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LUKVLE5.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME LUKVLE5
* Problem :
* *********
* Problem :
* *********
* Source: Problem 5.5, Generalized Broyden tridiagonal function with
* five-diagonal constraints, due to L. Luksan and J. Vlcek,
* "Sparse and partially separable test problems for
* unconstrained and equality constrained optimization",
* Technical Report 767, Inst. Computer Science, Academy of Sciences
* of the Czech Republic, 182 07 Prague, Czech Republic, 1999
* SIF input: Nick Gould, April 2001
* classification OOR2-AY-V-V
* some useful parameters, including N, the number of variables.
*IE N 100 $-PARAMETER
*IE N 1000 $-PARAMETER
IE N 10000 $-PARAMETER
*IE N 100000 $-PARAMETER
* other useful parameters
IE 0 0
IE 1 1
IE 2 2
IE 3 3
IE 4 4
IE 5 5
IE 6 6
IA N+1 N 1
IA N-4 N -4
VARIABLES
DO I 0 N+1
X X(I)
ND
GROUPS
DO I 1 N
IA I+1 I 1
IA I-1 I -1
XN OBJ(I) X(I) 3.0 X(I+1) -1.0
XN OBJ(I) X(I-1) -1.0
ND
DO K 1 N-4
IA K+1 K 1
IA K+2 K 2
IA K+3 K 3
IA K+4 K 4
XE C(K) X(K+2) 6.0 X(K) -1.0
XE C(K) X(K+3) 1.0
ND
CONSTANTS
DO I 1 N
X RHS OBJ(I) -1.0
ND
DO K 1 N-4
X RHS C(K) 2.0
ND
BOUNDS
FR BND 'DEFAULT'
XX BND X(0) 0.0
XX BND X(N+1) 0.0
START POINT
DO I 1 N
XV LUKVLE9 X(I) -1.0
ND
ELEMENT TYPE
EV SQR V
EV CUBEP V W
ELEMENT USES
DO I 1 N
XT OBJ(I) SQR
ZV OBJ(I) V X(I)
ND
DO K 1 N-4
IA K+1 K 1
IA K+2 K 2
IA K+3 K 3
IA K+4 K 4
XT CA(K) CUBEP
ZV CA(K) V X(K+2)
ZV CA(K) W X(K+1)
XT CB(K) SQR
ZV CB(K) V X(K+3)
XT CC(K) SQR
ZV CC(K) V X(K+1)
XT CD(K) SQR
ZV CD(K) V X(K+4)
ND
GROUP TYPE
GV L7/3 GVAR
GROUP USES
DO I 1 N
XT OBJ(I) L7/3
XE OBJ(I) OBJ(I) -2.0
ND
DO K 1 N-4
XE C(K) CA(K) 8.0 CB(K) -4.0
XE C(K) CC(K) 1.0 CD(K) -1.0
ND
OBJECT BOUND
LO LUKVLE5 0.0
* Solution
*LO SOLTN 2.63928E+00
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS LUKVLE5
INDIVIDUALS
T SQR
F V * V
G V 2.0 * V
H V V 2.0
T CUBEP
F V ** 3 - V * W
G V 3.0 * V ** 2 - W
G W - V
H V V 6.0 * V
H V W - 1.0
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS LUKVLE5
TEMPORARIES
R Z
M ABS
M SIGN
INDIVIDUALS
T L7/3
A Z ABS( GVAR )
F Z**(7.0/3.0)
G 7.0 * SIGN( Z**(4.0/3.0), GVAR ) / 3.0
H 28.0 * Z**(1.0/3.0) / 9.0
ENDATA