# 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: # Y. Tanaka, M. Fukushima, T. Ibaraki, # "A comparative study of several semi-infinite nonlinear programming # algorithms", # EJOR, vol. 36, pp. 92-100, 1988. # SIF input: Ph. Toint, April 1992. # classification LLR2-AN-3-V param M := 10000; param h := 1/M; var x{1..3}; minimize f: x[1]+0.5*x[2]+x[3]/3; subject to cons1{i in 0..M}: -x[1]-i*h*x[2]-(i*h)^2*x[3]+tan(i*h) <= 0; solve; display f; display x;