st_ph20.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 11:39:11
*
* Equation counts
* Total E G L N X C
* 10 1 0 9 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 4 4 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 28 26 2 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,objvar;
Positive Variables x1,x2,x3;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10;
e1.. - 4*x1 - 3*x2 + 4*x3 =L= 30;
e2.. 4*x1 + 9*x2 - 2*x3 =L= 114;
e3.. 2*x2 - x3 =L= 8;
e4.. 2*x1 + 15*x2 - 8*x3 =L= 64;
e5.. x2 =L= 14;
e6.. - 4*x1 + 3*x2 - 2*x3 =L= -18;
e7.. 4*x1 - 9*x2 + 4*x3 =L= -6;
e8.. - 6*x1 + 5*x2 - 4*x3 =L= -40;
e9.. 4*x1 - 9*x2 - 3*x3 =L= -132;
e10.. - (15*x1 - sqr(x1) - sqr(x2) - 2*x2) - x3 + 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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