# hs44.mod QLR2-MN-4-10 # 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. 114. # Number of variables: 4 # Number of constraints: 10 # Objective nonseparable quadratic # Objective nonconvex # Linear constraints var x{1..4} >= 0; param best_val_found := -15; param eps := 1; # = max(1, 1% x best_val_found) subject to f: x[1] - x[2] - x[3] - x[1] * x[3] + x[1] * x[4] + x[2] * x[3] - x[2] * x[4] <= best_val_found + eps; s.t. C1: 8 - x[1] - 2 * x[2] >= 0; s.t. C2: 12 - 4 * x[1] - x[2] >= 0; s.t. C3: 12 - 3 * x[1] - 4 * x[2] >= 0; s.t. C4: 8 - 2 * x[3] - x[4] >= 0; s.t. C5: 8 - x[3] - 2 * x[4] >= 0; s.t. C6: 5 - x[3] - x[4] >= 0; data; var x := 1 0 2 0 3 0 4 0; solve; display f;