st_iqpbk2.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 19:03:58
*
* Equation counts
* Total E G L N X C
* 8 1 7 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 23 15 8 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,objvar;
Equations e1,e2,e3,e4,e5,e6,e7,e8;
e1.. - x1 + x2 =G= -1;
e2.. - x2 + x3 =G= -1.05;
e3.. - x3 + x4 =G= -1.1;
e4.. - x4 + x5 =G= -1.15;
e5.. - x5 + x6 =G= -1.2;
e6.. - x6 + x7 =G= -1.25;
e7.. - x7 + x8 =G= -1.3;
e8.. - (1.69*x1*x1 + 7*x1 + x1*x2 + 6*x2 + 2*x1*x3 + 5*x3 + 3*x1*x4 + 4*x4 + 4
*x1*x5 + 3*x5 + 5*x1*x6 + 2*x6 + 6*x1*x7 + x7 + 7*x1*x8 + x2*x1 + 1.69*x2*
x2 + x2*x3 + 2*x2*x4 + 3*x2*x5 + 4*x2*x6 + 5*x2*x7 + 6*x2*x8 + 2*x3*x1 +
x3*x2 + 1.69*x3*x3 + x3*x4 + 2*x3*x5 + 3*x3*x6 + 4*x3*x7 + 5*x3*x8 + 3*x4*
x1 + 2*x4*x2 + x4*x3 + 1.69*x4*x4 + x4*x5 + 2*x4*x6 + 3*x4*x7 + 4*x4*x8 +
4*x5*x1 + 3*x5*x2 + 2*x5*x3 + x5*x4 + 1.69*x5*x5 + x5*x6 + 2*x5*x7 + 3*x5*
x8 + 5*x6*x1 + 4*x6*x2 + 3*x6*x3 + 2*x6*x4 + x6*x5 + 1.69*x6*x6 + x6*x7 +
2*x6*x8 + 6*x7*x1 + 5*x7*x2 + 4*x7*x3 + 3*x7*x4 + 2*x7*x5 + x7*x6 + 1.69*
x7*x7 + x7*x8 + 7*x8*x1 + 6*x8*x2 + 5*x8*x3 + 4*x8*x4 + 3*x8*x5 + 2*x8*x6
+ x8*x7 + 1.69*x8*x8) + objvar =E= 0;
* set non default bounds
x1.lo = -1; x1.up = 1;
x2.lo = -2.1; x2.up = 2;
x3.lo = -3.2; x3.up = 3;
x4.lo = -4.3; x4.up = 4;
x5.lo = -5.4; x5.up = 5;
x6.lo = -6.5; x6.up = 6;
x7.lo = -7.6; x7.up = 7;
x8.lo = -8.7; x8.up = 8;
* 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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