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* add box2 problem from cutest
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export BOX2 | ||
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function BOX2(args...; n::Int = default_nvar, type::Val{T} = Val(Float64), m::Int = 10, kwargs...) where {T} | ||
m < 3 && @warn("BOX2: must have m ≥ 3") | ||
m = max(m, 3) | ||
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x0 = T[0; 10; 1] | ||
f(x) = one(T)/2*sum((exp(-one(T)/10*j*x[1]) - exp(-one(T)/10*j*x[2]) -x[3]*(exp(-one(T)/10*j) - exp(-T(j))))^2 for j = 1:m) | ||
c(x) = [x[3]] | ||
l = ones(T, 1) | ||
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return ADNLPModels.ADNLPModel(f, x0, c, l, l, name = "BOX2", lin = [1]; kwargs...) | ||
end |
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BOX2_meta = Dict( | ||
:nvar => 3, | ||
:variable_nvar => false, | ||
:ncon => 1, | ||
:variable_ncon => false, | ||
:minimize => true, | ||
:name => "BOX2", | ||
:has_equalities_only => true, | ||
:has_inequalities_only => false, | ||
:has_bounds => false, | ||
:has_fixed_variables => false, | ||
:objtype => :other, | ||
:contype => :general, | ||
:best_known_lower_bound => -Inf, | ||
:best_known_upper_bound => 0.9422842504428566, | ||
:is_feasible => true, | ||
:defined_everywhere => missing, | ||
:origin => :unknown, | ||
) | ||
get_BOX2_nvar(; n::Integer = default_nvar, kwargs...) = 3 | ||
get_BOX2_ncon(; n::Integer = default_nvar, kwargs...) = 1 | ||
get_BOX2_nlin(; n::Integer = default_nvar, kwargs...) = 1 | ||
get_BOX2_nnln(; n::Integer = default_nvar, kwargs...) = 0 | ||
get_BOX2_nequ(; n::Integer = default_nvar, kwargs...) = 1 | ||
get_BOX2_nineq(; n::Integer = default_nvar, kwargs...) = 0 |
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# Box problem in 2 variables, obtained by fixing X3 = 1 in BOX2. | ||
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# Source: Problem 11 in | ||
# A.R. Buckley, | ||
# "Test functions for unconstrained minimization", | ||
# TR 1989CS-3, Mathematics, statistics and computing centre, | ||
# Dalhousie University, Halifax (CDN), 1989. | ||
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# classification SXR2-AN-3-0 | ||
export BOX2 | ||
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function BOX2(args...; n::Int = default_nvar, m::Int = 10, kwargs...) | ||
m < 3 && @warn("BOX2: must have m ≥ 3") | ||
m = max(m, 3) | ||
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nlp = Model() | ||
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x0 = [0.0; 10.0; 1.0] | ||
@variable(nlp, x[i=1:3], start = x0[i]) | ||
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@NLobjective( | ||
nlp, | ||
Min, | ||
0.5*sum((exp(-0.1*j*x[1]) - exp(-0.1*j*x[2]) -x[3]*(exp(-0.1*j) - exp(-j)))^2 for j = 1:m)) | ||
@constraint(nlp, x[3] == 1) | ||
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return nlp | ||
end |