ex8_1_8.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.
- Ryoo, H S, and Sahinidis, N, Global Optimization of Nonconvex NLPs and MINLPs with Applications in Process Design. Comput. Chem. Eng 19 (1995), 551-566.
- Original source: Global Model of Chapter 8 ex8.1.8.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -0.3888
* NLP written by GAMS Convert at 07/19/01 13:39:55
*
* Equation counts
* Total E G L N X
* 6 5 0 1 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
* 17 7 10 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,objvar;
Positive Variables x1,x2,x3,x4;
Equations e1,e2,e3,e4,e5,e6;
e1.. 0.09755988*x1*x5 + x1 =E= 1;
e2.. 0.0965842812*x2*x6 + x2 - x1 =E= 0;
e3.. 0.0391908*x3*x5 + x3 + x1 =E= 1;
e4.. 0.03527172*x4*x6 + x4 - x1 + x2 - x3 =E= 0;
e5.. x5**0.5 + x6**0.5 =L= 4;
e6.. x4 + objvar =E= 0;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.lo = 1E-5; x5.up = 16;
x6.lo = 1E-5; x6.up = 16;
* 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;