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1
2***************************
3* SET UP THE INITIAL DATA *
4***************************
5
6NAME GENROSE
7
8* Problem :
9* --------
10
11* The generalized Rosenbrock function.
12
13* Source: problem 5 in
14* S. Nash,
15* "Newton-type minimization via the Lanczos process",
16* SIAM J. Num. Anal. 21, 1984, 770-788.
17
18* SIF input: Nick Gould, Oct 1992.
19* minor correction by Ph. Shott, Jan 1995.
20
21* classification SUR2-AN-V-0
22
23* Number of variables
24
25*IE N 5
26*IE N 10
27*IE N 100
28 IE N 500
29
30* other parameter definitions
31
32 IE 1 1
33 IE 2 2
34 IA N-1 N -1
35 IA N+1 N 1
36 RI RN+1 N+1
37
38VARIABLES
39
40 DO I 1 N
41 X X(I)
42 ND
43
44GROUPS
45
46 N OBJ
47
48 DO I 2 N
49 XN Q(I) 'SCALE' 0.01
50 XN Q(I) X(I) 1.0
51 XN L(I) X(I) 1.0
52 ND
53
54CONSTANTS
55
56 GENROSE OBJ -1.0
57
58 DO I 2 N
59 X GENROSE L(I) 1.0
60 ND
61
62BOUNDS
63
64 FR GENROSE 'DEFAULT'
65
66START POINT
67
68* start with X(I) = I/N+1.
69
70 DO I 1 N
71
72 RI RI I
73 R/ T RI RN+1
74 ZV GENROSE X(I) T
75
76 ND
77
78ELEMENT TYPE
79
80 EV MSQR V
81
82ELEMENT USES
83
84 XT 'DEFAULT' MSQR
85
86 DO I 2 N
87 IA I-1 I -1
88 ZV Q(I) V X(I-1)
89 ND
90
91GROUP TYPE
92
93 GV L2 GVAR
94
95GROUP USES
96
97 XT 'DEFAULT' L2
98
99 DO I 2 N
100 XE Q(I) Q(I)
101 ND
102
103OBJECT BOUND
104
105 LO GENROSE 1.0
106
107* Solution
108
109*LO SOLTN 1.0
110
111ENDATA
112
113***********************
114* SET UP THE FUNCTION *
115* AND RANGE ROUTINES *
116***********************
117
118ELEMENTS GENROSE
119
120INDIVIDUALS
121
122 T MSQR
123 F - V ** 2
124 G V - 2.0D+0 * V
125 H V V - 2.0D+0
126
127
128ENDATA
129
130*********************
131* SET UP THE GROUPS *
132* ROUTINE *
133*********************
134
135GROUPS GENROSE
136
137INDIVIDUALS
138
139 T L2
140 F GVAR * GVAR
141 G GVAR + GVAR
142 H 2.0
143
144ENDATA
145

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