Add hs67

src/ADNLPProblems/hs67.jl

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+# Hock and Schittkowski problem number 67.
+#
+#   Source:
+#   Problem 67 in
+#   W. Hock and K. Schittkowski,
+#   Test examples for nonlinear programming codes,
+#   Lectures Notes in Economics and Mathematical Systems 187,
+#   Springer Verlag, Heidelberg, 1981.
+#
+#   classification GGI-P1-1
+#
+# Original sources
+#
+# A.R. Colville, A comparative study on nonlinear programming codes,
+# IBM Scientific Center REport 320-2949, New York, 1968.
+#
+# D.M. Himmelbau, Applied nonlinear programming, McGraw-Hill Book-Company, New York, 1972.
+#
+
+export hs67
+
+function hs67(; n::Int = default_nvar, type::Val{T} = Val(Float64), kwargs...) where {T}
+
+  a = [0, 0, 85, 90, 3, 1 // 100, 145, 5000, 2000, 93, 95, 12, 4, 162]
+  function yvec(x)
+    y = similar(x, 8)
+    y[2] = 16 // 10 * x[1]
+    y[3] = 122 // 100 * y[2] - x[1]
+    y[6] = (x[2] + y[3]) / x[1]
+    yc = 1 // 100 * x[1] * (112 + 13167 // 1000 * y[6] - 6667 // 10000 * y[6]^2)
+    while abs(yc - y[2]) > 0.001
+      y[2] = yc
+      y[3] = 122 // 100 * y[2] - x[1]
+      y[6] = (x[2] + y[3]) / x[1]
+      yc = 1 // 100 * x[1] * (112 + 13167 // 1000 * y[6] - 6667 // 10000 * y[6]^2)
+    end
+
+    y[4] = 93
+    y[5] = 8635 // 100 + 1098 // 1000 * y[6] - 38 // 1000 * y[6]^2 + 325 // 1000 * (y[4] - 89)
+    y[8] = 3 * y[5] - 133
+    y[7] = 3582 // 100 - 222 // 1000 * y[8]
+    yc = 98000 * x[3] / (y[2] * y[7] + 1000 * x[3])
+    while abs(yc - y[4]) > 0.001
+      y[4] = yc
+      y[5] = 8635 // 100 + 1098 // 1000 * y[6] - 38 // 1000 * y[6]^2 + 325 // 1000 * (y[4] - 89)
+      y[8] = 3 * y[5] - 133
+      y[7] = 3582 // 100 - 222 // 1000 * y[8]
+      yc = 98000 * x[3] / (y[2] * y[7] + 1000 * x[3])
+    end
+    return y
+  end
+
+  function f(x)
+    y = yvec(x)
+    return - (63 // 1000 * y[2] * y[5] - 504 // 100 * x[1] - 336 // 100 * y[3] - 35 // 1000 * x[2] - 10 * x[3])
+  end
+  x0 = T[1745, 12000, 110]
+  uvar = T[1e-5, 1e-5, 1e-5]
+  lvar = T[2e3, 1.6e4, 1.2e2]
+  function c(x)
+    y = yvec(x)
+    return vcat(
+      [y[i+1] - a[i] for i=1:7],
+      [a[i] - y[i - 6] for i=8:14]
+    )
+  end
+  lcon = zeros(T, 14)
+  ucon = T(Inf) * ones(T, 14)
+  return ADNLPModels.ADNLPModel(f, x0, lvar, uvar, c, lcon, ucon, name = "hs67"; kwargs...)
+end

src/Meta/hs67.jl

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+hs67_meta = Dict(
+  :nvar => 3,
+  :variable_nvar => false,
+  :ncon => 14,
+  :variable_ncon => false,
+  :minimize => true,
+  :name => "hs67",
+  :has_equalities_only => false,
+  :has_inequalities_only => true,
+  :has_bounds => true,
+  :has_fixed_variables => false,
+  :objtype => :other,
+  :contype => :general,
+  :best_known_lower_bound => -Inf,
+  :best_known_upper_bound => Inf,
+  :is_feasible => true,
+  :defined_everywhere => false,
+  :origin => :unknown,
+)
+get_hs67_nvar(; n::Integer = default_nvar, kwargs...) = 3
+get_hs67_ncon(; n::Integer = default_nvar, kwargs...) = 14
+get_hs67_nlin(; n::Integer = default_nvar, kwargs...) = 0
+get_hs67_nnln(; n::Integer = default_nvar, kwargs...) = 14
+get_hs67_nequ(; n::Integer = default_nvar, kwargs...) = 0
+get_hs67_nineq(; n::Integer = default_nvar, kwargs...) = 14