sample.gms:
Reference:
- Bracken, J, and McCormick, G P, Chapter 10.2. In Selected Applications of Nonlinear Programming. John Wiley and Sons, New York, 1968.
- Original source: GAMS Model of sample.gms from GAMS Model Library
Point:
p1
Best known point: p1 with value 726.6794
<![CDATA[
* NLP written by GAMS Convert at 07/30/01 10:08:37
*
* Equation counts
* Total E G L N X
* 3 1 0 2 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 5 5 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 13 5 8 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,objvar;
Equations e1,e2,e3;
e1.. 4/x1 + 2.25/x2 + 1/x3 + 0.25/x4 =L= 0.0401;
e2.. 0.16/x1 + 0.36/x2 + 0.64/x3 + 0.64/x4 =L= 0.010085;
e3.. - x1 - x2 - x3 - x4 + objvar =E= 0;
* set non default bounds
x1.lo = 100; x1.up = 400000;
x2.lo = 100; x2.up = 300000;
x3.lo = 100; x3.up = 200000;
x4.lo = 100; x4.up = 100000;
* set non default levels
x1.l = 200;
x2.l = 200;
x3.l = 200;
x4.l = 200;
objvar.l = 800;
* 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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