# 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: problem 14 in # J.J. More', B.S. Garbow and K.E. Hillstrom, # "Testing Unconstrained Optimization Software", # ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981. # See also Toint#27, Buckley#17 (p. 101), Conn, Gould, Toint#7 # SIF input: Ph. Toint, Dec 1989. # classification SUR2-AN-V-0 var x{i in 1..10000} := if (i mod 2 == 1) then -3 else -1; minimize f: sum {i in 1..2500} (100*(x[4*i-2]-x[4*i-3]^2)^2 + (1-x[4*i-3])^2 + 90*(x[4*i]-x[4*i-1]^2)^2 + (1-x[4*i-1])^2 + 10*(x[4*i-2]+x[4*i]-2)^2 + 0.1*(x[4*i-2]-x[4*i])^2 ); solve; display f; display x;