# AMPL Model by Hande Y. Benson # # Copyright (C) 2001 Princeton University # All Rights Reserved # # Permission to use, copy, modify, and distribute this software and # its documentation for any purpose and without fee is hereby # granted, provided that the above copyright notice appear in all # copies and that the copyright notice and this # permission notice appear in all supporting documentation. # Source: from problem 20 in # D.H. Himmelblau, # "Applied nonlinear programming", # McGraw-Hill, New-York, 1972. # SIF input: Ph. Toint, March 1991. # classification LOR2-MN-24-14 param F:=142.22471; param B{1..24}; param C{1..12}; param D{1..12}; var x{1..24}:=0.04, >= 0.0; minimize f: 0.0693*x[1]+0.0577*x[2]+0.05*x[3]+0.2*x[4]+0.26*x[5]+0.55*x[6] + 0.06*x[7]+0.1*x[8]+0.12*x[9]+0.18*x[10]+0.1*x[11]+0.09*x[12]+0.0693*x[13] +0.0577*x[14]+0.05*x[15]+0.2*x[16]+0.26*x[17]+0.55*x[18]+0.06*x[19] +0.1*x[20]+0.12*x[21]+0.18*x[22]+0.1*x[23]+0.09*x[24]; subject to cons1{i in 1..12}: sum {j in 1..12} x[i+12]*x[j]*40*B[i]/B[j] - sum {j in 13..24} x[i]*x[j]*C[i]*B[i+12]/B[j] = 0 ; subject to cons2: sum {i in 1..24} x[i]=1.0; subject to cons3: sum {i in 1..12} (x[i]/D[i]+x[i+12]*F/B[i+12])=1.671; data; param B:= 1 44.094 2 58.12 3 58.12 4 137.4 5 120.9 6 170.9 7 62.501 8 84.94 9 133.425 10 82.507 11 46.07 12 60.097 13 44.094 14 58.12 15 58.12 16 137.4 17 120.9 18 170.9 19 62.501 20 84.94 21 133.425 22 82.507 23 46.07 24 60.097; param: C D:= 1 123.7 123.7 2 31.7 31.7 3 45.7 45.7 4 14.7 14.7 5 84.7 84.7 6 27.7 27.7 7 49.7 49.7 8 7.1 7.1 9 2.1 2.1 10 17.7 17.7 11 0.85 0.85 12 0.64 0.64; solve; display f; display x;