From 4afb746003d271b7f68ce7f3a74d020b3802723d Mon Sep 17 00:00:00 2001 From: nimg Date: Mon, 8 Jul 2013 14:31:43 +0000 Subject: [PATCH] new CUTEr variations from Luksan and Vlcek git-svn-id: http://ccpforge.cse.rl.ac.uk/svn/cutest/sif/trunk@171 ca3beb79-f7c6-489d-80df-314e45fd556d --- CHNRSNBM.SIF | 142 ++++++++++++++++++++++++ DIXMAANM.SIF | 255 +++++++++++++++++++++++++++++++++++++++++++ DIXMAANN.SIF | 255 +++++++++++++++++++++++++++++++++++++++++++ DIXMAANO.SIF | 255 +++++++++++++++++++++++++++++++++++++++++++ DIXMAANP.SIF | 255 +++++++++++++++++++++++++++++++++++++++++++ ERRINRSM.SIF | 138 ++++++++++++++++++++++++ FLETBV3M.SIF | 199 ++++++++++++++++++++++++++++++++++ INDEFM.SIF | 140 ++++++++++++++++++++++++ NCB20.SIF | 2 +- SSBRYBND.SIF | 298 +++++++++++++++++++++++++++++++++++++++++++++++++++ SSCOSINE.SIF | 165 ++++++++++++++++++++++++++++ mastsif.html | 62 +++++++++++ 12 files changed, 2165 insertions(+), 1 deletion(-) create mode 100644 CHNRSNBM.SIF create mode 100644 DIXMAANM.SIF create mode 100644 DIXMAANN.SIF create mode 100644 DIXMAANO.SIF create mode 100644 DIXMAANP.SIF create mode 100644 ERRINRSM.SIF create mode 100644 FLETBV3M.SIF create mode 100644 INDEFM.SIF create mode 100644 SSBRYBND.SIF create mode 100644 SSCOSINE.SIF diff --git a/CHNRSNBM.SIF b/CHNRSNBM.SIF new file mode 100644 index 0000000..b051d75 --- /dev/null +++ b/CHNRSNBM.SIF @@ -0,0 +1,142 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME CHNRSNBM + +* Problem : +* -------- +* A variable dimension version of the chained Rosenbrock function (CHNROSNB) +* by Luksan et al. + +* Source: problem 27 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* that is an extension of that proposed in +* Ph.L. Toint, +* "Some numerical results using a sparse matrix updating formula in +* unconstrained optimization", +* Mathematics of Computation, vol. 32(114), pp. 839-852, 1978. + +* See also Buckley#46 (n = 25) (p. 45). +* SIF input: Ph. Toint, Dec 1989. +* this version Nick Gould, June, 2013 + +* classification SUR2-AN-V-0 + +* Number of variables ( at most 50) + +*IE N 10 $-PARAMETER original value +*IE N 25 $-PARAMETER + IE N 50 $-PARAMETER + +* other parameter definitions + + IE 1 1 + IE 2 2 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + DO I 2 N + IA I-1 I -1 + XN SQ(I) X(I-1) 1.0 + RI RI I + R( SINI SIN RI + RA ALPHA SINI 1.5 + R* AI2 ALPHA ALPHA + RM 16AI2 AI2 16.0 + RD SCL 16AI2 1.0 + ZN SQ(I) 'SCALE' SCL + XN B(I) X(I) 1.0 + ND + +CONSTANTS + + DO I 2 N + X CHNRSNBM B(I) 1.0 + ND + +BOUNDS + + FR CHNRSNBM 'DEFAULT' + +START POINT + + XV CHNROSMB 'DEFAULT' -1.0 + +ELEMENT TYPE + + EV ETYPE V1 + +ELEMENT USES + + XT 'DEFAULT' ETYPE + + DO I 2 N + ZV ELA(I) V1 X(I) + ND + +GROUP TYPE + + GV L2 GVAR + +GROUP USES + + XT 'DEFAULT' L2 + + DO I 2 N + XE SQ(I) ELA(I) + ND + +OBJECT BOUND + + LO CHNRSNBM 0.0 + +* Solution + +*LO SOLTN 0.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS CHNRSNBM + +INDIVIDUALS + + T ETYPE + F - V1 ** 2 + G V1 - 2.0 * V1 + H V1 V1 - 2.0 + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS CHNRSNBM + +INDIVIDUALS + + T L2 + + F GVAR * GVAR + G GVAR + GVAR + H 2.0 + +ENDATA diff --git a/DIXMAANM.SIF b/DIXMAANM.SIF new file mode 100644 index 0000000..372f8ee --- /dev/null +++ b/DIXMAANM.SIF @@ -0,0 +1,255 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME DIXMAANM + +* Problem : +* ********* +* A variant on the Dixon-Maany test problem (version I) + +* Source: +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* (problem 19) based on + +* L.C.W. Dixon and Z. Maany, +* "A family of test problems with sparse Hessians for unconstrained +* optimization", +* TR 206, Numerical Optimization Centre, Hatfield Polytechnic, 1988. + +* SIF input: Ph. Toint, Dec 1989. +* correction by Ph. Shott, January 1995. +* this version Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* M is equal to the third of the number of variables + +*IE M 5 $-PARAMETER n = 15 original value +*IE M 30 $-PARAMETER n = 90 +*IE M 100 $-PARAMETER n = 300 +*IE M 500 $-PARAMETER n = 1500 + IE M 1000 $-PARAMETER n = 3000 +*IE M 3000 $-PARAMETER n = 9000 + IE M 5 $-PARAMETER n = 15 original value + +* N is the number of variables + + IM N M 3 + +* Problem parameters + + RE ALPHA 1.0 + RE BETA 0.0 + RE GAMMA 0.125 + RE DELTA 0.125 + +* K-set 3 + + IE K1 2 + IE K2 1 + IE K3 1 + IE K4 2 + +* Other parameters + + RI RN N + IA N-1 N -1 + I+ 2M M M + + IE 1 1 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + N GA + N GB + N GC + N GD + +CONSTANTS + + DIXMAANM GA -1.0 + +BOUNDS + + FR DIXMAANM 'DEFAULT' + +START POINT + + XV DIXMAANM 'DEFAULT' 2.0 + +ELEMENT TYPE + + EV SQ X + EV SQB X Y + EV SQC X Y + EV 2PR X Y + +ELEMENT USES + +* First group + + DO I 1 N + XT A(I) SQ + ZV A(I) X X(I) + ND + +* Second group + + DO I 1 N-1 + IA I+1 I 1 + XT B(I) SQB + ZV B(I) X X(I) + ZV B(I) Y X(I+1) + ND + +* Third group + + DO I 1 2M + I+ I+M I M + XT C(I) SQC + ZV C(I) X X(I) + ZV C(I) Y X(I+M) + ND + +* Fourth group + + DO I 1 M + I+ I+2M I 2M + XT D(I) 2PR + ZV D(I) X X(I) + ZV D(I) Y X(I+2M) + ND + +GROUP USES + +* First group + + DO I 1 N + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K1 + R* TMP TMP I/N + OD J + R* AI TMP ALPHA + ZE GA A(I) AI + ND + +* Second group + + DO I 1 N-1 + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K2 + R* TMP TMP I/N + OD J + R* BI TMP BETA + ZE GB B(I) BI + ND + +* Third group + + DO I 1 2M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K3 + R* TMP TMP I/N + OD J + R* CI TMP GAMMA + ZE GC C(I) CI + ND + +* Fourth group + + DO I 1 M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K4 + R* TMP TMP I/N + OD J + R* DI TMP DELTA + ZE GD D(I) DI + ND + +OBJECT BOUND + + LO DIXMAANM 0.0 + +* Solution + +*LO SOLTN 1.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS DIXMAANM + +TEMPORARIES + + R F1 + R F2 + R DF2DY + +INDIVIDUALS + +* First type + + T SQ + F X * X + G X X + X + H X X 2.0 + +* Second type + + T SQB + A F1 X * X + A F2 Y + Y * Y + A DF2DY 1.0 + 2.0 * Y + F F1 * F2 * F2 + G X 2.0 * X * F2 * F2 + G Y 2.0 * F1 * F2 * DF2DY + H X X 2.0 * F2 * F2 + H X Y 4.0 * X * DF2DY * F2 + H Y Y 4.0 * F1 * F2 + + H+ 2.0 * F1 * DF2DY * DF2DY + +* Third type + + T SQC + A F1 X * X + A F2 Y**4 + F F1 * F2 + G X 2.0 * X * F2 + G Y 4.0 * F1 * Y**3 + H X X 2.0 * F2 + H X Y 8.0 * X * Y**3 + H Y Y 12.0 * F1 * Y**2 + +* Fourth type + + T 2PR + F X * Y + G X Y + G Y X + H X Y 1.0 + +ENDATA diff --git a/DIXMAANN.SIF b/DIXMAANN.SIF new file mode 100644 index 0000000..caf56b3 --- /dev/null +++ b/DIXMAANN.SIF @@ -0,0 +1,255 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME DIXMAANN + +* Problem : +* ********* +* A variant on the Dixon-Maany test problem (version I) + +* Source: +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* (problem 20) based on + +* L.C.W. Dixon and Z. Maany, +* "A family of test problems with sparse Hessians for unconstrained +* optimization", +* TR 206, Numerical Optimization Centre, Hatfield Polytechnic, 1988. + +* SIF input: Ph. Toint, Dec 1989. +* correction by Ph. Shott, January 1995. +* this version Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* M is equal to the third of the number of variables + +*IE M 5 $-PARAMETER n = 15 original value +*IE M 30 $-PARAMETER n = 90 +*IE M 100 $-PARAMETER n = 300 +*IE M 500 $-PARAMETER n = 1500 + IE M 1000 $-PARAMETER n = 3000 +*IE M 3000 $-PARAMETER n = 9000 + IE M 5 $-PARAMETER n = 15 original value + +* N is the number of variables + + IM N M 3 + +* Problem parameters + + RE ALPHA 1.0 + RE BETA 0.0625 + RE GAMMA 0.0625 + RE DELTA 0.0625 + +* K-set 3 + + IE K1 2 + IE K2 1 + IE K3 1 + IE K4 2 + +* Other parameters + + RI RN N + IA N-1 N -1 + I+ 2M M M + + IE 1 1 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + N GA + N GB + N GC + N GD + +CONSTANTS + + DIXMAANN GA -1.0 + +BOUNDS + + FR DIXMAANN 'DEFAULT' + +START POINT + + XV DIXMAANN 'DEFAULT' 2.0 + +ELEMENT TYPE + + EV SQ X + EV SQB X Y + EV SQC X Y + EV 2PR X Y + +ELEMENT USES + +* First group + + DO I 1 N + XT A(I) SQ + ZV A(I) X X(I) + ND + +* Second group + + DO I 1 N-1 + IA I+1 I 1 + XT B(I) SQB + ZV B(I) X X(I) + ZV B(I) Y X(I+1) + ND + +* Third group + + DO I 1 2M + I+ I+M I M + XT C(I) SQC + ZV C(I) X X(I) + ZV C(I) Y X(I+M) + ND + +* Fourth group + + DO I 1 M + I+ I+2M I 2M + XT D(I) 2PR + ZV D(I) X