# rosenbr.mod OUR2-AN-2-0 # Original AMPL coding by Elena Bobrovnikova (summer 1996 at Bell Labs). # Rosenbrock function # Ref.: J. J. More', B. S. Garbow, K. E. Hillstrom, "Testing Unconstrained # Optimization Software", ACM Transactions on Mathematical Software, # vol.7, no.1, 1981, pp. 17-41. # Original reference: # H. H. Rosenbrock, "An Automatic Method for Finding the Greatest or Least # Value of a Function", Computer J., v. 3, 1960, pp. 175-184. # Number of variables: 2 # Number of constraints: 0 # Objective nonseparable, nonconvex var x{1..2}; var f1 = 10*(x[2] - x[1]^2); var f2 = 1 - x[1]; param best_val_found := 2.486347664e-16; param eps := 1; # = max(1, 1% x best_val_found) subject to norm: f1^2 + f2^2 <= best_val_found + eps; data; var x:= 1 -1.2 2 1; solve; #display norm; display x;