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KIWCRESC.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME KIWCRESC
* Problem :
* *********
* A nonlinear minmax problem in two variables.
* Source:
* K.C. Kiwiel,
* "Methods of Descent for Nondifferentiable Optimization"
* Lectures Notes in Mathematics 1133, Springer Verlag, 1985.
* SIF input: Ph. Toint, Nov 1993.
* classification LQR2-AN-3-2
VARIABLES
X1
X2
U
GROUPS
XN OBJ U 1.0
XL F1 U -1.0 X2 1.0
XL F2 U -1.0 X2 1.0
CONSTANTS
KIWCRESC F1 1.0
KIWCRESC F2 -1.0
BOUNDS
* All variables are free
FR KIWCRESC 'DEFAULT'
START POINT
KIWCRESC X1 -1.5
KIWCRESC X2 2.0
ELEMENT TYPE
EV SSQ V
EP SSQ S
ELEMENT USES
T X1SQ SSQ
V X1SQ V X1
P X1SQ S 0.0
T X2SQ SSQ
V X2SQ V X2
P X2SQ S 1.0
GROUP USES
E F1 X1SQ 1.0 X2SQ 1.0
E F2 X1SQ -1.0 X2SQ -1.0
OBJECT BOUND
* Solution
*LO SOLTN 0.0
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS KIWCRESC
TEMPORARIES
R VMS
INDIVIDUALS
T SSQ
A VMS V - S
F VMS * VMS
G V 2.0 * VMS
H V V 2.0
ENDATA