st_cqpf.gms:
References:
- Tawarmalani, M, and Sahinidis, N, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Kluwer, 2002.
- Shectman, J P, Finite Algorithms for Global Optimization of Concave Programs and General Quadratic Programs, 1999. PhD thesis, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana Champagne
Point:
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* NLP written by GAMS Convert at 08/31/02 18:54:24
*
* Equation counts
* Total E G L N X C
* 7 1 6 0 0 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
* 19 15 4 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,objvar;
Positive Variables x1,x2,x3,x4;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. x1 + x2 =G= 1;
e2.. 2*x3 + 2*x4 =G= 4;
e3.. x1 + x3 =G= 3;
e4.. x2 + x4 =G= 4;
e5.. - x2 - 2*x3 - 3*x4 =G= -8;
e6.. - 3*x2 - x3 - 2*x4 =G= -10;
e7.. - (0.25*x1*x1 - x1 + 0.25*x2*x2 - x2 + 0.25*x3*x3 - x3 + 0.25*x4*x4 - x4)
+ objvar =E= 0;
* set non default bounds
x1.up = 10000;
* 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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