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DJTL.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME DJTL
* Problem :
* *********
* Source: modified version of problem 19 in
* W. Hock and K. Schittkowski,
* "Test examples for nonlinear programming codes",
* Lectures Notes in Economics and Mathematical Systems 187, Springer
* Verlag, Heidelberg, 1981.
* that is meant to simulate the Lagrangian barrier objective function
* for particular values of the shifts and multipliers
*
* SIF input: A.R. Conn August 1993
* classification OUR2-AN-2-0
* Define multipliers and shifts
RE LL1 1.0
RE LL2 1.0
RE LL3 1.0
RE LL4 1.0
RE SL1 1.0
RE SL2 1.0
RE SL3 1.0
RE SL4 1.0
RE LU1 1.0
RE LU2 1.0
RE LU3 1.0
RE LU4 1.0
RE SU1 1.0
RE SU2 1.0
RE SU3 1.0
RE SU4 1.0
VARIABLES
X1
X2
GROUPS
N OBJ
N CONU1
N CONL1
N CONU2
N CONL2
N BNDU1 X1 -1.0
N BNDL1 X1 1.0
N BNDU2 X2 -1.0
N BNDL2 X2 1.0
CONSTANTS
DJTL CONU1 -200.0
DJTL CONL1 100.0
DJTL CONU2 0.0
DJTL CONL2 -82.81
DJTL BNDU1 -100.0
DJTL BNDL1 13.0
DJTL BNDU2 -100.0
DJTL BNDL2 0.0
BOUNDS
FR DJTL 'DEFAULT'
START POINT
DJTL X1 15.0
DJTL X2 6.0
ELEMENT TYPE
EV CB-10 V1
EV CB-20 V1
EV SQ-5 V1
EV SQ-6 V1
ELEMENT USES
T E1 CB-10
V E1 V1 X1
T E2 CB-20
V E2 V1 X2
T E3 SQ-5
V E3 V1 X1
T E4 SQ-5
V E4 V1 X2
T E5 SQ-6
V E5 V1 X1
GROUP TYPE
GV LOG ALPHA
GP LOG P1
GP LOG P2
GROUP USES
E OBJ E1 E2
T CONL1 LOG
E CONL1 E3 E4
ZP CONL1 P1 SL1
ZP CONL1 P2 LL1
T CONU1 LOG
E CONU1 E3 -1.0 E4 -1.0
ZP CONU1 P1 SU1
ZP CONU1 P2 LU1
T CONL2 LOG
E CONL2 E4 -1.0 E5 -1.0
ZP CONL2 P1 SL2
ZP CONL2 P2 LL2
T CONU2 LOG
E CONU2 E4 E5
ZP CONU2 P1 SU2
ZP CONU2 P2 LU2
T BNDL1 LOG
ZP BNDL1 P1 SL3
ZP BNDL1 P2 LL3
T BNDU1 LOG
ZP BNDU1 P1 SU3
ZP BNDU1 P2 LU3
T BNDL2 LOG
ZP BNDL2 P1 SL4
ZP BNDL2 P2 LL4
T BNDU2 LOG
ZP BNDU2 P1 SU4
ZP BNDU2 P2 LU4
OBJECT BOUND
* Solution
*LO SOLTN -8951.54472
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS DJTL
TEMPORARIES
R DIF
INDIVIDUALS
T CB-10
A DIF V1 - 10.0
F DIF**3
G V1 3.0 * DIF * DIF
H V1 V1 6.0 * DIF
T CB-20
A DIF V1 - 20.0
F DIF**3
G V1 3.0 * DIF * DIF
H V1 V1 6.0 * DIF
T SQ-5
A DIF V1 - 5.0
F DIF**2
G V1 2.0 * DIF
H V1 V1 2.0
T SQ-6
A DIF V1 - 6.0
F DIF**2
G V1 2.0 * DIF
H V1 V1 2.0
ENDATA
GROUPS DJTL
TEMPORARIES
L ARG0
R APP1
R P1P2
R BIG
R FF
R GG
R HH
M LOG
INDIVIDUALS
T LOG
A APP1 ALPHA + P1
A P1P2 P1 * P2
A ARG0 APP1 .LE. 0.0
A BIG 1.0000D+10
I ARG0 FF BIG * ALPHA**2
E ARG0 FF -P1P2 * LOG(APP1)
I ARG0 GG 2.0 * BIG * ALPHA
E ARG0 GG -P1P2 / APP1
I ARG0 HH 2.0 * BIG
E ARG0 HH P1P2 / APP1**2
F FF
G GG
H HH
ENDATA