*--------------------------------------------------------------* * Test Problem 3 from Chapter 8, section 5.5 * * Nonlinear Model * *--------------------------------------------------------------* Sets m number of data sets /1*25/ n number of variables /1*2/ p number of parameters /1*2/; Parameters ze(m,n) observed data values std(n) standard deviations; Variables z(m,n) fitted data variables a(p) model parameters c cost function; table ze(m,n) 1 2 1 0.113 1.851 2 0.126 1.854 3 0.172 1.849 4 0.155 1.815 5 0.219 1.828 6 0.245 1.847 7 0.274 1.804 8 0.264 1.832 9 0.312 1.838 10 0.324 1.817 11 0.333 1.820 12 0.399 1.845 13 0.417 1.829 14 0.419 1.832 15 0.439 1.820 16 0.475 1.820 17 0.506 1.799 18 0.538 1.838 19 0.538 1.835 20 0.591 1.811 21 0.578 1.794 22 0.626 1.825 23 0.659 1.801 24 0.668 1.810 25 0.687 1.802; std(n) = 1; Equations obj objective function con(m) non-convex equality constraint; obj.. c =e= sum(m,sum(n,sqr((z(m,n)-ze(m,n))/std(n)))); con(m) .. -z(m,'2') + a('1') + 1/(z(m,'1') - a('2')) =e= 0; model problem /obj,con/; z.lo(m,n) = ze(m,n) - 0.5; z.up(m,n) = ze(m,n) + 0.5; a.lo('1') = 1; a.lo('2') = 2; a.up('1') = 10; a.up('2') = 10; z.l(m,n) = uniform(z.lo(m,n),z.up(m,n)); a.l(p) = uniform(a.lo(p), a.up(p)); solve problem using nlp minimizing c;