# 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: E. Polak and A. L. Tits, # "A recursive quadratic programming algorithm for semi-infinite # optimization problems", # Appl. Math. Optim. 8, 1982, pp 325-349. # SIF input: Nick Gould, February, 1994. # classification LLR2-AN-2-V param M:=500; param lower := 0.0; param upper := 1.0; param diff := upper-lower; param h := diff/M; var u; var x; minimize f: u; subject to cons1{i in 0..M}: -(i*h+lower)+(i*h+lower)^2+u+ ( (i*h+lower)-3*(i*h+lower)^2 + 1)*x >= 0; solve; display f; display x;