tp069r3.mac.m4

fmcTitle ("tp069r3")$

/* Source version 6 */

/* FMC's second native input language.                                      */
/* The Hock & Schittkowski test problem #69.                                */
/* This is the formulation of #69 to obtain the reference values for        */
/* tp069r2, i.e., tp069r3 is equivalent to tp069r2 down to the last detail. */
/* The present file has to be drawn through the m4 macro processor          */
/* at first, with or without `-Drevisedhs'. With the macro                  */
/* defined, the feasible domain is reduced in comparison with the H+S       */
/* one such that some unwanted dead corner is excluded.                     */

ifdef(`revisedhs',`define(`stricths',0)',`define(`stricths',1)')

mygetvarname (s, i) := eval_string (printf (false, sconcat (s, "~d"), i))$

a : 0.1b0$
b : 1000$
d : 1$
n : 4$
ubx2hs : 100$
           /* phi0(x2 = 6) > 9.8*10^(-10) */
           /* phi0(x2 = 5) > 2.8*10^( -7) */
           /* phi0(x2 = 4) > 3.1*10^( -5) */
ubx2r : 3$ /* phi0(x2 = 3) > 1.3*10^( -3) */
           /* phi0(x2 = 2) > 2.2*10^( -2) */
ubx2 : ifelse(stricths,1,`ubx2hs',`ubx2r')$

iv[1] : 1$ slb[1] : 0.0001b0$ sub[1] :  100$
iv[2] : 1$ slb[2] : 0$        sub[2] : ubx2$
iv[3] : 1$ slb[3] : 0$        sub[3] :    2$
iv[4] : 1$ slb[4] : 0$        sub[4] :    2$

for i : 1 thru 4 do (
  fmcInitialValue     (mygetvarname ("x", i),  iv[i]),
  fmcStrongLowerBound (mygetvarname ("x", i), slb[i]),
  fmcStrongUpperBound (mygetvarname ("x", i), sub[i])
  )$

argn : (-1) * x2 - d * sqrt (n)$
arg0 : (-1) * x2$
argp : (-1) * x2 + d * sqrt (n)$
argnerfc : (-1) * argn / sqrt (2)$
arg0erfc : (-1) * arg0 / sqrt (2)$
argperfc : (-1) * argp / sqrt (2)$
phin : (1/2) * myerfc (fmc_ident_tcb, argnerfc)$
phi0 : (1/2) * myerfc (fmc_ident_tcb, arg0erfc)$
phip : (1/2) * myerfc (fmc_ident_tcb, argperfc)$
c[1] : x3 - 2 * phi0$
c[2] : x4 - phip - phin$ /* phin may vanish but not phip */
num : b * (exp (x1) - 1) - x3$
den : exp (x1) - 1 + x4$
mf : (a * n - (num / den) * x4) / x1$

for j : 1 thru 2 do (
  fmcEquality (mygetvarname ("ce", j), c[j])
  )$

fmcMinimum (mf)$

fmcFunctionDiffHint ([ myerfc, 0,
  myerfcd (fmcFunctionArg1, fmcFunctionArg2) ])$

fmcExternalCodePath ("../../doc/RevisedHockSchittkowski/src/tp069r3x.c")$

fmcEscortFloat ('argnerfc, argnerfc)$
fmcEscortFloat ('arg0erfc, arg0erfc)$
fmcEscortFloat ('argperfc, argperfc)$

fmcEscortFloat (derfcn, myerfc (fmc_ident_tcb, argnerfc) - erfc (argnerfc))$
fmcEscortFloat (derfc0, myerfc (fmc_ident_tcb, arg0erfc) - erfc (arg0erfc))$
fmcEscortFloat (derfcp, myerfc (fmc_ident_tcb, argperfc) - erfc (argperfc))$

fmcEscortFloat ('phin, phin)$
fmcEscortFloat ('phi0, phi0)$
fmcEscortFloat ('phip, phip)$

/* argnerfc =  2.255849848486508  */
/* arg0erfc =  0.8416362861134130 */
/* argperfc = -0.5725772762596821 */

/* derfcn = -9.8*10^(-21) */
/* derfc0 = -2.0*10^(-19) */
/* derfcp = -3.3*10^(-18) */

/* phin = 0.0007107403552115447 */
/* phi0 = 0.1169733953337094    */
/* phip = 0.7909570708885923    */

/* best known objective = -956.7128866500283                  */
/* begin of best known solution belonging to the revised case */
/* x[1] = x1 = 0.02937141742170559                            */
/* x[2] = x2 = 1.190253450406911                              */
/* x[3] = x3 = 0.2339467906674188                             */
/* x[4] = x4 = 0.7916678112438039                             */
/* end of best known solution belonging to the revised case   */