st_glmp_ss2.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.
- Schaible, S, and Sodini, C, Finite algorithm for generalized linear multiplicative programming. Journal of Optimization Theory and Applications 87 (1995), 441-455.
Point:
<![CDATA[
* NLP written by GAMS Convert at 09/01/02 14:01:00
*
* Equation counts
* Total E G L N X C
* 9 4 1 4 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 6 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 22 20 2 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,objvar;
Positive Variables x1,x2;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9;
e1.. x1 - 2*x2 =L= 100;
e2.. - x1 - 2*x2 =L= 100;
e3.. - x1 + 2*x2 =G= 5;
e4.. - x1 + 2*x2 =L= 8;
e5.. x1 + 2*x2 =L= 12;
e6.. x1 - x3 =E= 0;
e7.. 2*x1 - 3*x2 - x4 =E= -13;
e8.. x1 + x2 - x5 =E= 1;
e9.. - x4*x5 - x3 + objvar =E= 0;
* set non default bounds
x1.up = 7;
x2.up = 6;
* 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;
]]></plaintext></body>