-
Notifications
You must be signed in to change notification settings - Fork 48
/
hs109.jl
65 lines (60 loc) · 1.84 KB
/
hs109.jl
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
# Hock and Schittkowski problem number 109.
#
# Source:
# Problem 109 in
# W. Hock and K. Schittkowski,
# Test examples for nonlinear programming codes,
# Lectures Notes in Economics and Mathematical Systems 187,
# Springer Verlag, Heidelberg, 1981.
#
# classification PGR-AN-9-10
#
# A. Montoison, Montreal, 05/2018.
export hs109
"HS109 model"
function hs109(args...; kwargs...)
nlp = Model()
lvar = [0, 0, -0.55, -0.55, 196, 196, 196, -400, -400]
uvar = [Inf, Inf, 0.55, 0.55, 252, 252, 252, 800, 800]
@variable(nlp, lvar[i] ≤ x[i = 1:9] ≤ uvar[i], start = 0)
a = 50.176
b = sin(0.25)
c = cos(0.25)
@constraint(nlp, -0.55 ≤ x[4] - x[3] ≤ 0.55)
@NLconstraint(nlp, 2250000 - x[1]^2 - x[8]^2 ≥ 0)
@NLconstraint(nlp, 2250000 - x[2]^2 - x[9]^2 ≥ 0)
@NLconstraint(
nlp,
x[5] * x[6] * sin(-x[3] - 1 / 4) + x[5] * x[7] * sin(-x[4] - 1 / 4) + 2 * b * x[5]^2 -
a * x[1] + 400 * a == 0
)
@NLconstraint(
nlp,
x[5] * x[6] * sin(x[3] - 1 / 4) + x[6] * x[7] * sin(x[3] - x[4] - 1 / 4) + 2 * b * x[6]^2 -
a * x[2] + 400 * a == 0
)
@NLconstraint(
nlp,
x[5] * x[7] * sin(x[4] - 1 / 4) +
x[6] * x[7] * sin(x[4] - x[3] - 1 / 4) +
2 * b * x[7]^2 +
881.779 * a == 0
)
@NLconstraint(
nlp,
a * x[8] + x[5] * x[6] * cos(-x[3] - 1 / 4) + x[5] * x[7] * cos(-x[4] - 1 / 4) - 200 * a -
2 * c * x[5]^2 + 0.7533e-3 * a * x[5]^2 == 0
)
@NLconstraint(
nlp,
a * x[9] + x[5] * x[6] * cos(x[3] - 1 / 4) + x[6] * x[7] * cos(x[3] - x[4] - 1 / 4) - 200 * a -
2 * c * x[6]^2 + 0.7533e-3 * a * x[6]^2 == 0
)
@NLconstraint(
nlp,
x[5] * x[7] * cos(x[4] - 1 / 4) + x[6] * x[7] * cos(x[4] - x[3] - 1 / 4) + 22.938 * a -
2 * c * x[7]^2 + 0.7533e-3 * a * x[7]^2 == 0
)
@NLobjective(nlp, Min, 3 * x[1] + 1e-6 * x[1]^3 + 2 * x[2] + 0.522074e-6 * x[2]^3)
return nlp
end