# 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. Madsen and H. Schjaer-Jacobsen, # "Linearly Constrained Minmax Optimization", # Mathematical Programming 14, pp. 208-223, 1978. # SIF input: Ph. Toint, August 1993. # classification LQR2-AN-V-V param N:=80; param M:=2*N-2; var x{1..N} := 10; var z := 0; minimize f: z; subject to cons1: z-sum {i in 2..N} x[i]+1-x[1]^2 >= 0; subject to cons2: z-x[1]-sum {i in 3..N} x[i]+1-x[1]^2 >= 0; subject to cons3: z-x[1]-sum {i in 3..N} x[i]+1-2*x[2]^2 >= 0; subject to cons4{k in 4..M-1 by 2}: z-sum {i in 1..(k+2)/2-1} x[i] - sum {i in (k+2)/2+1..N} x[i] +1-x[(k+2)/2]^2>= 0; subject to cons5{k in 4..M-1 by 2}: z-sum {i in 1..(k+2)/2-1} x[i] - sum {i in (k+2)/2+1..N} x[i] +1-2*x[(k+2)/2]^2>= 0; subject to cons6: z-sum {i in 1..N-1} x[i] +1 - x[N]^2>= 0; solve; display f; display x; display z;