-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathCVXQP3.SIF
145 lines (104 loc) · 2.94 KB
/
CVXQP3.SIF
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
***************************
* SET UP THE INITIAL DATA *
***************************
NAME CVXQP3
* Problem :
* *********
* A convex quadratic program.
* SIF input: Nick Gould, May 1995
* classification QLR2-AN-V-V
* The number of variables constraints
*IE N 10 $-PARAMETER
*IE N 50 $-PARAMETER
*IE N 100 $-PARAMETER
*IE N 1000 $-PARAMETER original value
IE N 10000 $-PARAMETER
* Other useful values.
IE 1 1
IE 2 2
IE 3 3
IE 4 4
* The number of equality constraints
I/ M N 4
I* M M 3
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
* Objective function groups:
* the i-th group has nonzeros in positions
* i, mod( 2i - 1, n ) + 1 and mod( 3i - 1, n ) + 1
DO I 1 N
XN OBJ(I) X(I) 1.0
IM J I 2
IA J J -1
I/ K J N
I* K K N
I- J J K
IA J J 1
XN OBJ(I) X(J) 1.0
IM J I 3
IA J J -1
I/ K J N
I* K K N
I- J J K
IA J J 1
XN OBJ(I) X(J) 1.0
ND
* linear constraints:
* the i-th constraint has nonzeros in positions
* i, mod( 4i - 1, n ) + 1 and mod( 5i - 1, n ) + 1
DO I 1 M
XE CON(I) X(I) 1.0
IM J I 4
IA J J -1
I/ K J N
I* K K N
I- J J K
IA J J 1
XE CON(I) X(J) 2.0
IM J I 5
IA J J -1
I/ K J N
I* K K N
I- J J K
IA J J 1
XE CON(I) X(J) 3.0
ND
CONSTANTS
DO I 1 M
XE CVXQP3 CON(I) 6.0
ND
BOUNDS
DO I 1 N
XL CVXQP3 X(I) 0.1
XU CVXQP3 X(I) 10.0
ND
START POINT
XV CVXQP3 'DEFAULT' 0.5
GROUP TYPE
GV SQR ALPHA
GP SQR P
GROUP USES
* n positive rank-one terms
DO I 1 N
XT OBJ(I) SQR
RI RI I
ZP OBJ(I) P RI
ND
OBJECT BOUND
* Solution
*LO SOLTN 1.362829D+06 $ (n=1000)
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
GROUPS CVXQP3
INDIVIDUALS
T SQR
F 0.5 * P * ALPHA * ALPHA
G P * ALPHA
H P
ENDATA