Add Dembo geometric programming test problems from 1976 paper

src/ADNLPProblems/dembo_gp2.jl

@@ -0,0 +1,60 @@
+export dembo_gp2
+
+function dembo_gp2(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  c = T[
+    5.35785470,
+    0.83568910,
+    37.239239,
+    -40792.1410,
+    0.00002584,
+    -0.00006663,
+    -0.00000734,
+    0.000853007,
+    0.00009395,
+    -0.00033085,
+    1330.32937,
+    -0.42002610,
+    -0.30585975,
+    0.00024186,
+    0.00010159,
+    0.00007379,
+    2275.132693,
+    -0.26680980,
+    -0.40583930,
+    0.00029955,
+    0.00007992,
+    0.00012157,
+  ]
+
+  function f(x)
+    return c[1] * x[2] + c[2] * x[1] * x[5] + c[3] * x[1] + c[4]
+  end
+
+  function c!(cx, x)
+    cx[1] = c[5] * x[3] * x[5] + c[6] * x[2] * x[5] + c[7] * x[1] * x[4]
+    cx[2] = c[8] * x[2] * x[5] + c[9] * x[1] * x[4] + c[10] * x[3] * x[5]
+    cx[3] = c[11] / (x[2] * x[5]) + c[12] * x[1] / x[5] + c[13] / x[5]
+    cx[4] = c[14] * x[2] * x[5] + c[15] * x[1] * x[2] + c[16] * x[2]
+    cx[5] = c[17] / (x[3] * x[5]) + c[18] * x[1] / x[5] + c[19] * x[4] / x[5]
+    cx[6] = c[20] * x[3] * x[5] + c[21] * x[1] * x[3] + c[22] * x[3] * x[4]
+    return cx
+  end
+
+  x0 = T[78.62, 33.44, 31.07, 44.18, 35.22]
+  lvar = T[78.0, 33.0, 27.0, 27.0, 27.0]
+  uvar = T[102.0, 45.0, 45.0, 45.0, 45.0]
+  lcon = fill(T(-Inf), 6)
+  ucon = fill(T(0), 6)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp2";
+    kwargs...,
+  )
+end

src/ADNLPProblems/dembo_gp3.jl

@@ -0,0 +1,90 @@
+export dembo_gp3
+
+function dembo_gp3(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  c = T[
+    1.715,
+    0.035,
+    4.0565,
+    10.0,
+    3000.0,
+    -0.063,
+    0.59553571e-2,
+    0.88392857,
+    -0.11756250,
+    1.10880000,
+    0.13035330,
+    -0.00660330,
+    0.66173269e-3,
+    0.17239878e-1,
+    -0.56595559e-2,
+    -0.19120592e-1,
+    0.56850750e2,
+    1.08702000,
+    0.32175000,
+    -0.03762000,
+    0.00619800,
+    0.24623121e4,
+    -0.25125634e2,
+    0.16118996e3,
+    5000.0,
+    -0.48951000e6,
+    0.44333333e2,
+    0.33000000,
+    0.02255600,
+    -0.00759500,
+    0.00061000,
+    -0.0005,
+    0.81967200,
+    0.81967200,
+    24500.0,
+    -250.0,
+    0.10204082e-1,
+    0.12244898e-4,
+    0.00006250,
+    0.00006250,
+    -0.00007625,
+    1.22,
+    1.0,
+    -1.0,
+  ]
+
+  function f(x)
+    return c[1] * x[1] + c[2] * x[1] * x[6] + c[3] * x[3] + c[4] * x[2] + c[5] + c[6] * x[3] * x[5]
+  end
+
+  function c!(cx, x)
+    cx[1] = c[7] * x[2] + c[8] * x[3] / x[1] + c[9] * x[6]
+    cx[2] = c[10] * x[1] / x[3] + c[11] * x[1] * x[6] / x[3] + c[12] * x[1] * x[2] / x[3]
+    cx[3] = c[13] * x[2] + c[14] * x[5] + c[15] * x[4] + c[16] * x[6]
+    cx[4] = c[17] / x[5] + c[18] * x[6] / x[5] + c[19] * x[4] / x[5] + c[20] * x[2] / x[5]
+    cx[5] = c[21] * x[7] + c[22] * x[2] / (x[3] * x[4]) + c[23] * x[2] / x[3]
+    cx[6] = c[24] / x[7] + c[25] * x[2] / (x[3] * x[7]) + c[26] * x[2] / (x[3] * x[4] * x[7])
+    cx[7] = c[27] / x[7] + c[28] * x[7] / x[5]
+    cx[8] = c[29] * x[5] + c[30] * x[7]
+    cx[9] = c[31] * x[3] + c[32] * x[1]
+    cx[10] = c[33] * x[1] / x[3] + c[34] / x[3]
+    cx[11] = c[35] * x[2] / (x[3] * x[4]) + c[36] * x[2] / x[3]
+    cx[12] = c[37] * x[4] + c[38] * x[3] * x[4] / x[2]
+    cx[13] = c[39] * x[1] * x[6] + c[40] * x[1] + c[41] * x[3]
+    cx[14] = c[42] * x[3] / x[1] + c[43] / x[1] + c[44] * x[6]
+    return cx
+  end
+
+  x0 = T[1745.0, 110.0, 3048.0, 89.0, 92.0, 8.0, 145.0]
+  lvar = T[1.0, 1.0, 1.0, 85.0, 90.0, 3.0, 145.0]
+  uvar = T[2000.0, 120.0, 5000.0, 93.0, 95.0, 12.0, 162.0]
+  lcon = fill(T(-Inf), 14)
+  ucon = fill(T(0), 14)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp3";
+    kwargs...,
+  )
+end

