-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathLUKVLI8.SIF
278 lines (218 loc) · 6.12 KB
/
LUKVLI8.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
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
***************************
* SET UP THE INITIAL DATA *
***************************
NAME LUKVLI8
* Problem :
* *********
* Source: Problem 5.8, the augmented Lagrangian function with
* discrete boundard value 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
RE LAMBDA1 -0.002008
RE LAMBDA2 -0.001900
RE LAMBDA3 -0.000261
* other useful parameters
IE 1 1
IE 2 2
IE 3 3
IE 4 4
IE 5 5
RE ONE 1.0
I/ N/5 N 5
IA N-2 N -2
IA N+1 N 1
RI N+1 N+1
R/ H ONE N+1
R* H**2 H H
RM H**2/2 H**2 0.5
RA LAMBA1+10 LAMBDA1 10.0
RA LAMBA3-1 LAMBDA3 -1.0
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 1 N/5
XN O1(I)
XN O2(I)
XN O3(I)
XN O4(I)
ND
DO K 1 N-2
IA K+1 K 1
IA K+2 K 2
XL C(K) X(K+1) 2.0 X(K) -1.0
XL C(K) X(K+2) -1.0
ND
CONSTANTS
DO I 1 N/5
Z RHS O2(I) LAMBA1+10
Z RHS O3(I) LAMBDA2
Z RHS O4(I) LAMBA3-1
ND
BOUNDS
FR LUKVLI8 'DEFAULT'
START POINT
*XV START 'DEFAULT' 1.0
DO I 1 N
DI I 2
XV LUKVLI8 X(I) -1.0
ND
DO I 2 N
DI I 2
XV LUKVLI8 X(I) 2.0
ND
ELEMENT TYPE
EV SQR V
EV SHIFTSQR V
EP SHIFTSQR P
EV CUBE V
EV PROD V W
EV 5PR V1 V2
EV 5PR V3 V4
EV 5PR V5
ELEMENT USES
DO I 1 N/5
IM 5I I 5
IA 5I-1 5I -1
IA 5I-2 5I -2
IA 5I-3 5I -3
IA 5I-4 5I -4
XT O1(I) 5PR
ZV O1(I) V1 X(5I)
ZV O1(I) V2 X(5I-1)
ZV O1(I) V3 X(5I-2)
ZV O1(I) V4 X(5I-3)
ZV O1(I) V5 X(5I-4)
XT O2A(I) SQR
ZV O2A(I) V X(5I)
XT O2B(I) SQR
ZV O2B(I) V X(5I-1)
XT O2C(I) SQR
ZV O2C(I) V X(5I-2)
XT O2D(I) SQR
ZV O2D(I) V X(5I-3)
XT O2E(I) SQR
ZV O2E(I) V X(5I-4)
XT O3A(I) PROD
ZV O3A(I) V X(5I-3)
ZV O3A(I) W X(5I-2)
XT O3B(I) PROD
ZV O3B(I) V X(5I-1)
ZV O3B(I) W X(5I)
XT O4A(I) CUBE
ZV O4A(I) V X(5I-4)
XT O4B(I) CUBE
ZV O4B(I) V X(5I-3)
ND
DO K 1 N-2
IA K+1 K 1
RI K+1 K+1
R* H(K+1) H K+1
RA H.K+1)+1 H(K+1) 1.0
XT C(K) SHIFTSQR
ZV C(K) V X(K+1)
ZP C(K) P H.K+1)+1
ND
GROUP TYPE
GV EXP GVAR
GV 10L2 GVAR
GROUP USES
DO I 1 N/5
XT O1(I) EXP
XE O1(I) O1(I)
XT O2(I) 10L2
XE O2(I) O2A(I) O2B(I)
XE O2(I) O2C(I) O2D(I)
XE O2(I) O2E(I)
XT O3(I) 10L2
XE O3(I) O3A(I) 1.0 O3B(I) -5.0
XT O4(I) 10L2
XE O4(I) O4A(I) O4B(I)
ND
DO K 1 N-2
ZE C(K) C(K) H**2/2
ND
OBJECT BOUND
LO LUKVLI8 0.0
* Solution
*LO SOLTN 8.23060E+04
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS LUKVLI8
TEMPORARIES
R FVAL
R SECU
R SECUSQ
R TANU
M EXP
M TAN
M COS
INDIVIDUALS
T SQR
F V * V
G V 2.0 * V
H V V 2.0
T SHIFTSQR
F ( V + P ) ** 2
G V 2.0 * ( V + P )
H V V 2.0
T CUBE
F V ** 3
G V 3.0 * V ** 2
H V V 6.0 * V
T PROD
F V * W
G V W
G W V
H V W 1.0
T 5PR
F V1 * V2 * V3 * V4 * V5
G V1 V2 * V3 * V4 * V5
G V2 V1 * V3 * V4 * V5
G V3 V1 * V2 * V4 * V5
G V4 V1 * V2 * V3 * V5
G V5 V1 * V2 * V3 * V4
H V1 V2 V3 * V4 * V5
H V1 V3 V2 * V4 * V5
H V1 V4 V2 * V3 * V5
H V1 V5 V2 * V3 * V4
H V2 V3 V1 * V4 * V5
H V2 V4 V1 * V3 * V5
H V2 V5 V1 * V3 * V4
H V3 V4 V1 * V2 * V5
H V3 V5 V1 * V2 * V4
H V4 V5 V1 * V2 * V3
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS LUKVLI8
TEMPORARIES
M EXP
R EXPG
INDIVIDUALS
T EXP
A EXPG EXP( GVAR )
F EXPG
G EXPG
H EXPG
T 10L2
F 10.0 * GVAR * GVAR
G 20.0 * GVAR
H 20.0
ENDATA