/* ** OPT1.E ** ** The following example is taken from D.G. Luenberger (1984) Linear ** and Nonlinear Programming, Addison-Wesley, page 219. */ library optmum; #include optmum.ext optset; q = { 0.78 -0.02 -0.12 -0.14, -0.02 0.86 -0.04 0.06, -0.12 -0.04 0.72 -0.08, -0.14 0.06 -0.08 0.74 }; b = { 0.76, 0.08, 1.12, 0.68 }; x0 = { 1, 1, 1, 1 }; proc qfct(x); retp(.5*x'*q*x-x'b); endp; output file = opt1.out reset; _opstmth = "NEWTON STEPBT"; { x,fmin,g,retcode } = optprt(optmum(&qfct,x0)); output off;