src/ADNLPProblems/dembo_gp4a.jl

@@ -0,0 +1,33 @@
+export dembo_gp4a
+
+function dembo_gp4a(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  function f(x)
+    return T(0.4) * x[1]^T(0.67) * x[7]^T(0.67) + T(0.4) * x[2]^T(0.67) * x[8]^T(0.67) + T(10) - x[1] - x[2]
+  end
+
+  function c!(cx, x)
+    cx[1] = T(0.0588) * x[5] * x[7] + T(0.1) * x[1]
+    cx[2] = T(0.0588) * x[6] * x[8] + T(0.1) * x[1] + T(0.1) * x[2]
+    cx[3] = T(4) * x[3] / x[5] + T(2) * x[3]^T(0.71) / x[5] + T(0.0588) * x[3]^T(1.3) * x[7]
+    cx[4] = T(4) * x[4] / x[6] + T(2) * x[4]^T(0.71) / x[6] + T(0.0588) * x[4]^T(1.3) * x[8]
+    return cx
+  end
+
+  x0 = T[6.0, 3.0, 0.4, 0.2, 6.0, 6.0, 1.0, 0.5]
+  lvar = fill(T(0.1), 8)
+  uvar = fill(T(10), 8)
+  lcon = fill(T(-Inf), 4)
+  ucon = fill(T(0), 4)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp4a";
+    kwargs...,
+  )
+end

src/ADNLPProblems/dembo_gp4b.jl

@@ -0,0 +1,33 @@
+export dembo_gp4b
+
+function dembo_gp4b(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  function f(x)
+    return T(0.4) * x[1]^T(0.67) * x[7]^T(0.67) + T(0.4) * x[2]^T(0.67) * x[8]^T(0.67) + T(10) - x[1] - x[2]
+  end
+
+  function c!(cx, x)
+    cx[1] = T(0.0588) * x[5] * x[7] + T(0.1) * x[1]
+    cx[2] = T(0.0588) * x[6] * x[8] + T(0.1) * x[1] + T(0.1) * x[2]
+    cx[3] = T(4) * x[3] / x[5] + T(2) * x[3]^T(0.71) / x[5] + T(0.0588) * x[3]^T(1.3) * x[7]
+    cx[4] = T(4) * x[4] / x[6] + T(2) * x[4]^T(0.71) / x[6] + T(0.0588) * x[4]^T(1.3) * x[8]
+    return cx
+  end
+
+  x0 = T[6.0, 3.0, 0.4, 0.2, 6.0, 6.0, 1.0, 0.5]
+  lvar = fill(T(0.1), 8)
+  uvar = fill(T(10), 8)
+  lcon = fill(T(-Inf), 4)
+  ucon = fill(T(0), 4)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp4b";
+    kwargs...,
+  )
+end

