st_glmp_fp3.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.
- Falk, J E, and Polocsay, S W, Image space analysis of generalized fractional programs. Journal of Global Optimization 4 (1994), 63-88.
Point:
<![CDATA[
* NLP written by GAMS Convert at 09/01/02 13:45:39
*
* Equation counts
* Total E G L N X C
* 9 3 0 6 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
* 21 19 2 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,objvar;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9;
e1.. 2*x1 + x2 =L= 2;
e2.. x1 + x2 =L= 2;
e3.. - 4*x1 + x2 =L= 12;
e4.. - 2*x1 - x2 =L= 6;
e5.. - x1 - 2*x2 =L= 6;
e6.. x1 - x2 =L= 3;
e7.. - x3*x4 + objvar =E= 0;
e8.. x1 + x2 - x3 =E= 0;
e9.. x1 - x2 - x4 =E= 0;
* set non default bounds
x1.lo = -10; x1.up = 1;
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;
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