# hs112.mod OLR2-MY-10-13 # Original AMPL coding by Elena Bobrovnikova (summer 1996 at Bell Labs). # Ref.: W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming # Codes. Lecture Notes in Economics and Mathematical Systems, v. 187, # Springer-Verlag, New York, 1981, p. 121. # Number of variables: 10 # Number of constraints: 13 # Objective partially separable # Objective nonconvex # Linear constraints # There is a mistake in the formulation of the problem: constraint C3 can never # hold with the given bounds on x. Therefore constraint C3 has been modified # to make the problem feasible. set I := 1 .. 10; param c{I}; var x{I} >= 1e-6, := .1; minimize Obj: sum {i in I} x[i] * (c[i] + log(x[i] / (sum {k in I} x[k]))); s.t. C1: x[1] + 2 * x[2] + 2 * x[3] + x[6] + x[10] == 2; s.t. C2: x[4] + 2 * x[5] + x[6] + x[7] == 1; s.t. C3: x[3] + x[7] + x[8] + 2 * x[9] + x[10] == 1.5; data; param c := 1 -6.089 6 -14.986 2 -17.164 7 -24.1 3 -34.054 8 -10.708 4 -5.914 9 -26.662 5 -24.721 10 -22.179 ;