Solving a quadratically constrained problem
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| Type: | Programming | 
| Rating: | 2 (easy-medium) | 
| Description: | Define the well-known Rosenbrock function and minimize it. | 
| File(s): | rosenbrock.py | 
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| rosenbrock.py | 
| # Define the well-known Rosenbrock function and minimize it
#
# (C) Fair Isaac Corp., 1983-2020
from __future__ import print_function
import xpress as xp
x = xp.var(lb=-xp.infinity)
y = xp.var(lb=-xp.infinity)
p = xp.problem()
p.addVariable(x, y)
# parameters of the Rosenbrock function
a = 1
b = 100
p.setObjective((a - x)**2 + b * (y - x**2)**2)
p.solve()
print('solution: ', p.getSolution(), '; value: ', p.getObjVal())
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