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FLETCHCR.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME FLETCHCR
* Problem :
* --------
* The chained Rosenbrock function as given by Fletcher.
* Source: The second problem given by
* R. Fletcher,
* "An optimal positive definite update for sparse Hessian matrices"
* Numerical Analysis report NA/145, University of Dundee, 1992.
* SIF input: Nick Gould, Oct 1992.
* classification OUR2-AN-V-0
* The Number of variables is N.
*IE N 10 $-PARAMETER original value
*IE N 100 $-PARAMETER
IE N 1000 $-PARAMETER
* other parameter definitions
IE 1 1
IA N-1 N -1
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 1 N-1
IA I+1 I 1
XN SQ1(I) X(I+1) 1.0
XN SQ1(I) 'SCALE' 0.01
XN SQ2(I) X(I) -1.0
ND
CONSTANTS
DO I 1 N-1
X FLETCHCR SQ2(I) -1.0
ND
BOUNDS
FR FLETCHCR 'DEFAULT'
START POINT
XV FLETCHCR 'DEFAULT' 0.0
ELEMENT TYPE
EV ETYPE V1
ELEMENT USES
XT 'DEFAULT' ETYPE
DO I 1 N-1
ZV SQ1(I) V1 X(I)
ND
GROUP TYPE
GV L2 GVAR
GROUP USES
XT 'DEFAULT' L2
DO I 1 N-1
XE SQ1(I) SQ1(I) -1.0
ND
OBJECT BOUND
LO FLETCHCR 0.0
* Solution
*LO SOLTN 0.0
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS FLETCHCR
INDIVIDUALS
T ETYPE
F V1 ** 2
G V1 2.0D+0 * V1
H V1 V1 2.0D+0
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS FLETCHCR
INDIVIDUALS
T L2
F GVAR * GVAR
G GVAR + GVAR
H 2.0D+0
ENDATA