source: trunk/sample/optimization/sample_optimize.mso @ 684

#*-------------------------------------------------------------------
* EMSO Model Library (EML) Copyright (C) 2004 - 2007 ALSOC.
*
* This LIBRARY is free software; you can distribute it and/or modify
* it under the therms of the ALSOC FREE LICENSE as available at
* http://www.enq.ufrgs.br/alsoc.
*
* EMSO Copyright (C) 2004 - 2007 ALSOC, original code
* from http://www.rps.eng.br Copyright (C) 2002-2004.
* All rights reserved.
*
* EMSO is distributed under the therms of the ALSOC LICENSE as
* available at http://www.enq.ufrgs.br/alsoc.
*
*--------------------------------------------------------------------
* Some Hock and Schittkowski test problems
*--------------------------------------------------------------------
* Author: Edson Cordeiro do Valle, Rafael de Pelegrini Soares             
* $Id$
*--------------------------------------------------------------------*#
        Optimization hs71
        VARIABLES
        x1 as Real(Default=2, Lower=1, Upper=5);
        x2 as Real(Default=5, Lower=1, Upper=5);
        x3 as Real(Default=5, Lower=1, Upper=5);
        x4 as Real(Default=1, Lower=1, Upper=5);

        MINIMIZE
        x1*x4*(x1+x2+x3) + x3;
        
        EQUATIONS
        x1*x2*x3*x4 > 25;
        
        x1*x1 + x2*x2 + x3*x3 + x4*x4 = 40;
        
        OPTIONS
        NLPSolver(File = "ipopt_emso"
                          #File = "complex"
                  #File = "optpp_emso"
                          );
        Dynamic = false;
end

Optimization hs75
        VARIABLES
        x1 as Real(Default=1.0e-6, Lower=0, Upper=1200);
        x2 as Real(Default=1.0e-6, Lower=0, Upper=1200);
        x3 as Real(Default=1.0e-6, Lower=-0.48, Upper=0.48);
        x4 as Real(Default=1.0e-6, Lower=-0.48, Upper=0.48);

        MINIMIZE
        3*x1+1.0e-6*x1^3+2*x2+(2/3)*1.0e-6*x2^3;
        
        EQUATIONS
        x4 - x3 + 0.48 > 0;
        x3 - x4 + 0.48 > 0;

    1000*sin((-x3-0.25)*'rad')+1000*sin((-x4-0.25)*'rad')+894.8-x1 = 0;
        
        1000*sin((x3-0.25)*'rad')+1000*sin((x3-x4-0.25)*'rad')+894.8-x2 = 0;
        
        1000*sin((x4-0.25)*'rad')+1000*sin((x4-x3-0.25)*'rad')+1294.8 = 0;
        
        
        OPTIONS
        Dynamic = false;
        NLPSolveNLA = false;
#*
        NLPSolver(      File = "optpp_emso",
                                MeritFun = "VanShanno",
                                SecondOrderDerivative= "BFGS",
                                SecondOrderDerivative= "finitediferences",
                                SearchStrategy = "TrustRegion",
                                TRSize = 0.3636,
                                Objtol = 1e-8,
                                constrtol = 1e-4, 
                                Minstep = 1e-10,
                                Maxstep= 1e10,
                                Gradtol = 1e-4);        
*#

NLPSolver(File = "ipopt_emso",
                          RelativeAccuracy = 1e-6, 
                  hessian_approximation = "exact",
                          finite_difference_perturbation = 1.0e-10,
                          Derivative_Test="second-order");

end

Optimization bn65
        VARIABLES
        x1 as Real(Default=1, Lower=-4.5, Upper=4.5);
        x2 as Real(Default=5, Lower=-4.5, Upper=4.5);
        x3 as Real(Default=5, Lower=-5, Upper=5);

        MINIMIZE
        (x1-x2)^2 + (1/9)*(x1+x2-10)^2 + (x3-5)^2;
        
        EQUATIONS
        x1^2 + x2^2 + x3^2 < 48;
        
        OPTIONS
        Dynamic = false;
        NLPSolveNLA = false;
        NLPSolver(File = "ipopt_emso",
                          Objtol = 1e-6);
        
#       NLPSolver(File = "optpp_emso",
#                         RelativeAccuracy = 1e-6,
#                       SecondOrderDerivative= "BFGS");

end