linear.gms:
Reference:
- Bracken, J, and McCormick, G P, Chapter 8.2. In Selected Applications of Nonlinear Programming. John Wiley and Sons, New York, 1968, pp. 86-88.
- Original source: GAMS Model of linear.gms from GAMS Model Library
Point:
<![CDATA[
* DNLP written by GAMS Convert at 07/30/01 10:17:47
*
* Equation counts
* Total E G L N X
* 21 21 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 25 25 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 121 101 20 0
*
* Solve m using DNLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18
,x19,x20,x21,x22,x23,x24,x25;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19
,e20,e21;
e1.. x2 + x22 + 85*x23 + 76*x24 + 44*x25 =E= 99;
e2.. x3 + x22 + 82*x23 + 78*x24 + 42*x25 =E= 93;
e3.. x4 + x22 + 75*x23 + 73*x24 + 42*x25 =E= 99;
e4.. x5 + x22 + 74*x23 + 72*x24 + 44*x25 =E= 97;
e5.. x6 + x22 + 76*x23 + 73*x24 + 43*x25 =E= 90;
e6.. x7 + x22 + 74*x23 + 69*x24 + 46*x25 =E= 96;
e7.. x8 + x22 + 73*x23 + 69*x24 + 46*x25 =E= 93;
e8.. x9 + x22 + 96*x23 + 80*x24 + 36*x25 =E= 130;
e9.. x10 + x22 + 93*x23 + 78*x24 + 36*x25 =E= 118;
e10.. x11 + x22 + 70*x23 + 73*x24 + 37*x25 =E= 88;
e11.. x12 + x22 + 82*x23 + 71*x24 + 46*x25 =E= 89;
e12.. x13 + x22 + 80*x23 + 72*x24 + 45*x25 =E= 93;
e13.. x14 + x22 + 77*x23 + 76*x24 + 42*x25 =E= 94;
e14.. x15 + x22 + 67*x23 + 76*x24 + 50*x25 =E= 75;
e15.. x16 + x22 + 82*x23 + 70*x24 + 48*x25 =E= 84;
e16.. x17 + x22 + 76*x23 + 76*x24 + 41*x25 =E= 91;
e17.. x18 + x22 + 74*x23 + 78*x24 + 31*x25 =E= 100;
e18.. x19 + x22 + 71*x23 + 80*x24 + 29*x25 =E= 98;
e19.. x20 + x22 + 70*x23 + 83*x24 + 39*x25 =E= 101;
e20.. x21 + x22 + 64*x23 + 79*x24 + 38*x25 =E= 80;
e21.. - (abs(x2) + abs(x3) + abs(x4) + abs(x5) + abs(x6) + abs(x7) + abs(x8)
+ abs(x9) + abs(x10) + abs(x11) + abs(x12) + abs(x13) + abs(x14) + abs(
x15) + abs(x16) + abs(x17) + abs(x18) + abs(x19) + abs(x20) + abs(x21))
+ objvar =E= 0;
* set non default bounds
x2.lo = -100; x2.up = 100;
x3.lo = -100; x3.up = 100;
x4.lo = -100; x4.up = 100;
x5.lo = -100; x5.up = 100;
x6.lo = -100; x6.up = 100;
x7.lo = -100; x7.up = 100;
x8.lo = -100; x8.up = 100;
x9.lo = -100; x9.up = 100;
x10.lo = -100; x10.up = 100;
x11.lo = -100; x11.up = 100;
x12.lo = -100; x12.up = 100;
x13.lo = -100; x13.up = 100;
x14.lo = -100; x14.up = 100;
x15.lo = -100; x15.up = 100;
x16.lo = -100; x16.up = 100;
x17.lo = -100; x17.up = 100;
x18.lo = -100; x18.up = 100;
x19.lo = -100; x19.up = 100;
x20.lo = -100; x20.up = 100;
x21.lo = -100; x21.up = 100;
* set non default levels
x4.l = -92;
x5.l = -94;
x7.l = -94;
x8.l = -96;
x9.l = -83;
x10.l = -90;
x11.l = -93;
x18.l = -84;
x19.l = -83;
x20.l = -92;
x22.l = 1;
x23.l = 1;
x24.l = 1;
x25.l = 1;
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using DNLP minimizing objvar;
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