# Dembo1b (the scaled version) # written in AMPL by Yu-Ju Kuo and Hans D. Mittelmann, 6/2001 param N:=12; param NH:=0; param NG:=15; var X{1..N}:=4; param ALF{1..11}; param AL2{1..4,1..9}; param AL3{1..3,1..5}; param GAMF; param KF{1..11}; param K2{1..4,1..9}; param K3{1..3,1..5}; param GAM2{1..9}; param GAM3{1..5}; param DL2{1..N}; param DL3{1..N}; param UG{1..12}; var EXPO{i in 1..11}=exp(ALF[i]*log(abs(X[KF[i]]))); var EXPO2{i in 1..9,j in 1..4}=exp(AL2[j,i]*log(abs(X[K2[j,i]]))); var EXPO3{i in 1..5, j in 1..3}=exp(AL3[j,i]*log(abs(X[K3[j,i]]))); minimize obj: GAMF*EXPO[1]*EXPO[2]*EXPO[3]*EXPO[4]*EXPO[5]*EXPO[6]* EXPO[7]*EXPO[8]*EXPO[9]*EXPO[10]*EXPO[11]; s.t. gx1: (1.D0-5.36373D-2*X[1]-2.1863746e-2*X[2]-9.7733533e-2*X[3] -6.6940803e-3*X[4]*X[5])*10>=0; s.t. gx2: 10*( 1+sum{i in 1..N}DL2[i]*X[i]+ sum{i in 1..9}GAM2[i]*EXPO2[i,1]*EXPO2[i,2]*EXPO2[i,3]*EXPO2[i,4])>=0; s.t. gx3: 10*(1+sum{i in 1..N}DL3[i]*X[i]+ sum{i in 1..5}GAM3[i]*EXPO3[i,1]*EXPO3[i,2]*EXPO3[i,3])>=0; s.t. gx4{i in 4..NG}: 100*(X[i-3]-UG[i-3])>=0; data; param KF:= 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 11 11; param GAMF:=100000; param ALF:= 1 -0.001331720e0 2 -0.002270927e0 3 -0.00248546e0 4 -4.67e0 5 -4.671973e0 6 -0.00814e0 7 -0.008092e0 8 -.005e0 9 -.000909e0 10 -0.00088e0 11 -0.00119e0; param GAM2:= 1 -1.e-9 2 -1.e-9 3 -1.e-3 4 -1.e-3 5 -1.0898645e-1 6 -1.6108052e-5 7 -1.0e-23 8 -1.9304541e-8 9 -1.e-4; param GAM3:= 1 -1.0898645e-1 2 -1.6108052e-5 3 -1.e-23 4 -1.9304541e-8 5 -1.1184059e-4; param AL2 (tr):= : 1 2 3 4 := 1 1.e0 1.e0 0.0e0 0.0e0 2 1.e0 -1.e0 0.e0 0.e0 3 1.e0 -1.e0 0.e0 0.e0 4 1.e0 1.e0 0.e0 0.e0 5 1.e0 1.e0 0.e0 0.e0 6 1.e0 1.e0 -1.e0 0.e0 7 1.e0 1.e0 1.e0 0.e0 8 1.e0 -1.e0 1.e0 -2.e0 9 1.e0 -1.e0 0.e0 0.e0; param K2 (tr):= : 1 2 3 4 := 1 4 12 0 0 2 5 12 0 0 3 6 12 0 0 4 7 12 0 0 5 4 5 0 0 6 2 5 12 0 7 2 4 5 0 8 2 4 4 12 9 10 12 0 0; param AL3 (tr):= : 1 2 3:= 1 1.e0 1.e0 0.e0 2 1.e0 1.e0 0.e0 3 1.e0 1 1 4 1.e0 -1.e0 1.e0 5 1.e0 1.e0 0.e0; param K3 (tr):= : 1 2 3:= 1 4 5 0 2 2 5 0 3 2 4 5 4 2 4 5 5 1 9 0; param UG:= 1 .1 2 .1 3 .1 4 .01 5 1 6 .1 7 .1 8 .1 9 .1 10 .1 11 .1 12 .1; param DL2:= 1 -1.e-6 2 -1.e-5 3 -1.e-6 4 0.e0 5 0 6 0 7 0 8 0 9 0 10 0 11 0 12 0; param DL3:= 1 -1.e-6 2 -1.e-5 3 -1.e-6 4 -1.e-9 5 -1.e-9 6 -1.e-3 7 0.e0 8 -1.e-3 9 -1.e-5 10 0.e0 11 -1.e-4 12 0.e0;