st_pan2.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:
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* NLP written by GAMS Convert at 08/30/02 11:26:39
*
* Equation counts
* Total E G L N X C
* 2 1 0 1 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
* 11 6 5 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,objvar;
Positive Variables x1,x2,x3,x4,x5;
Equations e1,e2;
e1.. 20*x1 + 12*x2 + 11*x3 + 7*x4 + 4*x5 =L= 40;
e2.. - (42*x1 - 50*sqr(x1) - 50*sqr(x2) + 44*x2 - 50*sqr(x3) + 45*x3 - 50*sqr(
x4) + 47*x4 - 50*sqr(x5) + 47*x5) + objvar =E= 0;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.up = 1;
* 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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