MINMAXRB.SIF

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* SET UP THE INITIAL DATA *
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NAME          MINMAXRB

*   Problem :
*   *********

*   A Rosenbrock-like nonlinear minmax problem.

*   Source:
*   J. Hald and K. Madsen
*   "Combined LP and quasi-Newton methods for minmax optimization"
*   Mathematical Programming, vol.20, p. 49-62, 1981.

*   SIF input: Ph. Toint, April 1992.

*   classification LQR2-AN-3-4

VARIABLES

    X1
    X2
    U

GROUPS

 XN OBJ       U         1.0

 XG C1        U         1.0            X2        - 10.0
 XG C2        U         1.0            X2        10.0
 XG C3        U         1.0            X1        1.0
 XG C4        U         1.0            X1        - 1.0

CONSTANTS

 X  MINMAXRB  C3        1.0
 X  MINMAXRB  C4        - 1.0

BOUNDS

 FR MINMAXRB  'DEFAULT'

START POINT

 XV MINMAXRB  X1        -1.2
 XV MINMAXRB  X2        1.0
 XV MINMAXRB  U         1.0

ELEMENT TYPE

 EV SQ        X

ELEMENT USES

 T  X1SQ      SQ
 ZV X1SQ      X                        X1

GROUP USES

 E  C1        X1SQ      10.0
 E  C2        X1SQ      -10.0

OBJECT BOUND

*   Solution

*LO SOLTN               0.0

ENDATA

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* SET UP THE FUNCTION *
* AND RANGE ROUTINES  *
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ELEMENTS      MINMAXRB

INDIVIDUALS

 T  SQ
 F                      X * X
 G  X                   X + X
 H  X         X         2.0

ENDATA