# gold.mod OBR2-AN-2-4 # Original AMPL coding by Elena Bobrovnikova (summer 1996 at Bell Labs). # Ref.: C. Jansson and O. Knueppel, "A Global Minimization Method: # the Multi-Dimensional Case", Technische Informatik III, # TU Hamburg-Hamburg, Jan. 1992, p. 37 (problem "GP"). # Goldstein-Price function # Number of variables: 2 # Number of constraints: 4 # Objective nonseparable # Objective nonconvex # Simple bound constraints # The global minimum is Fgold = 3, x = (0,-1). var x{1..2} <= 2, >= -2; minimize Fgold: (1 + (x[1] + x[2] + 1)^2 * (19 - 14*x[1] + 3*x[1]^2 - 14*x[2] + 6*x[1]*x[2] + 3*x[2]^2)) * (30 + (2*x[1] - 3*x[2])^2 * (18 - 32*x[1] + 12*x[1]^2 + 48*x[2] - 36*x[1]*x[2] + 27*x[2]^2)); data; var x := 1 0.5 2 -0.5;