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Add Dembo geometric programming test problems from 1976 paper #409
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0dd9322
Add Dembo geometric programming test problems from 1976 paper (issue …
arnavk23 86e206a
Remove dembo_gp4c files for renaming to dembo_gp4b
arnavk23 b13e1a8
Create dembo_gp4b files with correct naming (was dembo_gp4c)
arnavk23 c76b7c1
Fix dembo_gp1b: align ADNLPProblems and PureJuMP constraints
arnavk23 24f0c4c
Fix dembo_gp3: align ADNLPProblems with PureJuMP formulation
arnavk23 3bfcbf6
Fix dembo_gp4a and dembo_gp5 objectives to match PureJuMP
arnavk23 20534d0
Fix dembo_gp6 and dembo_gp7 objectives and constraints to match PureJuMP
arnavk23 bbdfdd5
Fix dembo_gp8a: replace with correct linear programming formulation
arnavk23 bc86bab
Apply suggestions from code review
arnavk23 144107a
Fix dembo_gp meta files: change contype to :general
arnavk23 f4ff472
Fix remaining meta field type errors - origin must be Symbol
arnavk23 02a054d
Clean up dembo_gp meta files: remove invalid fields and fix origin sy…
arnavk23 b8b80d9
Fix dembo_gp1a: align ADNLP with PureJuMP linear constraint
arnavk23 ee84f5c
Fix metadata constraint type classification for dembo_gp problems
arnavk23 c65a772
Delete BF01580667.pdf
arnavk23 7286727
Merge branch 'JuliaSmoothOptimizers:main' into fix/dembo-geometric-pr…
arnavk23 4396ce1
Fix: Separate linear constraints from nonlinear in dembo_gp problems
arnavk23 59e1036
Apply suggestions from code review
arnavk23 d6c3cdf
Add variable bounds to dembo_gp4a to match PureJuMP version
arnavk23 1cfcf31
Move docstrings from ADNLPProblems to PureJuMP for dembo_gp problems
arnavk23 09d3dfb
Apply suggestions from code review
arnavk23 4efa1d6
copilot suggestions
arnavk23 bcedfac
Rebuild Dembo GP problems 2-7 from 1976 paper
arnavk23 3254c1b
Remove debug artifacts and PDF extraction files
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,21 @@ | ||
| export dembo_gp1a | ||
|
|
||
| function dembo_gp1a(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return exp(x[1]) + exp(x[2]) | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| # Constraint: 0.5*(1 + exp(-x1)) + 0.5*(1 + exp(-x2)) >= 1 | ||
| # Rewritten as: 0.5 + 0.5*exp(-x1) + 0.5 + 0.5*exp(-x2) - 1 >= 0 | ||
| # Or: 0.5*exp(-x1) + 0.5*exp(-x2) >= 0 (always satisfied) | ||
| # The original form from the paper: | ||
| cx[1] = 0.5 / (1 + exp(-x[1])) + 0.5 / (1 + exp(-x[2])) | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[0.0, 0.0] | ||
| lcon = T[1.0] | ||
| ucon = T[Inf] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp1a"; kwargs...) | ||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,18 @@ | ||
| export dembo_gp1b | ||
|
|
||
| function dembo_gp1b(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return exp(x[1]) + exp(x[2]) | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| # Constraint variant | ||
| cx[1] = (1 + exp(-x[1]))^(-1) + (1 + exp(-x[2]))^(-1) | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[0.0, 0.0] | ||
| lcon = T[1.0] | ||
| ucon = T[Inf] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp1b"; kwargs...) | ||
|
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| end | ||
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| @@ -0,0 +1,19 @@ | ||
| export dembo_gp2 | ||
|
|
||
| function dembo_gp2(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return (x[1]+1)^2 + (x[2]+1)^2 + (x[3]+1)^2 | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| # Constraints from geometric programming | ||
| cx[1] = x[1] + x[2] - x[3] | ||
| cx[2] = x[1]^2 + x[2]^2 - 1 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[1.0, 1.0, 1.0] | ||
| lcon = T[0.0, -Inf] | ||
|
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| ucon = T[0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp2"; kwargs...) | ||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,19 @@ | ||
| export dembo_gp3 | ||
|
|
||
| function dembo_gp3(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return 0.5 * x[1] * x[4] + 0.5 * x[2] * x[4] + x[3] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1]^3 + x[2]^3 - 1 | ||
| cx[2] = x[1]^2 * x[3] - 1 | ||
| cx[3] = x[4]^2 - 1 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[0.5, 0.5, 0.5, 1.0] | ||
| lcon = T[0.0, 0.0, 0.0] | ||
| ucon = T[0.0, 0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp3"; kwargs...) | ||
|
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||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,18 @@ | ||
| export dembo_gp4a | ||
|
|
||
| function dembo_gp4a(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return x[1] * x[2] * x[3] * x[4] * x[5] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1] + x[2] + x[3] + x[4] + x[5] - 5 | ||
| cx[2] = x[1]^2 + x[2]^2 + x[3]^2 + x[4]^2 + x[5]^2 - 5 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[1.0, 1.0, 1.0, 1.0, 1.0] | ||
| lcon = T[0.0, 0.0] | ||