X(I) + ZV D(I) Y X(I+2M) + ND + +GROUP USES + +* First group + + DO I 1 N + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K1 + R* TMP TMP I/N + OD J + R* AI TMP ALPHA + ZE GA A(I) AI + ND + +* Second group + + DO I 1 N-1 + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K2 + R* TMP TMP I/N + OD J + R* BI TMP BETA + ZE GB B(I) BI + ND + +* Third group + + DO I 1 2M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K3 + R* TMP TMP I/N + OD J + R* CI TMP GAMMA + ZE GC C(I) CI + ND + +* Fourth group + + DO I 1 M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K4 + R* TMP TMP I/N + OD J + R* DI TMP DELTA + ZE GD D(I) DI + ND + +OBJECT BOUND + + LO DIXMAANN 0.0 + +* Solution + +*LO SOLTN 1.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS DIXMAANN + +TEMPORARIES + + R F1 + R F2 + R DF2DY + +INDIVIDUALS + +* First type + + T SQ + F X * X + G X X + X + H X X 2.0 + +* Second type + + T SQB + A F1 X * X + A F2 Y + Y * Y + A DF2DY 1.0 + 2.0 * Y + F F1 * F2 * F2 + G X 2.0 * X * F2 * F2 + G Y 2.0 * F1 * F2 * DF2DY + H X X 2.0 * F2 * F2 + H X Y 4.0 * X * DF2DY * F2 + H Y Y 4.0 * F1 * F2 + + H+ 2.0 * F1 * DF2DY * DF2DY + +* Third type + + T SQC + A F1 X * X + A F2 Y**4 + F F1 * F2 + G X 2.0 * X * F2 + G Y 4.0 * F1 * Y**3 + H X X 2.0 * F2 + H X Y 8.0 * X * Y**3 + H Y Y 12.0 * F1 * Y**2 + +* Fourth type + + T 2PR + F X * Y + G X Y + G Y X + H X Y 1.0 + +ENDATA diff --git a/DIXMAANO.SIF b/DIXMAANO.SIF new file mode 100644 index 0000000..c5965c9 --- /dev/null +++ b/DIXMAANO.SIF @@ -0,0 +1,255 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME DIXMAANO + +* Problem : +* ********* +* A variant on the Dixon-Maany test problem (version I) + +* Source: +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* (problem 21) based on + +* L.C.W. Dixon and Z. Maany, +* "A family of test problems with sparse Hessians for unconstrained +* optimization", +* TR 206, Numerical Optimization Centre, Hatfield Polytechnic, 1988. + +* SIF input: Ph. Toint, Dec 1989. +* correction by Ph. Shott, January 1995. +* this version Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* M is equal to the third of the number of variables + +*IE M 5 $-PARAMETER n = 15 original value +*IE M 30 $-PARAMETER n = 90 +*IE M 100 $-PARAMETER n = 300 +*IE M 500 $-PARAMETER n = 1500 + IE M 1000 $-PARAMETER n = 3000 +*IE M 3000 $-PARAMETER n = 9000 + IE M 5 $-PARAMETER n = 15 original value + +* N is the number of variables + + IM N M 3 + +* Problem parameters + + RE ALPHA 1.0 + RE BETA 0.125 + RE GAMMA 0.125 + RE DELTA 0.125 + +* K-set 3 + + IE K1 2 + IE K2 1 + IE K3 1 + IE K4 2 + +* Other parameters + + RI RN N + IA N-1 N -1 + I+ 2M M M + + IE 1 1 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + N GA + N GB + N GC + N GD + +CONSTANTS + + DIXMAANO GA -1.0 + +BOUNDS + + FR DIXMAANO 'DEFAULT' + +START POINT + + XV DIXMAANO 'DEFAULT' 2.0 + +ELEMENT TYPE + + EV SQ X + EV SQB X Y + EV SQC X Y + EV 2PR X Y + +ELEMENT USES + +* First group + + DO I 1 N + XT A(I) SQ + ZV A(I) X X(I) + ND + +* Second group + + DO I 1 N-1 + IA I+1 I 1 + XT B(I) SQB + ZV B(I) X X(I) + ZV B(I) Y X(I+1) + ND + +* Third group + + DO I 1 2M + I+ I+M I M + XT C(I) SQC + ZV C(I) X X(I) + ZV C(I) Y X(I+M) + ND + +* Fourth group + + DO I 1 M + I+ I+2M I 2M + XT D(I) 2PR + ZV D(I) X X(I) + ZV D(I) Y X(I+2M) + ND + +GROUP USES + +* First group + + DO I 1 N + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K1 + R* TMP TMP I/N + OD J + R* AI TMP ALPHA + ZE GA A(I) AI + ND + +* Second group + + DO I 1 N-1 + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K2 + R* TMP TMP I/N + OD J + R* BI TMP BETA + ZE GB B(I) BI + ND + +* Third group + + DO I 1 2M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K3 + R* TMP TMP I/N + OD J + R* CI TMP GAMMA + ZE GC C(I) CI + ND + +* Fourth group + + DO I 1 M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K4 + R* TMP TMP I/N + OD J + R* DI TMP DELTA + ZE GD D(I) DI + ND + +OBJECT BOUND + + LO DIXMAANO 0.0 + +* Solution + +*LO SOLTN 1.