$ondollar title Filter Tuning (NLP) Example 14.8 of Rardin (1998)

$offsymxref offsymlist offuelxref offuellist offupper
option limrow = 0, limcol = 0;

free variable distort "distortion";

positive variables
x1 "first parameter",
x2 "second parameter";
x1.up = 3;
x2.up = 5;

equations
obj   "minimize total distortion",
sum6  "total at most 6";

obj..
distort =e= sqr(x1-5) -2*x1*x2 + sqr(x2-10);

sum6..
x1 + x2 =l= 6;

model filtune /all/;

solve filtune using nlp minimizing distort;