ex3_1_1.gms:
References:
- 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.
- Hock, W, and Schittkowski, K, Text Examples for Nonlinear Programming Codes. In Test Examples for Nonlinear Programming Codes, Lecture Notes in Economics and Mathematical Systems. Springer Verlag, 1981.
- Original source: Global Model of Chapter 3 ex3.1.1.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 7049.2480
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:39:31
*
* Equation counts
* Total E G L N X
* 7 1 0 6 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 21 13 8 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,objvar;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - x1 - x2 - x3 + objvar =E= 0;
e2.. 0.0025*x4 + 0.0025*x6 =L= 1;
e3.. - 0.0025*x4 + 0.0025*x5 + 0.0025*x7 =L= 1;
e4.. - 0.01*x5 + 0.01*x8 =L= 1;
e5.. 100*x1 - x1*x6 + 833.33252*x4 =L= 83333.333;
e6.. x2*x4 - x2*x7 - 1250*x4 + 1250*x5 =L= 0;
e7.. x3*x5 - x3*x8 - 2500*x5 =L= -1250000;
* set non default bounds
x1.lo = 100; x1.up = 10000;
x2.lo = 1000; x2.up = 10000;
x3.lo = 1000; x3.up = 10000;
x4.lo = 10; x4.up = 1000;
x5.lo = 10; x5.up = 1000;
x6.lo = 10; x6.up = 1000;
x7.lo = 10; x7.up = 1000;
x8.lo = 10; x8.up = 1000;
* set non default levels
x1.l = 579.19;
x2.l = 1360.13;
x3.l = 5109.92;
x4.l = 182.01;
x5.l = 295.6;
x6.l = 217.99;
x7.l = 286.4;
x8.l = 395.6;
* 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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