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS DIXMAANO + +TEMPORARIES + + R F1 + R F2 + R DF2DY + +INDIVIDUALS + +* First type + + T SQ + F X * X + G X X + X + H X X 2.0 + +* Second type + + T SQB + A F1 X * X + A F2 Y + Y * Y + A DF2DY 1.0 + 2.0 * Y + F F1 * F2 * F2 + G X 2.0 * X * F2 * F2 + G Y 2.0 * F1 * F2 * DF2DY + H X X 2.0 * F2 * F2 + H X Y 4.0 * X * DF2DY * F2 + H Y Y 4.0 * F1 * F2 + + H+ 2.0 * F1 * DF2DY * DF2DY + +* Third type + + T SQC + A F1 X * X + A F2 Y**4 + F F1 * F2 + G X 2.0 * X * F2 + G Y 4.0 * F1 * Y**3 + H X X 2.0 * F2 + H X Y 8.0 * X * Y**3 + H Y Y 12.0 * F1 * Y**2 + +* Fourth type + + T 2PR + F X * Y + G X Y + G Y X + H X Y 1.0 + +ENDATA diff --git a/DIXMAANP.SIF b/DIXMAANP.SIF new file mode 100644 index 0000000..9d457d9 --- /dev/null +++ b/DIXMAANP.SIF @@ -0,0 +1,255 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME DIXMAANP + +* Problem : +* ********* +* A variant on the Dixon-Maany test problem (version I) + +* Source: +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* (problem 22) based on + +* L.C.W. Dixon and Z. Maany, +* "A family of test problems with sparse Hessians for unconstrained +* optimization", +* TR 206, Numerical Optimization Centre, Hatfield Polytechnic, 1988. + +* SIF input: Ph. Toint, Dec 1989. +* correction by Ph. Shott, January 1995. +* this version Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* M is equal to the third of the number of variables + +*IE M 5 $-PARAMETER n = 15 original value +*IE M 30 $-PARAMETER n = 90 +*IE M 100 $-PARAMETER n = 300 +*IE M 500 $-PARAMETER n = 1500 + IE M 1000 $-PARAMETER n = 3000 +*IE M 3000 $-PARAMETER n = 9000 + IE M 5 $-PARAMETER n = 15 original value + +* N is the number of variables + + IM N M 3 + +* Problem parameters + + RE ALPHA 1.0 + RE BETA 0.26 + RE GAMMA 0.26 + RE DELTA 0.26 + +* K-set 3 + + IE K1 2 + IE K2 1 + IE K3 1 + IE K4 2 + +* Other parameters + + RI RN N + IA N-1 N -1 + I+ 2M M M + + IE 1 1 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + N GA + N GB + N GC + N GD + +CONSTANTS + + DIXMAANP GA -1.0 + +BOUNDS + + FR DIXMAANP 'DEFAULT' + +START POINT + + XV DIXMAANP 'DEFAULT' 2.0 + +ELEMENT TYPE + + EV SQ X + EV SQB X Y + EV SQC X Y + EV 2PR X Y + +ELEMENT USES + +* First group + + DO I 1 N + XT A(I) SQ + ZV A(I) X X(I) + ND + +* Second group + + DO I 1 N-1 + IA I+1 I 1 + XT B(I) SQB + ZV B(I) X X(I) + ZV B(I) Y X(I+1) + ND + +* Third group + + DO I 1 2M + I+ I+M I M + XT C(I) SQC + ZV C(I) X X(I) + ZV C(I) Y X(I+M) + ND + +* Fourth group + + DO I 1 M + I+ I+2M I 2M + XT D(I) 2PR + ZV D(I) X X(I) + ZV D(I) Y X(I+2M) + ND + +GROUP USES + +* First group + + DO I 1 N + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K1 + R* TMP TMP I/N + OD J + R* AI TMP ALPHA + ZE GA A(I) AI + ND + +* Second group + + DO I 1 N-1 + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K2 + R* TMP TMP I/N + OD J + R* BI TMP BETA + ZE GB B(I) BI + ND + +* Third group + + DO I 1 2M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K3 + R* TMP TMP I/N + OD J + R* CI TMP GAMMA + ZE GC C(I) CI + ND + +* Fourth group + + DO I 1 M + RI RI I + R/ I/N RI RN + RE TMP 1.0 + DO J 1 K4 + R* TMP TMP I/N + OD J + R* DI TMP DELTA + ZE GD D(I) DI + ND + +OBJECT BOUND + + LO DIXMAANP 0.0 + +* Solution + +*LO SOLTN 1.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS DIXMAANP + +TEMPORARIES + + R F1 + R F2 + R DF2DY + +INDIVIDUALS + +* First type + + T SQ + F X * X + G X X + X + H X X 2.0 + +* Second type + + T SQB + A F1 X * X + A F2 Y + Y * Y + A DF2DY 1.0 + 2.0 * Y + F F1 * F2 * F2 + G X 2.0 * X * F2 * F2 + G Y 2.0 * F1 * F2 * DF2DY + H X X 2.0 * F2 * F2 + H X Y 4.0 * X * DF2DY * F2 + H Y Y 4.0 * F1 * F2 + + H+ 2.0 * F1 * DF2DY * DF2DY + +* Third type + + T SQC + A F1 X * X + A F2 Y**4 + F F1 * F2 + G X 2.0 * X * F2 + G Y 4.0 * F1 * Y**3 + H X X 2.0 * F2 + H X Y 8.0 * X * Y**3 + H Y Y 12.0 * F1 * Y**2 + +* Fourth type + + T 2PR + F X * Y + G X Y + G Y X + H X Y 1.0 + +ENDATA diff --git a/ERRINRSM.SIF b/ERRINRSM.SIF new file mode 100644 index 0000000..7f6a582 --- /dev/null +++ b/ERRINRSM.SIF @@ -0,0 +1,138 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME ERRINRSM + +* Problem : +* -------- + +* A variable dimension version of an incorrect version of the +* chained Rosenbrock function (ERRINROS) by Luksan et al. + +* Source: problem 28 