meyer3.jl

#   Meyer function
#
#   Source:  Problem 10 in
#   J.J. More', B.S. Garbow and K.E. Hillstrom,
#   "Testing Unconstrained Optimization Software",
#   ACM Transactions on Mathematical Software, vol. 7(1), pp. 17-41, 1981.
#
#   See also Buckley #29 (p. 73).
#
#   classification SUR2-RN-3-0

export meyer3

"Meyer function"
function meyer3(args...; kwargs...)
  nlp = Model()

  x0 = [0.02, 4000, 250]

  @variable(nlp, x[j = 1:3], start = x0[j])

  y = [
    34780,
    28610,
    23650,
    19630,
    16370,
    13720,
    11540,
    9744,
    8261,
    7030,
    6005,
    5147,
    4427,
    3820,
    3307,
    2872,
  ]

  t = 45 .+ 5 * (1:16)

  @NLobjective(nlp, Min, 0.5 * sum((x[1] * exp(x[2] / (t[i] + x[3])) - y[i])^2 for i = 1:16))

  return nlp
end