ex3_1_3.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.
- Hesse, R, A Heuristic Search Procedure for Estimating a Global Solution of Nonconvex Programming Problems. Op. Res. 21 (1973), 1267.
- Original source: Global Model of Chapter 3 ex3.1.3.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -310.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:39:32
*
* Equation counts
* Total E G L N X
* 7 1 3 3 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 19 11 8 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,objvar;
Positive Variables x1,x2,x4,x6;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - (-25*sqr(x1 - 2) - sqr(x2 - 2) - sqr(x3 - 1) - sqr(x4 - 4) - sqr(x5 - 1
) - sqr(x6 - 4)) + objvar =E= 0;
e2.. sqr(x3 - 3) + x4 =G= 4;
e3.. sqr(x5 - 3) + x6 =G= 4;
e4.. x1 - 3*x2 =L= 2;
e5.. - x1 + x2 =L= 2;
e6.. x1 + x2 =L= 6;
e7.. x1 + x2 =G= 2;
* set non default bounds
x3.lo = 1; x3.up = 5;
x4.up = 6;
x5.lo = 1; x5.up = 5;
x6.up = 10;
* set non default levels
x1.l = 5;
x2.l = 1;
x3.l = 5;
x5.l = 5;
x6.l = 10;
* 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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