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BT5.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME BT5
* Problem :
* *********
* Source: problem 5 in
* P.T. Boggs and J.W. Tolle,
* "A strategy for global convergence in a sequential
* quadratic programming algorithm",
* SINUM 26(3), pp. 600-623, 1989.
* The problem as stated in the paper seems to contain a typo.
* The sign of the x3 squared term in the first constraint has been
* set to + instead of - in order to ensdure that the problem is
* bounded below and the optimal point stated recovered.
* The problem is not convex.
* SIF input: Ph. Toint, June 1993.
* classification QQR2-AN-3-2
VARIABLES
X1
X2
X3
GROUPS
N OBJ
E CON1
E CON2 X1 8.0 X2 14.0
E CON2 X3 7.0
CONSTANTS
BT5 OBJ -1000.0
BT5 CON1 25.0
BT5 CON2 56.0
BOUNDS
FR BT5 'DEFAULT'
START POINT
* Start 1
XV BT5 'DEFAULT' 2.0
* Start 2
*XV BT5 'DEFAULT' 20.0
* Start 3
*XV BT5 'DEFAULT' 80.0
*XV BT5 X1 7.0
*XV BT5 X2 7.0
*XV BT5 X3 7.0
*XV BT5 X4 0.0
*XV BT5 X5 0.0
ELEMENT TYPE
EV SQ X
EV 2PR X Y
ELEMENT USES
T X1SQ SQ
V X1SQ X X1
T X2SQ SQ
V X2SQ X X2
T X3SQ SQ
V X3SQ X X3
T X1X2 2PR
V X1X2 X X1
V X1X2 Y X2
T X1X3 2PR
V X1X3 X X1
V X1X3 Y X3
GROUP USES
E OBJ X1SQ -1.0 X3SQ -1.0
E OBJ X2SQ -2.0 X1X2 -1.0
E OBJ X1X3 -1.0
E CON1 X1SQ X2SQ
E CON1 X3SQ
OBJECT BOUND
* Solution
*LO SOLTN 961.71517219
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS BT5
INDIVIDUALS
T SQ
F X * X
G X 2.0 * X
H X X 2.0
T 2PR
F X * Y
G X Y
G Y X
H X Y 1.0
ENDATA