# #************************** # SET UP THE INITIAL DATA * #************************** # Problem : # ********* # A nonlinear minmax problem. # Source: # E. Polak, J.E. Higgins and D. Mayne, # "A barrier function for minmax problems", # Mathematical Programming, vol.54(2), pp. 155-176, 1992. # SIF input: Ph. Toint, April 1992. # classification LOR2-AN-3-2 # Solution var x1 := 1.41831; var x2 := -4.79462; var u := 1.0; minimize obj: u; subject to c1: 0 <= -(x1-(sqrt((x1*x1)+(x2*x2)))*cos((sqrt((x1*x1)+(x2*x2))))) * (x1-(sqrt((x1*x1)+(x2*x2)))*cos((sqrt((x1*x1)+(x2*x2))))) - 0.0050*x1 * x1 - 0.0050*x2 * x2 + u; subject to c2: 0 <= -(x2-(sqrt((x1*x1)+(x2*x2)))*sin((sqrt((x1*x1)+(x2*x2))))) * (x2-(sqrt((x1*x1)+(x2*x2)))*sin((sqrt((x1*x1)+(x2*x2))))) - 0.0050*x1 * x1 - 0.0050*x2 * x2 + u; solve; display x1; display x2; display u; display obj;