Description
Another popular test problem for NLP codes.
Small Model of Type : NLP
Category : GAMS Model library
Main file : mhw4d.gms
$title Nonlinear Test Problem (MHW4D,SEQ=84)
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Another popular test problem for NLP codes.
Wright, M H, Numerical Methods for Nonlinearly Constraint Optimization.
PhD thesis, Stanford University, 1976.
Keywords: nonlinear programming, mathematics
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Variable m, x1, x2, x3, x4, x5;
Equation funct, eq1, eq2, eq3;
funct.. m =e= sqr(x1-1) + sqr(x1-x2) + power(x2-x3,3) + power(x3-x4,4) + power(x4-x5,4);
eq1.. x1 + sqr(x2) + power(x3,3) =e= 3*sqrt(2) + 2;
eq2.. x2 - sqr(x3) + x4 =e= 2*sqrt(2) - 2;
eq3.. x1*x5 =e= 2;
Model wright / all /;
x1.l = -1;
x2.l = 2;
x3.l = 1;
x4.l = -2;
x5.l = -2;
solve wright using nlp minimizing m;