*--------------------------------------------------------------* * Quadratic Programming - Test Problem 1 * *--------------------------------------------------------------* File res / results / ; Put res ; Sets i /1*5/ alias(i,j); Parameters c(i) /1 42 2 44 3 45 4 47 5 47.5/ Q(i,j); loop(i, loop(j, Q(i,j) = 100 $ (ord(i) eq ord(j)))); Variables x(i) f; loop(i, x.lo(i) = 0; x.up(i) = 1); Equations Obj objective function Con constraint function; Obj .. f =e= sum(i, c(i)*x(i)) - 0.5*sum(i, x(i)*sum(j, Q(i,j)*x(j))); Con .. 20*x('1') + 12*x('2') + 11*x('3') + 7*x('4') + 4*x('5') - 40 =l= 0; Model problem /Obj, Con/; x.l('1') = 1; x.l('2') = 1; x.l('3') = 0; x.l('4') = 1; x.l('5') = 0; solve problem using nlp minimizing f; PUT "Min f",f.l:16:10//; Loop(i, PUT "x ",x.l(i):16:10//);