mhw4d.gms : Nonlinear Test Problem
Another popular test problem for NLP codes.
Reference:
- Wright, M H, Numerical Methods for Nonlinearly Constraint Optimization. PhD thesis, Stanford University, 1976.
Small Model of Type: NLP
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$Title Nonlinear Test Problem (MHW4D,SEQ=84)
$Ontext
Another popular test problem for NLP codes.
Wright, M H, Numerical Methods for Nonlinearly Constraint Optimization.
PhD thesis, Stanford University, 1976.
$Offtext
Variables m, x1, x2, x3, x4, x5;
Equations funct, eq1, eq2, eq3;
funct.. m =e= sqr(x1-1) + sqr(x1-x2) + power(x2-x3,3)
+ power(x3-x4,4) + power(x4-x5,4) ;
eq1.. x1 + sqr(x2) + power(x3,3) =e= 3*sqrt(2) + 2 ;
eq2.. x2 - sqr(x3) + x4 =e= 2*sqrt(2) - 2 ;
eq3.. x1*x5 =e= 2 ;
Model wright / all / ;
x1.l = -1; x2.l = 2; x3.l = 1; x4.l = -2; x5.l = -2;
Solve wright using nlp minimizing m;
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