-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathINDEFM.SIF
140 lines (94 loc) · 2.83 KB
/
INDEFM.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
***************************
* SET UP THE INITIAL DATA *
***************************
NAME INDEFM
* Problem :
* *********
* Variant of INDEF, a nonconvex problem which has an indefinite Hessian
* at the starting point, by Luksan et al
* Source: problem 37 in
* L. Luksan, C. Matonoha and J. Vlcek
* Modified CUTE problems for sparse unconstraoined optimization
* Technical Report 1081
* Institute of Computer Science
* Academy of Science of the Czech Republic
* based on the original problem by N. Gould
* SIF input: Nick Gould, June, 2013
* classification OUR2-AN-V-0
* The number of variables is N.
IE N 10 $-PARAMETER
*IE N 50 $-PARAMETER
*IE N 100 $-PARAMETER
*IE N 1000 $-PARAMETER original value
IE N 5000 $-PARAMETER
IE N 10000 $-PARAMETER
IE N 100000 $-PARAMETER
* The parameter ALPHA controls the indefiniteness.
* Larger values of ALPHA give more indefiniteness.
RE ALPHA 0.5 $-PARAMETER indefiniteness
*RE ALPHA 1.0 $-PARAMETER
*RE ALPHA 10.0 $-PARAMETER
*RE ALPHA 100.0 $-PARAMETER
*RE ALPHA 1000.0 $-PARAMETER
* Other parameters
IE 1 1
IE 2 2
IA N-1 N -1
IA N+1 N 1
RI RN+1 N+1
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 1 N
XN SIN(I) X(I) 1.0
ND
DO I 2 N-1
XN COS(I) X(I) 2.0 X(N) -1.0
XN COS(I) X(1) -1.0
ND
BOUNDS
FR INDEFM 'DEFAULT'
START POINT
* start with X(I) = I/N+1.
DO I 1 N
RI RI I
R/ T RI RN+1
ZV INDEF1 X(I) T
ND
V INDEF2 'DEFAULT' 1000.0
GROUP TYPE
GV COS GVAR
GP COS ALPHA
GV SIN GVAR
GROUP USES
DO I 2 N-1
XT COS(I) COS
ZP COS(I) ALPHA ALPHA
ND
DO I 1 N
XT SIN(I) SIN
ND
OBJECT BOUND
* Solution
*LO SOLTN ??
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS INDEFM
TEMPORARIES
M COS
M SIN
INDIVIDUALS
T COS
F ALPHA * COS( GVAR )
G - ALPHA * SIN( GVAR )
H - ALPHA * COS( GVAR )
T SIN
F 100.0 * SIN( 0.01 * GVAR )
G COS( 0.01 * GVAR )
H - 0.01 * SIN( 0.01 * GVAR )
ENDATA