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* SIF input: Ph. Toint, Sept 1990. +* this version Nick Gould, June, 2013 + +* classification SUR2-AN-V-0 + +* Number of variables (at most 50) + +*IE N 10 $-PARAMETER +*IE N 25 $-PARAMETER + IE N 50 $-PARAMETER + +* other parameter definitions + + IE 1 1 + IE 2 2 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + DO I 2 N + IA I-1 I -1 + XN SQ(I) X(I-1) 1.0 + XN B(I) X(I) 1.0 + ND + +CONSTANTS + + DO I 2 N + X ERRINRSM B(I) 1.0 + ND + +BOUNDS + + FR ERRINRSM 'DEFAULT' + +START POINT + + DO I 1 N + X ERRINRSM X(I) -1.0 + ND + +ELEMENT TYPE + + EV ETYPE V1 + +ELEMENT USES + + XT 'DEFAULT' ETYPE + + DO I 2 N + ZV ELA(I) V1 X(I) + ND + +GROUP TYPE + + GV L2 GVAR + +GROUP USES + + XT 'DEFAULT' L2 + + DO I 2 N + RI RI I + R( SINI SIN RI + RA ALPHA SINI 1.5 + R* AI2 ALPHA ALPHA + RM AI AI2 16.0 + ZE SQ(I) ELA(I) AI + ND + +OBJECT BOUND + + LO ERRINRSM 0.0 + +* Solution + +*LO SOLTN(10) 6.69463214 +*LO SOLTN(25) 18.4609060 +*LO SOLTN(50) 39.9041540 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS ERRINRSM + +INDIVIDUALS + + T ETYPE + F - V1 ** 2 + G V1 - 2.0 * V1 + H V1 V1 - 2.0 + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS ERRINRSM + +INDIVIDUALS + + T L2 + + F GVAR * GVAR + G GVAR + GVAR + H 2.0 + +ENDATA diff --git a/FLETBV3M.SIF b/FLETBV3M.SIF new file mode 100644 index 0000000..e1ef73f --- /dev/null +++ b/FLETBV3M.SIF @@ -0,0 +1,199 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME FLETBV3M + +* Problem : +* ********* + +* Variant of FLETCBV3, another boundary value problem, by Luksan et al + +* Source: problem 30 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* based on a scaled version of the first problem given by +* R. Fletcher, +* "An optimal positive definite update for sparse Hessian matrices" +* Numerical Analysis report NA/145, University of Dundee, 1992. + +* SIF input: Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* The number of variables is N. + +*IE N 10 $-PARAMETER original value +*IE N 100 $-PARAMETER +*IE N 1000 $-PARAMETER + IE N 5000 $-PARAMETER +*IE N 10000 $-PARAMETER + +* KAPPA a parameter. + + RE KAPPA 1.0 $-PARAMETER +*RE KAPPA 0.0 $-PARAMETER + + RE OBJSCALE 1.0D+8 + +* Define useful parameters + + IE 0 0 + IE 1 1 + IE 2 2 + RE 1.0 1.0 + IA N-1 N -1 + + R/ P 1.0 OBJSCALE + + IA N+1 N 1 + RI RN+1 N+1 + R/ H 1.0 RN+1 + R* H2 H H + R* 1/H2 RN+1 RN+1 + R* KAPPA/H2 1/H2 KAPPA + RM -KAPPA/H2 KAPPA/H2 -1.0 + RM 2/H2 1/H2 2.0 + RA 1+2/H2 2/H2 1.0 + RM -1-2/H2 1+2/H2 -1.0 + R* P*-1-2/H2 1+2/H2 P + + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + N S + +*ZN G(0) 'SCALE' OBJSCALE + XN G(0) X(1) 1.0 + + DO I 1 N-1 + IA I+1 I 1 +*ZN G(I) 'SCALE' OBJSCALE + XN G(I) X(I) 1.0 X(I+1) -1.0 + ND + +*ZN G(N) 'SCALE' OBJSCALE + XN G(N) X(N) 1.0 + + DO I 1 N +*ZN C(I) 'SCALE' OBJSCALE + ZN C(I) + ND + +BOUNDS + + FR FLETBV3M 'DEFAULT' + +START POINT + +*V FLETBV3M 'DEFAULT' 0.0 + + DO I 1 N + RI RI I + R* IH RI H + Z FLETBV3M X(I) IH + ND + +ELEMENT TYPE + + EV SIN V + + EV COS V + EP COS P + +ELEMENT USES + + DO I 1 N + XT C(I) COS + ZV C(I) V X(I) + ZP C(I) P P + ND + + DO I 1 N + XT S(I) SIN + ZV S(I) V X(I) + ND + +GROUP TYPE + + GV HALFL2 GVAR + GP HALFL2 P + +GROUP USES + + DO I 0 N + XT G(I) HALFL2 + ZP G(I) P P + ND + + DO I 1 N + ZE C(I) C(I) -KAPPA/H2 + ND + + DO I 1 N + ZE S S(I) P*-1-2/H2 + ND + + +OBJECT BOUND + +* Solution + +*LO SOLTN ?? + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS FLETBV3M + +TEMPORARIES + + M COS + M SIN + +INDIVIDUALS + + T COS + F P * COS( V ) + G V - P * SIN( V ) + H V V - P * COS( V ) + + T SIN + F 100.0 * SIN( 0.01 * V ) + G V COS( 0.01 * V ) + H V V - 0.01 * SIN( 0.01 * V ) + + + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS FLETBV3M + +INDIVIDUALS + + T HALFL2 + + F 5.0D-1 * P * GVAR * GVAR + G P * GVAR + H P + +ENDATA diff --git a/INDEFM.SIF b/INDEFM.SIF new file mode 100644 index 0000000..60b26c3 --- /dev/null +++ b/INDEFM.SIF @@ -0,0 +1,140 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME INDEFM + +* Problem : +* ********* + +* Variant of INDEF, a nonconvex problem which has an indefinite Hessian +* at the starting point, by Luksan