#*------------------------------------------------------------------- * 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