mathopt4.gms:
References:
- Mathematica, MathOptimizer - An Advanced Modeling and Optimization System for Mathematica Users. http://www.wolfram.com/products/applications/mathoptimizer/
- Pinter, J D, Global Optimization in Action. Kluwer Acadameic Publishers, Dordrecht/Boston/London, 1996.
- Pinter, J D, Computational Global Optimization in Nonlinear Systems. Lionheart Publishing, Atlanta, GA, 2001.
- Original source: GAMS Model of mathopt4.gms from GAMS Model Library
Point:
* NLP written by GAMS Convert at 04/20/04 14:50:36
*
* Equation counts
* Total E G L N X C
* 3 2 0 1 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 3 3 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 7 3 4 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,objvar;
Equations e1,e2,e3;
e1.. - (sqr(2*sqr(x1) - sqr(x2)) + sqr(x2 - 6*sqr(x1))) + objvar =E= 0;
e2.. x1 - (100*sin(2*x1 + 3*x2) + 10*x2) =E= 0;
e3.. x1 + x2 =L= 2;
* set non default bounds
x1.lo = -10; x1.up = 10;
x2.lo = -10; x2.up = 10;
* 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;