# powell.mod OBR2-AY-4-4 # Original AMPL coding by Elena Bobrovnikova (summer 1996 at Bell Labs). # Original reference: # M. J. D. Powell, "An Iterative Method for Finding Stationary Values # of a Function of Several Variables", Computer J., v. 5, 1962, pp. 147-151. # Bounds as in # C. Jansson and O. Knueppel, "A Global Minimization Method: # the Multi-Dimensional Case", Technische Informatik III, # TU Hamburg-Hamburg, Jan. 1992, pp. 99-100 (problem "whs23"). # Powell's singular function # Number of variables: 4 # Number of constraints: 4 # Objective group partially separable, nonconvex # Simple bound constraints # The global minimum is Fpow = 0 at x* = (0,0,0,0). # Note: The Hessian of the objective is singular at x*. var x{1..4} >= -4, <= 5; minimize Fpow: (x[1] + 10*x[2])^2 + 5*(x[3] - x[4])^2 + (x[2] - 2*x[3])^4 + 10*(x[1] - x[4])^4; data; var x := 1 3 2 -1 3 0 4 1 ; .