et al + +* Source: problem 37 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* based on the original problem by N. Gould + +* SIF input: Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* The number of variables is N. + + IE N 10 $-PARAMETER +*IE N 50 $-PARAMETER +*IE N 100 $-PARAMETER +*IE N 1000 $-PARAMETER original value + IE N 5000 $-PARAMETER + IE N 10000 $-PARAMETER + IE N 100000 $-PARAMETER + +* The parameter ALPHA controls the indefiniteness. +* Larger values of ALPHA give more indefiniteness. + + RE ALPHA 0.5 $-PARAMETER indefiniteness +*RE ALPHA 1.0 $-PARAMETER +*RE ALPHA 10.0 $-PARAMETER +*RE ALPHA 100.0 $-PARAMETER +*RE ALPHA 1000.0 $-PARAMETER + +* Other parameters + + IE 1 1 + IE 2 2 + IA N-1 N -1 + IA N+1 N 1 + RI RN+1 N+1 + +VARIABLES + + DO I 1 N + X X(I) + ND + +GROUPS + + DO I 1 N + XN SIN(I) X(I) 1.0 + ND + + DO I 2 N-1 + XN COS(I) X(I) 2.0 X(N) -1.0 + XN COS(I) X(1) -1.0 + ND + +BOUNDS + + FR INDEFM 'DEFAULT' + +START POINT + +* start with X(I) = I/N+1. + + DO I 1 N + + RI RI I + R/ T RI RN+1 + ZV INDEF1 X(I) T + + ND + + V INDEF2 'DEFAULT' 1000.0 + +GROUP TYPE + + GV COS GVAR + GP COS ALPHA + GV SIN GVAR + +GROUP USES + + DO I 2 N-1 + XT COS(I) COS + ZP COS(I) ALPHA ALPHA + ND + + DO I 1 N + XT SIN(I) SIN + ND + +OBJECT BOUND + +* Solution + +*LO SOLTN ?? + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS INDEFM + +TEMPORARIES + + M COS + M SIN + +INDIVIDUALS + + T COS + + F ALPHA * COS( GVAR ) + G - ALPHA * SIN( GVAR ) + H - ALPHA * COS( GVAR ) + + T SIN + + F 100.0 * SIN( 0.01 * GVAR ) + G COS( 0.01 * GVAR ) + H - 0.01 * SIN( 0.01 * GVAR ) + +ENDATA + diff --git a/NCB20.SIF b/NCB20.SIF index ca2a24b..4c0acac 100644 --- a/NCB20.SIF +++ b/NCB20.SIF @@ -591,7 +591,7 @@ INDIVIDUALS T 3P F X * Y * Z + 2.0 * Z * Z G X Y * Z - G Y Z * Z + G Y X * Z G Z X * Y + 4.0 * Z H X Y Z H X Z Y diff --git a/SSBRYBND.SIF b/SSBRYBND.SIF new file mode 100644 index 0000000..4e219d6 --- /dev/null +++ b/SSBRYBND.SIF @@ -0,0 +1,298 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME SSBRYBND + +* Problem : +* ********* +* Broyden banded system of nonlinear equations, considered in the +* least square sense. +* NB: scaled version of BRYBND with scaling proposed by Luksan et al. + +* Source: problem 48 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* that is a scaled variant of problem 31 in + +* J.J. More', B.S. Garbow and K.E. Hillstrom, +* "Testing Unconstrained Optimization Software", +* ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981. + +* See also Buckley#73 (p. 41) and Toint#18 + +* SIF input: Ph. Toint and Nick Gould, Nov 1997. +* this version Nick Gould, June, 2013 + +* classification SUR2-AN-V-0 + +* N is the number of equations and variables (variable). + +*IE N 10 $-PARAMETER +*IE N 50 $-PARAMETER +*IE N 100 $-PARAMETER +*IE N 500 $-PARAMETER +*IE N 1000 $-PARAMETER original value + IE N 5000 $-PARAMETER + +* Define some problem's parameters (see Buckley) +* Restriction: LB + 1 + UB .le. N + + RE ONE 1.0 + RE KAPPA1 2.0 + RE KAPPA2 5.0 + RE KAPPA3 1.0 + IE LB 5 + IE UB 1 + RI RN N + RA RN-1 RN -1 + +* ratio of smallest to largest scale factors will be exp(scal) + + RE SCAL 6.0 + +* Define useful parameters + + IE 1 1 + IM MLB LB -1 + IM MUB UB -1 + IA LB+1 LB 1 + I+ N-UB N MUB + IA N-UB-1 N-UB -1 + RM -KAPPA3 KAPPA3 -1.0 + +VARIABLES + + DO I 1 N + IA I-1 I -1 + RI RI-1 I-1 + R/ RAT RI-1 RN-1 + R* ARG RAT SCAL + A( SCALE(I) EXP ARG + X X(I) + ND + +GROUPS + +* Upper left corner + + DO I 1 LB + + IA I-1 I -1 + IA I+1 I 1 + I+ I+UB I UB + + DO J 1 I-1 + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + OD J + + A* KAP KAPPA1 SCALE(I) + ZN G(I) X(I) KAP + + DO J I+1 I+UB + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + + ND + +* Main (middle) part + + DO I LB+1 N-UB-1 + + I+ I-LB I MLB + IA I-1 I -1 + IA I+1 I 1 + I+ I+UB I UB + + DO J I-LB I-1 + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + OD J + + A* KAP KAPPA1 SCALE(I) + ZN G(I) X(I) KAP + + DO J I+1 I+UB + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + + ND + +* Lower right corner + + DO I N-UB N + + I+ I-LB I MLB + IA I-1 I -1 + IA I+1 I 1 + + DO J I-LB I-1 + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + OD J + + A* KAP KAPPA1 SCALE(I) + ZN G(I) X(I) KAP + + DO J I+1 N + A* KAP -KAPPA3 SCALE(J) + ZN G(I) X(J) KAP + + ND + +BOUNDS + + FR SSBRYBND 'DEFAULT' + +START POINT + + DO I 1 N + A/ DIV ONE SCALE(I) + ZV SSBRYBND X(I) DIV + ND + +ELEMENT TYPE + + EV SQ V + EP SQ P + EV CB V + EP CB P + +ELEMENT USES + + XT 'DEFAULT' CB + + DO I 1 N + XT E(I) SQ + ZV E(I) V X(I) + ZP E(I) P SCALE(I) + XT Q(I) CB + ZV Q(I) V X(I) + ZP Q(I) P SCALE(I) + ND + +GROUP TYPE + + GV L2 GVAR + +GROUP USES + + XT 'DEFAULT' L2 + +* Upper left corner + + DO I 1 LB + + IA I-1 I -1 + IA I+1 I 1 + I+ I+UB I UB + + DO J 1 I-1 + ZE G(I) E(J) -KAPPA3 + OD J + + ZE G(I) Q(I) KAPPA2 + + DO J I+1 I+UB + ZE G(I) E(J) -KAPPA3 + + ND + +* Main (middle) part + + DO I LB+1 N-UB-1 + + I+ I-LB I MLB + IA I-1 I -1 + IA I+1 I 1 + I+ I+UB I UB + + DO J I-LB I-1 + ZE G(I) Q(J) -KAPPA3 + OD J + + ZE G(I) E(I) KAPPA2 + + DO J I+1 I+UB + ZE G(I) E(J) -KAPPA3 + + ND + +* Lower right corner + + DO I N-UB N + + I+ I-LB I MLB + IA I-1 I -1 + IA I+1 I 1 + + DO J I-LB I-1 + ZE G(I) E(J) -KAPPA3 + OD J + + ZE G(I) Q(I) KAPPA2 + + DO J I+1 N + ZE G(I) E(J) -KAPPA3 + + ND + +OBJECT BOUND + +* Solution + +*LO SOLTN 0.0 + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS SSBRYBND + +TEMPORARIES + + R PP + +INDIVIDUALS + + T SQ + A PP P * P + F PP * V * V + G V PP * ( V + V ) + H V V 2.0 * PP + + T CB + A PP P * P * P + F PP * V * V * V + G V 3.0 * PP * V * V + H V V 6.0 * PP * V + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS SSBRYBND + +INDIVIDUALS + + T L2 + + F GVAR * GVAR + G GVAR + GVAR + H 2.0 + +ENDATA + + + diff --git a/SSCOSINE.SIF b/SSCOSINE.SIF new file mode 100644 index 0000000..d8c8aba --- /dev/null +++ b/SSCOSINE.SIF @@ -0,0 +1,165 @@ +*************************** +* SET UP THE INITIAL DATA * +*************************** + +NAME SSCOSINE + +* Problem : +* ********* + +* Another function with nontrivial groups and +* repetitious elements. +* NB: scaled version of COSINE by Luksan et al. + +* Source: problem 50 in +* L. Luksan, C. Matonoha and J. Vlcek +* Modified CUTE problems for sparse unconstraoined optimization +* Technical Report 1081 +* Institute of Computer Science +* Academy of Science of the Czech Republic + +* that is a scaled variant of +* N. Gould, private communication. + +* SIF input: N. Gould, Nov 1997 +* this version Nick Gould, June, 2013 + +* classification OUR2-AN-V-0 + +* number of variables + +*IE N 10 $-PARAMETER +*IE N 100 $-PARAMETER +*IE N 1000 $-PARAMETER original value + IE N 5000 $-PARAMETER +*IE N 10000 $-PARAMETER + IE N 100000 $-PARAMETER +*IE N 1000000 $-PARAMETER + IE N 10 $-PARAMETER + +* ratio of smallest to largest scale factors will be exp(scal) + + RE SCAL 6.0 + +* other parameter definitions + + IE 1 1 + IA N-1 N -1 + RI RN-1 N-1 + RM -RN-1 RN-1 -1.0 + + RE ONE 1.0 + RI RN N + RA RN-1 RN -1 + +VARIABLES + + DO I 1 N + IA I-1 I -1 + RI RI-1 I-1 + R/ RAT RI-1 RN-1 + R* ARG RAT SCAL + A( S(I) EXP ARG + X X(I) + ND + +GROUPS + +* objective function + + DO I 1 N-1 + IA I+1 I 1 + AM MULT S(I+1) -0.5 + ZN G(I) X(I+1) MULT + OD + +BOUNDS + + FR SSCOSINE 'DEFAULT' + +START POINT + + DO I 1 N + A/ DIV ONE S(I) + ZV SSCOSINE X(I) DIV + ND + +ELEMENT TYPE + + EV SQ V + EP SQ P + +ELEMENT USES + + DO I 1 N-1 + + XT E(I) SQ + ZV E(I) V X(I) + ZP E(I) P S(I) + + ND + +GROUP TYPE + + GV COS GVAR + +GROUP USES + + DO I 1 N-1 + XT G(I) COS + XE G(I) E(I) + ND + +OBJECT BOUND + + XL SSCOSINE -RN-1 + +* Solution + +*LO SOLTN ??? + +ENDATA + +*********************** +* SET UP THE FUNCTION * +* AND RANGE ROUTINES * +*********************** + +ELEMENTS SSCOSINE + +TEMPORARIES + + R PP + +INDIVIDUALS + + T SQ + A PP P * P + F PP * V * V + G V PP * ( V + V ) + H V V 2.0 * PP + +ENDATA + +********************* +* SET UP THE GROUPS * +* ROUTINE * +********************* + +GROUPS SSCOSINE + +TEMPORARIES + + R COSG + M SIN + M COS + +INDIVIDUALS + + T COS + A COSG COS( GVAR ) + F COSG + G - SIN( GVAR ) + H - COSG + +ENDATA diff --git a/mastsif.html b/mastsif.html index 79735f8..0a7c612 100644 --- a/mastsif.html +++ b/mastsif.html @@ -1230,6 +1230,12 @@

