# 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 29 in # J.J. More', B.S. Garbow and K.E. Hillstrom, # "Testing Unconstrained Optimization Software", # ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981. # SIF input: Ph. Toint, Feb 1990. # classification NOR2-AN-V-V param N:=100; param h := 1/(N+1); param t{i in 1..N} := i*h; var x{i in 0..N+1} := if (1 <= i <= N) then t[i]*(t[i]-1); minimize f: 0; subject to cons{i in 1..N}: ( x[i]+h*( (1-t[i])*sum {j in 1..i} t[j]*(x[j]+t[j]+1)^3 + t[i]*sum {j in i+1..N} (1-t[j])*(x[j]+t[j]+1)^3)/2 ) = 0; fix x[0] := 0; fix x[N+1] := 0; solve; display f; display x;