st_phex.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:
<![CDATA[
* NLP written by GAMS Convert at 08/30/02 11:46:36
*
* 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
* 3 3 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 13 11 2 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,objvar;
Positive Variables x1,x2;
Equations e1,e2,e3,e4,e5,e6;
e1.. x1 + x2 =L= 10;
e2.. x1 + 5*x2 =L= 22;
e3.. - 3*x1 + 2*x2 =L= 2;
e4.. - x1 - 4*x2 =L= -4;
e5.. x1 - 2*x2 =L= 4;
e6.. - (-sqr(x1) - 4*sqr(x2)) + 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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