| ucon = T[0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp4a"; kwargs...) | ||
|
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| end | ||
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| @@ -0,0 +1,17 @@ | ||
| export dembo_gp4b | ||
|
|
||
| function dembo_gp4b(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return x[1] * x[2] * x[3] * x[4] * x[5] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1] + 2*x[2] + 3*x[3] + 4*x[4] + 5*x[5] - 3 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[1.0, 1.0, 1.0, 1.0, 1.0] | ||
| lcon = T[0.0] | ||
| ucon = T[0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp4b"; kwargs...) | ||
|
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| end | ||
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| @@ -0,0 +1,18 @@ | ||
| export dembo_gp5 | ||
|
|
||
| function dembo_gp5(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return 10*x[1]*x[2]*x[3] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1] + 2*x[2] + 2*x[3] - 72 | ||
| cx[2] = 2*x[1] + x[2] + 2*x[3] - 100 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[10.0, 10.0, 10.0] | ||
| lcon = T[0.0, 0.0] | ||
| ucon = T[0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp5"; kwargs...) | ||
|
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||
| end | ||
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,19 @@ | ||
| export dembo_gp6 | ||
|
|
||
| function dembo_gp6(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return (0.5*x[1]*x[4] + 0.25*x[2]*x[4] + 0.25*x[3]*x[4]) | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1]^(0.2) + x[2]^(0.2) + x[3]^(0.2) - 100 | ||
| cx[2] = x[1]^2 + x[2]^2 + x[3]^2 - 10 | ||
| cx[3] = x[4] - 0.5 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[10.0, 10.0, 10.0, 1.0] | ||
| lcon = T[0.0, 0.0, 0.0] | ||
| ucon = T[0.0, 0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp6"; kwargs...) | ||
|
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||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,18 @@ | ||
| export dembo_gp7 | ||
|
|
||
| function dembo_gp7(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return 0.5*x[1] + 0.6*x[2] - 0.5*x[3]*x[4] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = x[1] + x[2] - 2*x[3] - 2*x[4] | ||
| cx[2] = x[1]^2 + x[2]^2 - 4*x[3] - 4*x[4] | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[1.0, 1.0, 1.0, 1.0] | ||
| lcon = T[0.0, 0.0] | ||
| ucon = T[0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp7"; kwargs...) | ||
|
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||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,20 @@ | ||
| export dembo_gp8a | ||
|
|
||
| function dembo_gp8a(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T} | ||
| function f(x) | ||
| return (x[1] - 10)^2 + 5*(x[2] - 12)^2 + x[3]^4 + 3*(x[4] - 11)^2 + 10*x[5]^6 + 7*x[6]^2 + x[7]^4 - 4*x[6]*x[7] - 10*x[6] - 8*x[7] | ||
| end | ||
|
|
||
| function c!(cx, x) | ||
| cx[1] = 2*x[1]^2 + 3*x[2]^4 + x[3] + 4*x[4]^2 + 5*x[5] + 127 | ||
| cx[2] = 7*x[1] + 8*x[2] + x[3]^2 + 100 - 3*x[4] | ||
| cx[3] = 23*x[1]^2 + x[2]^2 + 6*x[6]^2 - 8*x[7] - 196 | ||
| cx[4] = 4*x[1]^2 + x[2]^2 - 3*x[1]*x[2] + 2*x[3]^2 + 5*x[6] - 11*x[7] - 40 | ||
| return cx | ||
| end | ||
|
|
||
| x0 = T[2.0, 3.0, -1.0, 1.0, 2.0, 9.9, 1.4] | ||
| lcon = T[-Inf, -Inf, -Inf, -Inf] | ||
| ucon = T[0.0, 0.0, 0.0, 0.0] | ||
| return ADNLPModels.ADNLPModel!(f, x0, c!, lcon, ucon, name = "dembo_gp8a"; kwargs...) | ||
|
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||
| end | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp1a_meta = Dict( | ||
| :nvar => 2, | ||
| :variable_nvar => false, | ||
| :ncon => 1, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp1a", | ||
| :has_equalities_only => false, | ||
| :has_inequalities_only => true, | ||
| :has_bounds => false, | ||
| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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||
| ) | ||
| get_dembo_gp1a_nvar(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp1a_ncon(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp1a_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp1a_nnln(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp1a_nequ(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp1a_nineq(; n::Integer = default_nvar, kwargs...) = 1 | ||
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp1b_meta = Dict( | ||
| :nvar => 2, | ||
| :variable_nvar => false, | ||
| :ncon => 1, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp1b", | ||
| :has_equalities_only => false, | ||
| :has_inequalities_only => true, | ||
| :has_bounds => false, | ||
| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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|
||
| ) | ||
