st_jcbpafex.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:
* NLP written by GAMS Convert at 08/31/02 19:07:50
*
* Equation counts
* Total E G L N X C
* 3 1 0 2 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 3 3 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 7 5 2 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,objvar;
Positive Variables x1,x2;
Equations e1,e2,e3;
e1.. - 6*x1 + 8*x2 =L= 3;
e2.. 3*x1 - x2 =L= 3;
e3.. - (x1*x2 - x1 - x2) + objvar =E= 0;
* set non default bounds
x1.up = 5;
x2.up = 5;
* 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;