ex2_1_9.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 ex2.1.9.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -0.3750
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:39:31
*
* Equation counts
* Total E G L N X
* 2 2 0 0 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
* 21 11 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;
e1.. - (x1*x2 + x2*x3 + x3*x4 + x4*x5 + x5*x6 + x6*x7 + x7*x8 + x8*x9 + x9*x10
+ x1*x3 + x2*x4 + x3*x5 + x4*x6 + x5*x7 + x6*x8 + x7*x9 + x8*x10 + x1*x9
+ x1*x10 + x2*x10 + x1*x5 + x4*x7) - objvar =E= 0;
e2.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 =E= 1;
* set non default bounds
* set non default levels
x4.l = 0.25;
x5.l = 0.25;
x6.l = 0.25;
x7.l = 0.25;
* 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;
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