# #************************** # SET UP THE INITIAL DATA * #************************** # Problem : # ********* # A mistake in writing Hock and Schittkowski problem 108. # Source: # Ph. Toint. # classification QQR2-AY-9-13 # SIF input: Ph. Toint, Apr 1990. # Number of variables # Parameters # Objective Function # Constraint function # Solution param n := 9; var x1 := 1.0; var x2 := 1.0; var x3 := 1.0; var x4 := 1.0; var x5 := 1.0; var x6 := 1.0; var x7 := 1.0; var x8 := 1.0; var x9 >= 0.0 , := 1.0; minimize obj: - 0.5*x1 * x4 + 0.5*x2 * x3 - 0.5*x3 * x9 + 0.5*x5 * x9 - 0.5*x5 * x8 + 0.5*x6 * x7; subject to c1: 0 >= x3 * x3 + x4 * x4 - 1.0; subject to c2: 0 >= x5 * x5 + x6 * x6 - 1.0; subject to c3: 0 >= x9 * x9 - 1.0; subject to c4: 0 >= x1 * x1 + (x2-x9) * (x2-x9) - 1.0; subject to c5: 0 >= (x1-x5) * (x1-x5) + (x2-x6) * (x2-x6) - 1.0; subject to c6: 0 >= (x1-x7) * (x1-x7) + (x2-x8) * (x2-x8) - 1.0; subject to c7: 0 >= (x3-x5) * (x3-x5) + (x4-x6) * (x4-x6) - 1.0; subject to c8: 0 >= (x3-x7) * (x3-x7) + (x4-x8) * (x4-x8) - 1.0; subject to c9: 0 >= x7 * x7 + x8 * x9 - 1.0; subject to c10: 0 <= x8 * x9; subject to c11: 0 <= x5 * x8 - x6 * x7; subject to c12: 0 <= x1 * x4 - x2 * x3; subject to c13: 0 >= -x5 * x9; solve; display x1; display x2; display x3; display x4; display x5; display x6; display x7; display x8; display x9; display obj;