-
Notifications
You must be signed in to change notification settings - Fork 0
/
ALJAZZAF.SIF
164 lines (105 loc) · 3.03 KB
/
ALJAZZAF.SIF
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
***************************
* SET UP THE INITIAL DATA *
***************************
NAME ALJAZZAF
* Problem :
* *********
* Source:
* M. Aljazzaf,
* "Multiplier methods with partial elimination of constraints for
* nonlinear programming",
* PhD Thesis, North Carolina State University, Raleigh, 1990.
* SDIF input: Ph. Toint, May 1990.
* classification QQR2-AN-V-V
* Number of variables
*IE N 3 $-PARAMETER original value
*IE N 100 $-PARAMETER
IE N 1000 $-PARAMETER
*IE N 10000 $-PARAMETER
* Upper range of active lower bounds (from 2 to N1)
*IE N1 2 $-PARAMETER .lt. N original value
*IE N1 50 $-PARAMETER .lt. N
IE N1 500 $-PARAMETER .lt. N
*IE N1 5000 $-PARAMETER .lt. N
* Problem parameter A
RE BIGA 100.0
* Constants
IE 1 1
IE 2 2
* Computed parameters A(I) and B(I).
IA N-1 N -1
IA N1+1 N1 1
R* ASQ BIGA BIGA
RA ASQ-1 ASQ -1.0
RI RN-1 N-1
R/ F ASQ-1 RN-1
R/ F2 F BIGA
DO I 1 N
IA I-1 I -1
RI RI-1 I-1
R* T RI-1 F2
A- A(I) BIGA T
R* T RI-1 F
AA B(I) T 1.0
ND
RM -B1 B1 -1.0
VARIABLES
DO I 1 N
X X(I)
ND
GROUPS
N OBJ
ZE H X1 -B1
CONSTANTS
Z ALJAZZAF H -B1
START POINT
XV ALJAZZAF 'DEFAULT' 0.0
ELEMENT TYPE
EV SSQ X
EP SSQ SHIFT
ELEMENT USES
XT 'DEFAULT' SSQ
ZV E(1) X X(1)
XP E(1) SHIFT 0.5
DO I 2 N1
ZV E(I) X X(I)
XP E(I) SHIFT -1.0
ND
DO I N1+1 N
ZV E(I) X X(I)
XP E(I) SHIFT 1.0
ND
* Constraints elements
DO I 2 N1
ZV C(I) X X(I)
XP C(I) SHIFT 0.0
ND
DO I N1+1 N
ZV C(I) X X(I)
XP C(I) SHIFT 1.0
ND
GROUP USES
ZE OBJ E(1) A(1)
DO I 2 N
ZE OBJ E(I) A(I)
ZE H C(I) B(I)
ND
OBJECT BOUND
LO ALJAZZAF 0.0
* Solution
*LO SOLTN 75.004996
ENDATA
***********************
* SET UP THE FUNCTION *
* AND RANGE ROUTINES *
***********************
ELEMENTS ALJAZZAF
TEMPORARIES
R SX
INDIVIDUALS
T SSQ
A SX X - SHIFT
F SX * SX
G X SX + SX
H X X 2.0
ENDATA