# hs54.mod OLR2-MN-6-13 # Original AMPL coding by Elena Bobrovnikova (summer 1996 at Bell Labs). # Ref.: W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming # Codes. Lecture Notes in Economics and Mathematical Systems, v. 187, # Springer-Verlag, New York, 1981, p. 77. # Number of variables: 6 # Number of constraints: 13 # Objective nonseparable # Objective nonconvex # Linear constraints # There is apparently a mistake in the formulation in the book which we # corrected by substituting 6.4E+7 by 6.4E+13 in h(x). The correct result # is different from the solution of the book. var x{1..6}; var h = ((x[1] - 1E+6)^2 / 6.4E+13 + (x[1] - 1E+4) * (x[2] - 1) / 2E+4 + (x[2] - 1)^2) * (x[3] - 2E+6)^2 / (.96 * 4.9E+13) + (x[4] - 10)^2 / 2.5E+3 + (x[5] - 1E-3)^2 / 2.5E-3 + (x[6] - 1E+8)^2 / 2.5E+17; minimize Obj: -exp(-h/2); s.t. C1: x[1] + 4E+3 * x[2] - 1.76E+4 = 0; s.t. B1: 0 <= x[1] <= 2E+4; s.t. B2: -10 <= x[2] <= 10; s.t. B3: 0 <= x[3] <= 1E+7; s.t. B4: 0 <= x[4] <= 20; s.t. B5: -1 <= x[5] <= 1; s.t. B6: 0 <= x[6] <= 2E+8; data; var x := 1 6E+3 2 1.5 3 4E+6 4 2 5 3E-3 6 5E+7; .