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S368.SIF
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***************************
* SET UP THE INITIAL DATA *
***************************
NAME S368
* Problem :
* *********
* Wolfe's problem.
* Source:
* P. Wolfe,
* "Explicit solution of an optimization problem",
* Mathematical Programming 2, 258-260, 1972.
* SIF input: Nick Gould, Oct 1992.
* See also Schittkowski #368 (for N = 8)
* classification OBR2-MN-V-0
* The number of variables is N.
IE N 8 $-PARAMETER Schittkowski #368
*IE N 50 $-PARAMETER
*IE N 100 $-PARAMETER
* Other parameters
IE 1 1
IA N+1 N 1
RI RN+1 N+1
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
DO J 1 N
DO I 1 N
XN M(I,J)
XN P(I,J)
ND
BOUNDS
* defaults = bounded between zero and one.
UP S368 'DEFAULT' 1.0
START POINT
* start with X(I) = I/N+1.
DO I 1 N
RI RI I
R/ T RI RN+1
ZV S368 X(I) T
ND
ELEMENT TYPE
EV PRODM X Y
EV PRODP X Y
ELEMENT USES
DO J 1 N
DO I 1 N
XT M(I,J) PRODM
ZV M(I,J) X X(I)
ZV M(I,J) Y X(J)
XT P(I,J) PRODP
ZV P(I,J) X X(I)
ZV P(I,J) Y X(J)
ND
GROUP TYPE
GROUP USES
DO J 1 N
DO I 1 N
XE M(I,J) M(I,J)
XE P(I,J) P(I,J)
ND
OBJECT BOUND
* Solution
*LO SOLTN ??
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS S368
INDIVIDUALS
* - X**2 * Y**4
T PRODM
F - X**2 * Y**4
G X - 2.0D+0 * X * Y**4
G Y - 4.0D+0 * X**2 * Y**3
H X X - 2.0D+0 * Y**4
H Y X - 8.0D+0 * X * Y**3
H Y Y - 1.2D+1 * X**2 * Y**2
* X**3 * Y**3
T PRODP
F X**3 * Y**3
G X 3.0D+0 * X**2 * Y**3
G Y 3.0D+0 * X**3 * Y**2
H X X 6.0D+0 * X * Y**3
H Y X 9.0D+0 * X**2 * Y**2
H Y Y 6.0D+0 * X**3 * Y
ENDATA