) + b[11]*x[2]^2+b[12]*x[2]^3+b[13]*x[2]^4 + b[14]/(1+x[2]) + (b[18]*x[1] + b[15]*x[1]^2 + b[16]*x[1]^3)*x[2]^2 + (b[17]*x[1]^3+b[19]*x[1])*x[2]^3 + b[20]*exp(0.0005*x[1]*x[2]) ); subject to cons3: x[1]*x[2]-700.0 >= 0; subject to cons4: 0.008*x[1]^2-x[2] <= 0; subject to cons5: 5*x[1]+100*x[2]-x[2]^2-2775<= 0; subject to cons6: x[1]-1.5*x[2]-22.5 <= 0; subject to cons7: -x[1]+0.16*x[2]-41.4 <= 0; data; param xinit:= 1 80 2 100; param x_up:= 1 75.0 2 65.0; param b:= 1 75.1963666677 2 -3.8112755343 3 0.1269366345 4 -0.0020567665 5 0.103450d-4 6 -6.8306567613 7 .0302344793 8 -0.0012813448 9 0.352599d-4 10 -0.2266d-6 11 0.2564581253 12 -.003460403 13 0.135139d-4 14 -28.1064434908 15 -0.52375d-5 16 -0.63d-8 17 0.7d-9 18 0.0003405462 19 -0.16638d-5 20 -2.8673112392; solve; display f; display x;