# An example from Luenberger # (Intro to Linear and Nonlinear Prog. (1984), the chain problem) # written in AMPL by Yu-Ju Kuo and Hans D. Mittelmann, 6/2001 param N; param NH; param NG; param N2:=N/2; var X{i in 1..N}:=if(N2+1<=i<=N) then sqrt(1-(16/N)^2) else -sqrt(1-(16/N)^2); minimize obj:sum{i in 1..N}(N-i+.5)*X[i]; s.t. hx1:-16+sum{j in 1..N}sqrt(1-X[j]^2)=0; s.t. hx2: sum{j in 1..N}X[j]=0; s.t. g1i{i in 1..N}: X[i]+1>=0; s.t. g2i{i in N+1..NG}: 1-X[i-N]>=0; data; param N:=50; param NH:=2; param NG:=100;