1 | #*------------------------------------------------------------------- |
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2 | * EMSO Model Library (EML) Copyright (C) 2004 - 2007 ALSOC. |
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3 | * |
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4 | * This LIBRARY is free software; you can distribute it and/or modify |
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5 | * it under the therms of the ALSOC FREE LICENSE as available at |
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6 | * http://www.enq.ufrgs.br/alsoc. |
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7 | * |
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8 | * EMSO Copyright (C) 2004 - 2007 ALSOC, original code |
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9 | * from http://www.rps.eng.br Copyright (C) 2002-2004. |
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10 | * All rights reserved. |
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11 | * |
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12 | * EMSO is distributed under the therms of the ALSOC LICENSE as |
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13 | * available at http://www.enq.ufrgs.br/alsoc. |
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14 | * |
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15 | *-------------------------------------------------------------------- |
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16 | * Some Hock and Schittkowski test problems |
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17 | *-------------------------------------------------------------------- |
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18 | * Author: Edson Cordeiro do Valle, Rafael de Pelegrini Soares |
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19 | * $Id$ |
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20 | *--------------------------------------------------------------------*# |
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21 | Optimization hs71 |
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22 | VARIABLES |
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23 | x1 as Real(Default=2, Lower=1, Upper=5); |
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24 | x2 as Real(Default=5, Lower=1, Upper=5); |
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25 | x3 as Real(Default=5, Lower=1, Upper=5); |
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26 | x4 as Real(Default=1, Lower=1, Upper=5); |
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27 | |
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28 | MINIMIZE |
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29 | x1*x4*(x1+x2+x3) + x3; |
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30 | |
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31 | EQUATIONS |
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32 | x1*x2*x3*x4 > 25; |
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33 | |
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34 | x1*x1 + x2*x2 + x3*x3 + x4*x4 = 40; |
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35 | |
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36 | OPTIONS |
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37 | NLPSolver(#File = "ipopt_emso" |
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38 | #File = "complex" |
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39 | File = "optpp_emso" |
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40 | ); |
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41 | Dynamic = false; |
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42 | end |
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43 | |
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44 | Optimization hs75 |
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45 | VARIABLES |
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46 | x1 as Real(Default=1.0e-6, Lower=0, Upper=1200); |
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47 | x2 as Real(Default=1.0e-6, Lower=0, Upper=1200); |
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48 | x3 as Real(Default=1.0e-6, Lower=-0.48, Upper=0.48); |
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49 | x4 as Real(Default=1.0e-6, Lower=-0.48, Upper=0.48); |
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50 | |
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51 | MINIMIZE |
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52 | 3*x1+1.0e-6*x1^3+2*x2+(2/3)*1.0e-6*x2^3; |
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53 | |
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54 | EQUATIONS |
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55 | x4 - x3 + 0.48 > 0; |
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56 | x3 - x4 + 0.48 > 0; |
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57 | |
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58 | 1000*sin((-x3-0.25)*'rad')+1000*sin((-x4-0.25)*'rad')+894.8-x1 = 0; |
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59 | |
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60 | 1000*sin((x3-0.25)*'rad')+1000*sin((x3-x4-0.25)*'rad')+894.8-x2 = 0; |
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61 | |
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62 | 1000*sin((x4-0.25)*'rad')+1000*sin((x4-x3-0.25)*'rad')+1294.8 = 0; |
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63 | |
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64 | |
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65 | OPTIONS |
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66 | Dynamic = false; |
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67 | NLPSolveNLA = false; |
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68 | #* |
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69 | NLPSolver( File = "optpp_emso", |
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70 | MeritFun = "VanShanno", |
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71 | SecondOrderDerivative= "BFGS", |
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72 | SecondOrderDerivative= "finitediferences", |
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73 | SearchStrategy = "TrustRegion", |
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74 | TRSize = 0.3636, |
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75 | Objtol = 1e-8, |
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76 | constrtol = 1e-4, |
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77 | Minstep = 1e-10, |
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78 | Maxstep= 1e10, |
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79 | Gradtol = 1e-4); |
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80 | *# |
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81 | |
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82 | NLPSolver(File = "ipopt_emso", |
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83 | RelativeAccuracy = 1e-6, |
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84 | hessian_approximation = "exact", |
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85 | finite_difference_perturbation = 1.0e-10, |
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86 | Derivative_Test="second-order"); |
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87 | |
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88 | end |
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89 | |
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90 | Optimization bn65 |
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91 | VARIABLES |
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92 | x1 as Real(Default=1, Lower=-4.5, Upper=4.5); |
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93 | x2 as Real(Default=5, Lower=-4.5, Upper=4.5); |
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94 | x3 as Real(Default=5, Lower=-5, Upper=5); |
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95 | |
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96 | MINIMIZE |
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97 | (x1-x2)^2 + (1/9)*(x1+x2-10)^2 + (x3-5)^2; |
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98 | |
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99 | EQUATIONS |
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100 | x1^2 + x2^2 + x3^2 < 48; |
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101 | |
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102 | OPTIONS |
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103 | Dynamic = false; |
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104 | NLPSolveNLA = false; |
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105 | NLPSolver(File = "ipopt_emso", |
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106 | Objtol = 1e-6); |
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107 | |
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108 | # NLPSolver(File = "optpp_emso", |
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109 | # RelativeAccuracy = 1e-6, |
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110 | # SecondOrderDerivative= "BFGS"); |
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111 | |
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112 | end |
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