ex5_2_4.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.
- Ben-Tal, A, Eiger, G, and Gershovitz, V, Global Minimization by Reducing the Duality Gap. Mathematical Programming 63 (1994), 193-212.
- Original source: Global Model of Chapter 5 ex5.2.4.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -450.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:39:38
*
* Equation counts
* Total E G L N X
* 7 2 0 5 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 8 8 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 28 12 16 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - ((9 + (-6*x1) - 16*x2 - 15*x3)*x4 + (15 + (-6*x1) - 16*x2 - 15*x3)*x5)
+ x6 - 5*x7 - objvar =E= 0;
e2.. x3*x4 + x3*x5 =L= 50;
e3.. x4 + x6 =L= 100;
e4.. x5 + x7 =L= 200;
e5.. (3*x1 + x2 + x3 - 2.5)*x4 - 0.5*x6 =L= 0;
e6.. (3*x1 + x2 + x3 - 1.5)*x5 + 0.5*x7 =L= 0;
e7.. x1 + x2 + x3 =E= 1;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 100;
x5.up = 200;
x6.up = 100;
x7.up = 200;
* set non default levels
* 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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