Model hs54 Parameters l[1] = 0 l[2] = -10 l[3] = 0 l[4] = 0 l[5] = -1 l[6] = 0 u[1] = 2e4 u[2] = 10 u[3] = 1e7 u[4] = 20 u[5] = 1 u[6] = 2e8 mu[1] = 10000 mu[2] = 1 mu[3] = 2e6 mu[4] = 10 mu[5] = 0.001 mu[6] = 1e8 sigma[1] = 8000 sigma[2] = 1 sigma[3] = 7e6 sigma[4] = 50 sigma[5] = 0.05 sigma[6] = 5e8 rho = 0.2 yi[1] = 6.0e+3 yi[2] = 1.5 yi[3] = 4.0e+6 yi[4] = 2 yi[5] = 3.0e-3 yi[6] = 5.0e+7 End Parameters Variables y[1:6] = (yi[1:6] - mu[1:6])/sigma[1:6], >= (l[1:6] - mu[1:6])/sigma[1:6], <= (u[1:6]-mu[1:6])/sigma[1:6] obj End Variables Equations y[1]/sigma[2] + 4000*y[2]/sigma[1] = 2000/sigma[1] + 0.2/sigma[2] ! best known objective = 27/140 = 0.1929 obj = ( y[1]^2 + 2*rho*y[1]*y[2] + y[2]^2 ) / (1-rho^2) + (y[3]^2 + y[4]^2 + y[5]^2 + y[6]^2) End Equations End Model