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Solving a quadratically constrained problem


Type: Programming
Rating: 2 (easy-medium)
Description: Define the well-known Rosenbrock function and minimize it.
File(s): rosenbrock.py


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())