| get_dembo_gp1b_nvar(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp1b_ncon(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp1b_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp1b_nnln(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp1b_nequ(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp1b_nineq(; n::Integer = default_nvar, kwargs...) = 1 | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp2_meta = Dict( | ||
| :nvar => 3, | ||
| :variable_nvar => false, | ||
| :ncon => 2, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp2", | ||
| :has_equalities_only => true, | ||
| :has_inequalities_only => false, | ||
| :has_bounds => false, | ||
| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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|
||
| ) | ||
| get_dembo_gp2_nvar(; n::Integer = default_nvar, kwargs...) = 3 | ||
| get_dembo_gp2_ncon(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp2_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp2_nnln(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp2_nequ(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp2_nineq(; n::Integer = default_nvar, kwargs...) = 0 | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp3_meta = Dict( | ||
| :nvar => 4, | ||
| :variable_nvar => false, | ||
| :ncon => 3, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp3", | ||
| :has_equalities_only => true, | ||
| :has_inequalities_only => false, | ||
| :has_bounds => false, | ||
|
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|
||
| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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|
||
| ) | ||
| get_dembo_gp3_nvar(; n::Integer = default_nvar, kwargs...) = 4 | ||
| get_dembo_gp3_ncon(; n::Integer = default_nvar, kwargs...) = 3 | ||
| get_dembo_gp3_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp3_nnln(; n::Integer = default_nvar, kwargs...) = 3 | ||
| get_dembo_gp3_nequ(; n::Integer = default_nvar, kwargs...) = 3 | ||
| get_dembo_gp3_nineq(; n::Integer = default_nvar, kwargs...) = 0 | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp4a_meta = Dict( | ||
| :nvar => 5, | ||
| :variable_nvar => false, | ||
| :ncon => 2, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp4a", | ||
| :has_equalities_only => true, | ||
| :has_inequalities_only => false, | ||
| :has_bounds => false, | ||
|
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|
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| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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| ) | ||
| get_dembo_gp4a_nvar(; n::Integer = default_nvar, kwargs...) = 5 | ||
| get_dembo_gp4a_ncon(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp4a_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp4a_nnln(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp4a_nequ(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp4a_nineq(; n::Integer = default_nvar, kwargs...) = 0 | ||
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp4b_meta = Dict( | ||
| :nvar => 5, | ||
| :variable_nvar => false, | ||
| :ncon => 1, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp4b", | ||
| :has_equalities_only => true, | ||
| :has_inequalities_only => false, | ||
| :has_bounds => false, | ||
| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
| ) | ||
| get_dembo_gp4b_nvar(; n::Integer = default_nvar, kwargs...) = 5 | ||
| get_dembo_gp4b_ncon(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp4b_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp4b_nnln(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp4b_nequ(; n::Integer = default_nvar, kwargs...) = 1 | ||
| get_dembo_gp4b_nineq(; n::Integer = default_nvar, kwargs...) = 0 |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,25 @@ | ||
| dembo_gp5_meta = Dict( | ||
| :nvar => 3, | ||
| :variable_nvar => false, | ||
| :ncon => 2, | ||
| :variable_ncon => false, | ||
| :minimize => true, | ||
| :name => "dembo_gp5", | ||
| :has_equalities_only => true, | ||
| :has_inequalities_only => false, | ||
| :has_bounds => false, | ||
|
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| :has_fixed_variables => false, | ||
| :objtype => :other, | ||
| :contype => :nonlinearly_constrained, | ||
| :best_known_lower_bound => -Inf, | ||
| :best_known_upper_bound => Inf, | ||
| :is_feasible => true, | ||
| :defined_everywhere => missing, | ||
| :origin => "Dembo, Ron S. A set of geometric programming test problems and their solutions. Mathematical Programming 10.1 (1976): 192-213.", | ||
|
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|
||
| ) | ||
| get_dembo_gp5_nvar(; n::Integer = default_nvar, kwargs...) = 3 | ||
| get_dembo_gp5_ncon(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp5_nlin(; n::Integer = default_nvar, kwargs...) = 0 | ||
| get_dembo_gp5_nnln(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp5_nequ(; n::Integer = default_nvar, kwargs...) = 2 | ||
| get_dembo_gp5_nineq(; n::Integer = default_nvar, kwargs...) = 0 | ||
|
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