st_fp6.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, and Sahinidis, N, A finite algorithm for global minimization of separable concave programs. Journal of Global Optimization 12 (1998), 1--36.
- 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:
<![CDATA[
* NLP written by GAMS Convert at 08/30/02 10:27:31
*
* Equation counts
* Total E G L N X C
* 6 1 0 5 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 57 47 10 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10;
Equations e1,e2,e3,e4,e5,e6;
e1.. - 2*x1 - 6*x2 - x3 - 3*x5 - 3*x6 - 2*x7 - 6*x8 - 2*x9 - 2*x10 =L= -4;
e2.. 6*x1 - 5*x2 + 8*x3 - 3*x4 + x6 + 3*x7 + 8*x8 + 9*x9 - 3*x10 =L= 22;
e3.. - 5*x1 + 6*x2 + 5*x3 + 3*x4 + 8*x5 - 8*x6 + 9*x7 + 2*x8 - 9*x10 =L= -6;
e4.. 9*x1 + 5*x2 - 9*x4 + x5 - 8*x6 + 3*x7 - 9*x8 - 9*x9 - 3*x10 =L= -23;
e5.. - 8*x1 + 7*x2 - 4*x3 - 5*x4 - 9*x5 + x6 - 7*x7 - x8 + 3*x9 - 2*x10
=L= -12;
e6.. - (48*x1 - 50*sqr(x1) - 50*sqr(x2) + 42*x2 - 50*sqr(x3) + 48*x3 - 50*sqr(
x4) + 45*x4 - 50*sqr(x5) + 44*x5 - 50*sqr(x6) + 41*x6 - 50*sqr(x7) + 47*x7
- 50*sqr(x8) + 42*x8 - 50*sqr(x9) + 45*x9 - 50*sqr(x10) + 46*x10)
+ objvar =E= 0;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.up = 1;
x6.up = 1;
x7.up = 1;
x8.up = 1;
x9.up = 1;
x10.up = 1;
* 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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