/*

  Curve fitting problem 12.11(a) H P Williams "Model Building in Mathematical Programming"

  Dr. H J Mackenzie

  HARD software

  hjm@hardsoftware.com

  2006-01-05

 */

# set of points

set I;

# independent variable

param x {i in I};

# dependent variable

param y {i in I};

# output input values

printf {i in I} "x = %.1f; y = %.1f\n", x[i], y[i];

# define equation variables

var a;

var b;

var u {i in I}, >= 0;

var v {i in I}, >= 0;

# define objective function

minimize error: sum {i in I} u[i] + sum {i in I} v[i];

# define equation constraint

s.t. equation {i in I} : b * x[i] + a + u[i] - v[i] = y[i];

solve;

printf "y = %.4fx + %.4f\n", b, a;

/*

 *

 * DATA section

 *

 */

data;

param : I :   x    y :=

        1     0    1

        2   0.5  0.9

        3     1  0.7

        4   1.5  1.5

        5   1.9    2

        6   2.5  2.4

        7     3  3.2

        8   3.5    2

        9     4  2.7

       10   4.5  3.5

       11     5    1

       12   5.5    4

       13     6  3.6

       14   6.6  2.7

       15     7  5.7

       16   7.6  4.6

       17   8.5    6

       18     9  6.8

       19    10  7.3

;

end;