# hs62.mod OLR2-MY-3-7 # 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. 64. # Number of variables: 3 # Number of constraints: 7 # Objective nonseparable # Objective nonconvex # Linear constraints var x{1..3} >= 0, <= 1; minimize Obj: -32.174 * (255 * log((x[1] + x[2] + x[3] + .03) / (.09 * x[1] + x[2] + x[3] + .03)) + 280 * log((x[2] + x[3] + .03) / (.07 * x[2] + x[3] + .03)) + 290 * log((x[3] + .03) / (.13 * x[3] + .03))); s.t. simplex: x[1] + x[2] + x[3] == 1; data; var x := 1 .7 2 .2 3 .1; .