# 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: # A.A. Brown and M. Bartholomew-Biggs, # "Some effective methods for unconstrained optimization based on # the solution of ordinary differential equations", # Technical Report 178, Numerical Optimization Centre, Hatfield # Polytechnic, (Hatfield, UK), 1987. # SIF input: Nick Gould, June 1990. # classification QQR2-AN-2-1 param tau := 0.000001; param xinit{1..2}; var x{i in 1..2} := xinit[i]; minimize f: -x[1]-tau+tau*(x[1]^2+x[2]^2); subject to cons1: -1.0+x[1]^2+x[2]^2 = 0; data; param xinit := 1 1.1 2 0.1; solve; display f; display x;