st_fp8.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 10:59:21
*
* Equation counts
* Total E G L N X C
* 21 1 0 20 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 97 24 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18,x19
,x20,x21,x22,x23,x24,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17
,x18,x19,x20,x21,x22,x23,x24;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19
,e20,e21;
e1.. - x1 - x5 - x9 - x13 - x17 - x21 =L= -29;
e2.. x1 + x5 + x9 + x13 + x17 + x21 =L= 29;
e3.. - x2 - x6 - x10 - x14 - x18 - x22 =L= -41;
e4.. x2 + x6 + x10 + x14 + x18 + x22 =L= 41;
e5.. - x3 - x7 - x11 - x15 - x19 - x23 =L= -13;
e6.. x3 + x7 + x11 + x15 + x19 + x23 =L= 13;
e7.. - x4 - x8 - x12 - x16 - x20 - x24 =L= -21;
e8.. x4 + x8 + x12 + x16 + x20 + x24 =L= 21;
e9.. - x1 - x2 - x3 - x4 =L= -8;
e10.. x1 + x2 + x3 + x4 =L= 8;
e11.. - x5 - x6 - x7 - x8 =L= -24;
e12.. x5 + x6 + x7 + x8 =L= 24;
e13.. - x9 - x10 - x11 - x12 =L= -20;
e14.. x9 + x10 + x11 + x12 =L= 20;
e15.. - x13 - x14 - x15 - x16 =L= -24;
e16.. x13 + x14 + x15 + x16 =L= 24;
e17.. - x17 - x18 - x19 - x20 =L= -16;
e18.. x17 + x18 + x19 + x20 =L= 16;
e19.. - x21 - x22 - x23 - x24 =L= -12;
e20.. x21 + x22 + x23 + x24 =L= 12;
e21.. - (300*x1 - 7*sqr(x1) - 4*sqr(x2) + 270*x2 - 6*sqr(x3) + 460*x3 - 8*sqr(
x4) + 800*x4 - 12*sqr(x5) + 740*x5 - 9*sqr(x6) + 600*x6 - 14*sqr(x7) +
540*x7 - 7*sqr(x8) + 380*x8 - 13*sqr(x9) + 300*x9 - 12*sqr(x10) + 490*x10
- 8*sqr(x11) + 380*x11 - 4*sqr(x12) + 760*x12 - 7*sqr(x13) + 430*x13 - 9
*sqr(x14) + 250*x14 - 16*sqr(x15) + 390*x15 - 8*sqr(x16) + 600*x16 - 4*
sqr(x17) + 210*x17 - 10*sqr(x18) + 830*x18 - 21*sqr(x19) + 470*x19 - 13*
sqr(x20) + 680*x20 - 17*sqr(x21) + 360*x21 - 9*sqr(x22) + 290*x22 - 8*
sqr(x23) + 400*x23 - 4*sqr(x24) + 310*x24) + objvar =E= 0;
* set non default bounds
* 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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