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FREUROTH.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME FREUROTH
* Problem :
* *********
* The Freudentstein and Roth test problem
* Source: problem 2 in
* J.J. More', B.S. Garbow and K.E. Hillstrom,
* "Testing Unconstrained Optimization Software",
* ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981.
* See also Toint#33, Buckley#24
* SIF input: Ph. Toint, Dec 1989.
* classification SUR2-AN-V-0
* N is the number of variables
*IE N 2 $-PARAMETER original value
*IE N 10 $-PARAMETER
*IE N 50 $-PARAMETER
*IE N 100 $-PARAMETER
*IE N 500 $-PARAMETER
*IE N 1000 $-PARAMETER
IE N 5000 $-PARAMETER
* Number of groups sets
IA NGS N -1
* Define useful parameters
IE 1 1
IE 2 2
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 1 NGS
IA I+1 I 1
XN R(I) X(I) 1.0 X(I+1) -2.0
XN S(I) X(I) 1.0 X(I+1) -14.0
ND
CONSTANTS
DO I 1 NGS
IA I+1 I 1
X FREUROTH R(I) 13.0 S(I) 29.0
ND
BOUNDS
FR FREUROTH 'DEFAULT'
START POINT
X FREUROTH X(1) 0.5
X FREUROTH X(2) -2.0
ELEMENT TYPE
EV FRDRTH ELV
EP FRDRTH COEFF XCOEFF
ELEMENT USES
XT 'DEFAULT' FRDRTH
DO I 1 NGS
IA I+1 I 1
ZV A(I) ELV X(I+1)
XP A(I) COEFF 5.0 XCOEFF -1.0
ZV B(I) ELV X(I+1)
XP B(I) COEFF 1.0 XCOEFF 1.0
ND
GROUP TYPE
GV L2 GVAR
GROUP USES
XT 'DEFAULT' L2
DO I 1 NGS
XE R(I) A(I)
XE S(I) B(I)
ND
OBJECT BOUND
LO FREUROTH 0.0
* Solution
*LO SOLTN(2) 0.0
*LO SOLTN(2) 4.8984D+01
*LO SOLTN(10) 1.0141D+03
*LO SOLTN(50) 5.8810D+03
*LO SOLTN(100) 1.1965D+04
*LO SOLTN(500) 6.0634D+04
*LO SOLTN(1000) 1.2147D+05
*LO SOLTN(5000) 6.0816D+05
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS FREUROTH
TEMPORARIES
R TWOC
R ELV2
R XCELV
INDIVIDUALS
T FRDRTH
A TWOC COEFF + COEFF
A ELV2 ELV * ELV
A XCELV XCOEFF * ELV
F ( COEFF + XCELV ) * ELV2
G ELV TWOC * ELV + 3.0 * XCOEFF * ELV2
H ELV ELV TWOC + 6.0 * XCELV
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS FREUROTH
INDIVIDUALS
* Least-square groups
T L2
F GVAR * GVAR
G GVAR + GVAR
H 2.0
ENDATA