-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathLUKVLI5.SIF
192 lines (138 loc) · 3.78 KB
/
LUKVLI5.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
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
***************************
* SET UP THE INITIAL DATA *
***************************
NAME LUKVLI5
* 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
* Equality constraints changed to inequalities
* 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
XG C(K) X(K+2) 6.0 X(K) -1.0
XG 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 LUKVLI9 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 LUKVLI5 0.0
* Solution
*LO SOLTN 5.26762E-01
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS LUKVLI5
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 LUKVLI5
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