# 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: # M.M. Makela, # "Nonsmooth optimization", # Ph.D. thesis, Jyvaskyla University, 1990 # SIF input: Ph. Toint, Nov 1993. # classification LQR2-AN-5-4 var x{1..4} := 0.0; var u := 0.0; minimize f: u; subject to cons1: -u-5*x[1]-5*x[2]-21*x[3]+7*x[4]+x[1]^2+x[2]^2+2*x[3]^2+x[4]^2 <= 0; subject to cons2: -u+5*x[1]-15*x[2]-11*x[3]-3*x[4]-80+11*sum {i in 1..4} x[i]^2 +x[3]^2<= 0; subject to cons3: -u-15*x[1]-5*x[2]-21*x[3]-3*x[4]-100+11*x[1]^2+21*x[2]^2+12*x[3]^2+21*x[4]^2 <= 0; subject to cons4: -u+15*x[1]-15*x[2]-21*x[3]-3*x[4]-50+11*(x[1]^2+x[2]^2)+12*x[3]^2+x[4]^2 <= 0; solve; display f; display x;