* NLP literature problem * Murtagh and Saunders (19993) VARIABLES x1 x2 x3 x4 x5 objval objective function variable; FREE VARIABLES objval; EQUATIONS g1 g2 g3 g4 g5 f Objective function; f .. objval =e=POWER(x1-1,2)+POWER(x1-x2,2)+POWER(x2-x3,3)+POWER(x3-x4,4)+POWER(x4-x5,4); g1 .. x1+POWER(x2,2)+POWER(x3,3) =l= 2+3*SQRT(2); g2 .. -x1-POWER(x3,3)-POWER(x2,2) =l= -2-3*SQRT(2); g3 .. x2+x4-POWER(x3,2) =l= -2+2*SQRT(2); g4 .. -x2-x4+POWER(x3,2) =l= 2-2*SQRT(2); g5 .. 0.5*x1*x5+0.5*x1*x5 =e= 2; * Bounds x1.LO = -5; x1.UP = 5; x2.LO = -5; x2.UP = 5; x3.LO = -5; x3.UP = 5; x4.LO = -5; x4.UP = 5; x5.LO = -5; x5.UP = 5; * Starting point (global solution) * x1.L = 1.1166; * x2.L = 1.2204; * x3.L = 1.5378; * x4.L = 1.9728; * x5.L = 1.7911; MODEL test /ALL/; SOLVE test USING NLP MINIMIZING objval;