ex8_1_7.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.
- Adjiman, C S, Dallwig, S, Floudas, C A, and Neumaier, A, A Global Optimization Method, aBB, For General Twice-Differentiable NLPs - I. Theoretical Advances. Comput. Chem. Eng. 22 (1998), 1137-1158.
- Murtagh, B A, and Saunders, M A, MINOS 5.4 User's Guide. Tech. rep., Systems Optimization Laboratory, Department of Operations Research, 1993.
- Original source: Global Model of Chapter 8 ex8.1.7.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 0.0293
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:39:55
*
* Equation counts
* Total E G L N X
* 6 2 0 4 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 6 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 20 7 13 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,objvar;
Equations e1,e2,e3,e4,e5,e6;
e1.. sqr(x2) + POWER(x3,3) + x1 =L= 6.24264068711929;
e2.. (-POWER(x3,3)) - sqr(x2) - x1 =L= -6.24264068711929;
e3.. - sqr(x3) + x2 + x4 =L= 0.82842712474619;
e4.. sqr(x3) - x2 - x4 =L= -0.82842712474619;
e5.. 0.5*x1*x5 + 0.5*x1*x5 =E= 2;
e6.. - (sqr(x1 - 1) + sqr(x1 - x2) + POWER(x2 - x3,3) + POWER(x3 - x4,4) +
POWER(x4 - x5,4)) + objvar =E= 0;
* set non default bounds
x1.lo = -5; x1.up = 5;
x2.lo = -5; x2.up = 5;
x3.lo = -5; x3.up = 5;
x4.lo = -5; x4.up = 5;
x5.lo = -5; x5.up = 5;
* 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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