-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathDEGENQPC.SIF
113 lines (76 loc) · 1.98 KB
/
DEGENQPC.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
***************************
* SET UP THE INITIAL DATA *
***************************
NAME DEGENQPC
* Problem :
* *********
* A simple degenerate convex quadratic program,
* with a large number of constraints.
* Corrected version of DEGENQP
* SIF input: Nick Gould, March 2013
* classification QLR2-AN-V-V
* Number of variables. NB: there will be O(N**3) constraints
*IE N 10 $-PARAMETER
*IE N 20 $-PARAMETER original value
IE N 50 $-PARAMETER
* Other useful parameters
IE 1 1
IE 2 2
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
* objective function
DO I 1 N
XN OBJ X(I) 1.0
ND
* constraints
DO I 1 N
DI I 2
IA I+1 I 1
XE E(I) X(I) 1.0 X(I+1) -1.0
ND
DO I 1 N
IA I+1 I 1
DO J I+1 N
IA J+1 J 1
DO K J+1 N
XG C(I,J,K) X(I) 1.0 X(J) 1.0
XG C(I,J,K) X(K) 1.0
ND
CONSTANTS
X DEGENQPC 'DEFAULT' 0.0
RANGES
X DEGENQPC 'DEFAULT' 2.0
BOUNDS
LO DEGENQPC 'DEFAULT' 0.0
UP DEGENQPC 'DEFAULT' 1.0
START POINT
DEGENQPC 'DEFAULT' 2.0
ELEMENT TYPE
EV SQUARE ALPHA
ELEMENT USES
DO I 1 N
XT O(I) SQUARE
ZV O(I) ALPHA X(I)
ND
GROUP USES
RI RN N
DO I 1 N
RI RI I
R/ RI/RN RI RN
ZE OBJ O(I) RI/RN
ND
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS DEGENQPC
INDIVIDUALS
T SQUARE
F 5.0D-1 * ALPHA * ALPHA
G ALPHA ALPHA
H ALPHA ALPHA 1.0D+0
ENDATA