st_qpc-m1.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:
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* NLP written by GAMS Convert at 08/31/02 19:11:24
*
* Equation counts
* Total E G L N X C
* 6 1 5 0 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
* 27 22 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,e3,e4,e5,e6;
e1.. x1 + x2 + 2*x3 + x4 + x5 =G= 10;
e2.. 2*x1 + 3*x2 + x5 =G= 8;
e3.. x2 + 4*x3 - x4 + 2*x5 =G= 12;
e4.. 8*x1 - x2 - x3 + 6*x4 =G= 20;
e5.. - 2*x1 - x2 - 3*x3 - x4 - x5 =G= -30;
e6.. - (10*x1 - 0.34*x1*x1 - 0.28*x1*x2 + 10*x2 - 0.22*x1*x3 + 10*x3 - 0.24*x1
*x4 + 10*x4 - 0.51*x1*x5 + 10*x5 - 0.28*x2*x1 - 0.34*x2*x2 - 0.23*x2*x3 -
0.24*x2*x4 - 0.45*x2*x5 - 0.22*x3*x1 - 0.23*x3*x2 - 0.35*x3*x3 - 0.22*x3*
x4 - 0.34*x3*x5 - 0.24*x4*x1 - 0.24*x4*x2 - 0.22*x4*x3 - 0.2*x4*x4 - 0.38*
x4*x5 - 0.51*x5*x1 - 0.45*x5*x2 - 0.34*x5*x3 - 0.38*x5*x4 - 0.99*x5*x5)
+ 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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