# 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. # classification QLR2-AN-V-V param N:=10000; var x{1..N} <= 1, >= -1; var y{1..N} <= 1, >= -1; minimize f: sum {i in 1..N} x[i]*y[i]; subject to cons1{i in 1..N}: i*x[i]-y[i] = i; subject to cons2: sum {i in 1..N} (x[i]+y[i]) = N/2; solve; display f; display x, y;