src/ADNLPProblems/dembo_gp5.jl

@@ -0,0 +1,57 @@
+export dembo_gp5
+
+function dembo_gp5(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  c = T[
+    1.0,
+    1.0,
+    1.0,
+    833.33252,
+    100.0,
+    -83333.333,
+    1250.0,
+    1.0,
+    -1250.0,
+    1250000.0,
+    1.0,
+    -2500.0,
+    0.0025,
+    0.0025,
+    0.0025,
+    0.0025,
+    -0.0025,
+    0.01,
+    -0.01,
+  ]
+
+  function f(x)
+    return c[1] * x[1] + c[2] * x[2] + c[3] * x[3]
+  end
+
+  function c!(cx, x)
+    cx[1] = c[4] * x[4] / (x[1] * x[6]) + c[5] / x[6] + c[6] / (x[1] * x[6])
+    cx[2] = c[7] * x[5] / (x[2] * x[7]) + c[8] * x[4] / x[7] + c[9] * x[4] / (x[2] * x[7])
+    cx[3] = c[10] / (x[3] * x[8]) + c[11] * x[5] / x[8] + c[12] * x[5] / (x[3] * x[8])
+    cx[4] = c[13] * x[4] + c[14] * x[6]
+    cx[5] = c[15] * x[5] + c[16] * x[7] + c[17] * x[4]
+    cx[6] = c[18] * x[8] + c[19] * x[5]
+    return cx
+  end
+
+  x0 = T[5000.0, 5000.0, 5000.0, 200.0, 350.0, 150.0, 225.0, 425.0]
+  lvar = T[100.0, 1000.0, 1000.0, 10.0, 10.0, 10.0, 10.0, 10.0]
+  uvar = T[10000.0, 10000.0, 10000.0, 1000.0, 1000.0, 1000.0, 1000.0, 1000.0]
+  lcon = fill(T(-Inf), 6)
+  ucon = fill(T(0), 6)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp5";
+    kwargs...,
+  )
+end

src/ADNLPProblems/dembo_gp6.jl

@@ -0,0 +1,84 @@
+export dembo_gp6
+
+function dembo_gp6(; n::Int = default_nvar, type::Type{T} = Float64, kwargs...) where {T}
+  c = T[
+    1.0,
+    1.0,
+    1.0,
+    1.262626,
+    -1.231059,
+    1.262626,
+    -1.231059,
+    1.262626,
+    -1.231059,
+    0.034750,
+    0.975000,
+    -0.009750,
+    0.034750,
+    0.975000,
+    -0.009750,
+    1.0,
+    1.0,
+    -1.0,
+    0.002,
+    0.002,
+    1.0,
+    1.0,
+    -0.002,
+    -0.002,
+    1.0,
+    1.0,
+    500.0,
+    -1.0,
+    -500.0,
+    0.9,
+    0.002,
+    -0.002,
+    1.0,
+    1.0,
+    0.002,
+    -0.002,
+    0.034750,
+    0.975000,
+    -0.009750,
+  ]
+
+  function f(x)
+    return c[1] * x[11] + c[2] * x[12] + c[3] * x[13]
+  end
+
+  function c!(cx, x)
+    cx[1] = c[4] * x[8] / x[11] + c[5] * x[1] * x[8] / x[11]
+    cx[2] = c[6] * x[9] / x[12] + c[7] * x[2] * x[9] / x[12]
+    cx[3] = c[8] * x[10] / x[13] + c[9] * x[3] * x[10] / x[13]
+    cx[4] = c[10] * x[2] / x[5] + c[11] * x[2] + c[12] * x[1] / x[5]
+    cx[5] = c[13] * x[3] / x[6] + c[14] * x[3] + c[15] * x[2] / x[6]
+    cx[6] = c[16] * x[1] * x[8] / (x[5] * x[7]) + c[17] * x[4] / x[5] + c[18] * x[4] * x[8] / (x[5] * x[7])
+    cx[7] = c[19] * x[2] * x[9] + c[20] * x[5] * x[8] + c[21] * x[6] + c[22] * x[5] + c[23] * x[1] * x[8] + c[24] * x[6] * x[9]
+    cx[8] = c[25] * x[3] * x[10] / (x[2] * x[9]) + c[26] * x[6] / x[2] + c[27] / x[9] + c[28] * x[10] / x[9] + c[29] * x[6] / (x[2] * x[9])
+    cx[9] = c[30] / x[2] + c[31] * x[10] + c[32] * x[3] * x[10] / x[2]
+    cx[10] = c[33] * x[2] / x[3]
+    cx[11] = c[34] * x[1] / x[2]
+    cx[12] = c[35] * x[7] + c[36] * x[8]
+    cx[13] = c[37] * x[1] / x[4] + c[38] * x[1] + c[39] * x[3] / x[4]
+    return cx
+  end
+
+  x0 = T[0.50, 0.80, 0.90, 0.10, 0.14, 0.50, 489.0, 80.0, 650.0, 450.0, 150.0, 150.0, 150.0]
+  lvar = T[0.1, 0.1, 0.9, 0.0001, 0.1, 0.1, 0.1, 0.1, 500.0, 0.1, 1.0, 0.0001, 0.0001]
+  uvar = T[1.0, 1.0, 1.0, 0.1, 0.9, 0.9, 1000.0, 1000.0, 1000.0, 500.0, 150.0, 150.0, 150.0]
+  lcon = fill(T(-Inf), 13)
+  ucon = fill(T(0), 13)
+
+  return ADNLPModels.ADNLPModel!(
+    f,
+    x0,
+    lvar,
+    uvar,
+    c!,
+    lcon,
+    ucon,
+    name = "dembo_gp6";
+    kwargs...,
+  )
+end