-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathMANCINO.SIF
324 lines (238 loc) · 6.79 KB
/
MANCINO.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
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
***************************
* SET UP THE INITIAL DATA *
***************************
NAME MANCINO
* Problem :
* *********
* Mancino's function with variable dimension.
* Source:
* E. Spedicato,
* "Computational experience with quasi-Newton algorithms for
* minimization problems of moderate size",
* Report N-175, CISE, Milano, 1975.
* See also Buckley #51 (p. 72), Schittkowski #391 (for N = 30)
* SIF input: Ph. Toint, Dec 1989.
* correction by Ph. Shott, January, 1995.
* classification SUR2-AN-V-0
* The definitions
* s_{i,j} = \sin \log v_{i,j} and s_{i,j} = \cos \log v_{i,j}
* have been used. It seems that the additional exponent ALPHA
* in Buckley is a typo.
* Number of variables
*IE N 10 $-PARAMETER
*IE N 20 $-PARAMETER
*IE N 30 $-PARAMETER Schittkowski #391
*IE N 50 $-PARAMETER
IE N 100 $-PARAMETER
* Problem parameters
IE ALPHA 5 $-PARAMETER
RE BETA 14.0 $-PARAMETER
IE GAMMA 3 $-PARAMETER
* Define A
RI RALPHA ALPHA
RI RN N
IA N-1 N -1
RI RN-1 N-1
R* N-1SQ RN-1 RN-1
R* BETAN BETA RN
R* BETAN2 BETAN BETAN
RA AL+1 RALPHA 1.0
R* A1SQ AL+1 AL+1
R* F0 A1SQ N-1SQ
RM F1 F0 -1.0
R+ F2 BETAN2 F1
RD F3 F2 1.0
R* F4 BETAN F3
RM A F4 -1.0
* Other parameters
RM -N/2 RN -0.5
IE 1 1
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO I 1 N
ZN G(I) X(I) BETAN
ND
CONSTANTS
DO I 1 N
RI RI I
R+ I-N/2 RI -N/2
RE CI 1.0
DO J 1 GAMMA
R* CI CI I-N/2
OD J
Z MANCINO G(I) CI
ND
BOUNDS
* defaults = free variables
FR MANCINO 'DEFAULT'
START POINT
DO I 1 N
IA I-1 I -1
RI RI I
RE H 0.0
DO J 1 I-1
RI RJ J
RD 1/J RJ 1.0
R* I/J RI 1/J
R( SQI/J SQRT I/J
R( LIJ LOG SQI/J
R( SIJ SIN LIJ
R( CIJ COS LIJ
RE SA 1.0
RE CA 1.0
DO K 1 ALPHA
R* SA SA SIJ
R* CA CA CIJ
OD K
R+ SCA SA CA
R* HIJ SQI/J SCA
R+ H H HIJ
OD J
IA I+1 I 1
DO J I+1 N
RI RJ J
RD 1/J RJ 1.0
R* I/J RI 1/J
R( SQI/J SQRT I/J
R( LIJ LOG SQI/J
R( SIJ SIN LIJ
R( CIJ COS LIJ
RE SA 1.0
RE CA 1.0
DO K 1 ALPHA
RM SA SA SIJ
RM CA CA CIJ
OD K
R+ SCA SA CA
R* HIJ SQI/J SCA
R+ H H HIJ
OD J
R+ I-N/2 RI -N/2
RE CI 1.0
DO J 1 GAMMA
R* CI CI I-N/2
OD J
R+ TMP H CI
R* XI0 TMP A
Z MANCINO X(I) XI0
ND
ELEMENT TYPE
EV MANC X
EP MANC II JJ
EP MANC AL
ELEMENT USES
DO I 1 N
RI RI I
IA I-1 I -1
DO J 1 I-1
RI RJ J
XT E(I,J) MANC
ZV E(I,J) X X(J)
ZP E(I,J) II RI
ZP E(I,J) JJ RJ
ZP E(I,J) AL RALPHA
OD J
IA I+1 I 1
DO J I+1 N
RI RJ J
XT E(I,J) MANC
ZV E(I,J) X X(J)
ZP E(I,J) II RI
ZP E(I,J) JJ RJ
ZP E(I,J) AL RALPHA
ND
GROUP TYPE
GV L2 GVAR
GROUP USES
DO I 1 N
IA I-1 I -1
XT G(I) L2
DO J 1 I-1
XE G(I) E(I,J)
OD J
IA I+1 I 1
DO J I+1 N
XE G(I) E(I,J)
ND
OBJECT BOUND
* Least square problems are bounded below by zero
LO MANCINO 0.0
* Solution
*LO SOLTN 0.0
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS MANCINO
TEMPORARIES
R INVIJ
R VIJ
R DVIJ
R LIJ
R SIJ
R CIJ
R SUMAL
R DSUMAL
R SAL
R DSAL
R B
R A2
R DSDX
R DCDX
R V2
R DBDX
R SCIJ
R DSCIJ
M LOG
M SIN
M COS
M SQRT
I IAL
I IA1
I IA2
I IA3
INDIVIDUALS
T MANC
A IAL AL
A IA1 IAL - 1
A A2 AL - 2.0
A IA2 IAL - 2
A IA3 IAL - 3
A INVIJ X * X + II / JJ
A VIJ SQRT( INVIJ )
A V2 VIJ * VIJ
A DVIJ X / VIJ
A LIJ LOG( VIJ )
A SIJ SIN( LIJ )
A CIJ COS( LIJ )
A DSDX CIJ * DVIJ / VIJ
A DCDX - SIJ * DVIJ / VIJ
A SUMAL SIJ**IAL + CIJ**IAL
A DSUMAL AL*(DSDX * SIJ**IA1 + DCDX * CIJ**IA1)
A SCIJ SIJ * CIJ
A DSCIJ SIJ * DCDX + DSDX * CIJ
A SAL SIJ**IA2 - CIJ**IA2
A DSAL A2*(DSDX * SIJ**IA3 - DCDX * CIJ**IA3)
A B SUMAL + AL * SCIJ * SAL
A DBDX DSUMAL
A+ + AL * ( DSCIJ * SAL + SCIJ * DSAL )
F VIJ * SUMAL
G X X * B / VIJ
H X X ( B + X * DBDX ) / VIJ
H+ - B * X * DVIJ / V2
ENDATA
*********************
* SET UP THE GROUPS *
* ROUTINE *
*********************
GROUPS MANCINO
INDIVIDUALS
T L2
F GVAR * GVAR
G GVAR + GVAR
H 2.0
ENDATA