Individual test problems

gzipped file NOR2-AN- V- V + CHNRSNBM + ascii file, + +gzipped file + SUR2-AN- V- 0 + CKOEHELB ascii file, @@ -1692,6 +1698,30 @@

Individual test problems

gzipped file OUR2-AN-V-0 + DIXMAANM + ascii file, + +gzipped file + OUR2-AN- V- 0 + + DIXMAANN + ascii file, + +gzipped file + OUR2-AN- V- 0 + + DIXMAANO + ascii file, + +gzipped file + OUR2-AN- V- 0 + + DIXMAANP + ascii file, + +gzipped file + OUR2-AN- V- 0 + DIXON3DQ ascii file, @@ -2058,6 +2088,12 @@

Individual test problems

gzipped file SUR2-AN-V-0 + ERRINRSM + ascii file, + +gzipped file + SUR2-AN- V- 0 + EXPFIT ascii file, @@ -2142,6 +2178,12 @@

Individual test problems

gzipped file QLR2-RN-34501-58825 + FLETBV3M + ascii file, + +gzipped file + OUR2-AN- V- 0 + FLETCBV2 ascii file, @@ -2154,6 +2196,7 @@

Individual test problems

gzipped file OUR2-AN-V-0 + FLETCHBV ascii file, @@ -3666,6 +3709,12 @@

Individual test problems

gzipped file OUR2-AN-V-0 + INDEFM + ascii file, + +gzipped file + OUR2-AN- V- 0 + INTEGREQ ascii file, @@ -6180,12 +6229,24 @@

Individual test problems

gzipped file SUR2-AN-V-0 + SSBRYBND + ascii file, + +gzipped file + SUR2-AN- V- 0 + SSC ascii file, gzipped file OXR2-MY-V-0 + SSCOSINE + ascii file, + +gzipped file + OUR2-AN- V- 0 + SSEBLIN ascii file, @@ -6926,3 +6987,4 @@

Individual test problems

+