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CHENHARK.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME CHENHARK
* Problem :
* --------
* A bound-constrained version the Linear Complementarity problem
* Find x such that w = M x + q, x and w nonnegative and x^T w = 0,
* where
* M = ( 6 -4 1 0 ........ 0 )
* ( -4 6 -4 1 ........ 0 )
* ( 1 -4 6 -4 ........ 0 )
* ( 0 1 -4 6 ........ 0 )
* ..........................
* ( 0 ........... 0 1 -4 6 )
* and q is given.
* Source:
* B. Chen and P. T. Harker,
* SIMAX 14 (1993) 1168-1190
* SDIF input: Nick Gould, November 1993.
* classification QBR2-AN-V-V
* Number of variables
*IE N 10 $-PARAMETER
*IE N 100 $-PARAMETER
*IE N 1000 $-PARAMETER original value
IE N 5000 $-PARAMETER
* Number of variables free from their bounds at the solution
*IE NFREE 5 $-PARAMETER
*IE NFREE 50 $-PARAMETER
*IE NFREE 500 $-PARAMETER original value
IE NFREE 2500 $-PARAMETER
* Number of degenerate variables at the solution
*IE NDEGEN 2 $-PARAMETER
*IE NDEGEN 20 $-PARAMETER
*IE NDEGEN 200 $-PARAMETER original value
IE NDEGEN 500 $-PARAMETER
* other parameter definitions
IE -1 -1
IE 0 0
IE 1 1
IE 2 2
IA N-1 N -1
IA N+1 N 1
IA N+2 N 2
IA NFREE+1 NFREE 1
I+ NF+ND NFREE NDEGEN
IA NF+ND+1 NF+ND 1
AE X(-1) 0.0
AE X(0) 0.0
DO I 1 NFREE
AE X(I) 1.0
ND
DO I NFREE+1 N+2
AE X(I) 0.0
ND
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 2 N-1
IA I+1 I 1
IA I-1 I -1
XN Q(I) X(I+1) 1.0 X(I-1) 1.0
XN Q(I) X(I) -2.0
ND
XN Q(0) X(1) 1.0
XN Q(1) X(1) 2.0 X(2) -1.0
XN Q(N) X(N) 2.0 X(N-1) -1.0
XN Q(N+1) X(N) 1.0
DO I 1 NF+ND
IA I+1 I 1
IA I+2 I 2
IA I-1 I -1
IA I-2 I -2
AM Q1 X(I) -6.0
AM Q2 X(I+1) 4.0
AM Q3 X(I-1) 4.0
AM Q4 X(I+2) -1.0
AM Q5 X(I-2) -1.0
R+ Q Q1 Q2
R+ Q Q Q3
R+ Q Q Q4
R+ Q Q Q5
ZN L X(I) Q
ND
DO I NF+ND+1 N
IA I+1 I 1
IA I+2 I 2
IA I-1 I -1
IA I-2 I -2
AM Q1 X(I) -6.0
AM Q2 X(I+1) 4.0
AM Q3 X(I-1) 4.0
AM Q4 X(I+2) -1.0
AM Q5 X(I-2) -1.0
R+ Q Q1 Q2
R+ Q Q Q3
R+ Q Q Q4
R+ Q Q Q5
RA Q Q 1.0
ZN L X(I) Q
ND
START POINT
DO I 1 N
X CHENHARK X(I) 0.5
ND
GROUP TYPE
GV HALFL2 GVAR
GROUP USES
DO I 0 N+1
XT Q(I) HALFL2
ND
OBJECT BOUND
LO CHENHARK 1.0
* Solution
*LO SOLTN -0.5
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS CHENHARK
INDIVIDUALS
T HALFL2
F 5.0D-1 * GVAR * GVAR
G GVAR
H 1.0D+0
ENDATA