st_ph2.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 11:43:11
*
* Equation counts
* Total E G L N X C
* 6 1 0 5 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 31 25 6 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,objvar;
Positive Variables x1,x2,x3,x4,x5,x6;
Equations e1,e2,e3,e4,e5,e6;
e1.. 6*x1 + x2 + 9*x4 + 3*x5 + 5*x6 =L= 96;
e2.. x1 + 7*x3 + 6*x4 + 2*x5 + 2*x6 =L= 72;
e3.. 5*x1 + 4*x2 + x3 + 3*x4 + 8*x5 =L= 84;
e4.. 9*x1 + x2 + 2*x4 + 7*x5 + 6*x6 =L= 100;
e5.. 2*x1 + 6*x4 + 3*x5 + 9*x6 =L= 80;
e6.. - (6*x1 - 3*sqr(x1) - 2.5*sqr(x2) + 5*x2 - 2*sqr(x3) + 4*x3 - 1.5*sqr(x4)
+ 3*x4 - sqr(x5) + 2*x5 - 0.5*sqr(x6) + x6) + objvar =E= 0;
* set non default bounds
* 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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