# 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: # K.C. Kiwiel, # "Methods of Descent for Nondifferentiable Optimization" # Lectures Notes in Mathematics 1133, Springer Verlag, 1985. # SIF input: Ph. Toint, Nov 1993. # classification LQR2-AN-3-2 param xinit{1..2}; var x{i in 1..2} := xinit[i]; var u; minimize f: u; subject to cons1: -u+x[2]-1+x[1]^2+(x[2]-1)^2 <= 0; subject to cons2: -u+x[2]+1-x[1]^2-(x[2]-1)^2 <= 0; data; param xinit:= 1 -1.5 2 2.0; solve; display f; display x;