ex2_1_6.gms:
Reference:
- Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
- Original source: Global Model of Chapter 2 ex2.1.6.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -39.0000
* NLP written by GAMS Convert at 07/19/01 13:39:29
*
* Equation counts
* Total E G L N X
* 6 1 0 5 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 57 47 10 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10;
Equations e1,e2,e3,e4,e5,e6;
e1.. - (48*x1 - 0.5*(100*x1*x1 + 100*x2*x2 + 100*x3*x3 + 100*x4*x4 + 100*x5*x5
+ 100*x6*x6 + 100*x7*x7 + 100*x8*x8 + 100*x9*x9 + 100*x10*x10) + 42*x2 +
48*x3 + 45*x4 + 44*x5 + 41*x6 + 47*x7 + 42*x8 + 45*x9 + 46*x10) + objvar
=E= 0;
e2.. - 2*x1 - 6*x2 - x3 - 3*x5 - 3*x6 - 2*x7 - 6*x8 - 2*x9 - 2*x10 =L= -4;
e3.. 6*x1 - 5*x2 + 8*x3 - 3*x4 + x6 + 3*x7 + 8*x8 + 9*x9 - 3*x10 =L= 22;
e4.. - 5*x1 + 6*x2 + 5*x3 + 3*x4 + 8*x5 - 8*x6 + 9*x7 + 2*x8 - 9*x10 =L= -6;
e5.. 9*x1 + 5*x2 - 9*x4 + x5 - 8*x6 + 3*x7 - 9*x8 - 9*x9 - 3*x10 =L= -23;
e6.. - 8*x1 + 7*x2 - 4*x3 - 5*x4 - 9*x5 + x6 - 7*x7 - x8 + 3*x9 - 2*x10
=L= -12;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.up = 1;
x6.up = 1;
x7.up = 1;
x8.up = 1;
x9.up = 1;
x10.up = 1;
* set non default levels
x1.l = 1;
x4.l = 1;
x5.l = 1;
x6.l = 1;
x8.l = 1;
x9.l = 1;
x10.l = 1;
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using NLP minimizing objvar;