st_qpc-m3c.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 19:16:31
*
* Equation counts
* Total E G L N X C
* 11 1 0 10 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 108 98 10 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11;
e1.. 20*x1 + 20*x2 + 60*x3 + 60*x4 + 60*x5 + 60*x6 + 5*x7 + 45*x8 + 55*x9
+ 65*x10 =L= 600.1;
e2.. 5*x1 + 7*x2 + 3*x3 + 8*x4 + 13*x5 + 13*x6 + 2*x7 + 14*x8 + 14*x9
+ 14*x10 =L= 310.5;
e3.. 100*x1 + 130*x2 + 50*x3 + 70*x4 + 70*x5 + 70*x6 + 20*x7 + 80*x8 + 80*x9
+ 80*x10 =L= 1800;
e4.. 200*x1 + 280*x2 + 100*x3 + 200*x4 + 250*x5 + 280*x6 + 100*x7 + 180*x8
+ 200*x9 + 220*x10 =L= 3850;
e5.. 2*x1 + 2*x2 + 4*x3 + 4*x4 + 4*x5 + 4*x6 + 2*x7 + 6*x8 + 6*x9 + 6*x10
=L= 18.6;
e6.. 4*x1 + 8*x2 + 2*x3 + 6*x4 + 10*x5 + 10*x6 + 5*x7 + 10*x8 + 10*x9
+ 10*x10 =L= 198.7;
e7.. 60*x1 + 110*x2 + 20*x3 + 40*x4 + 60*x5 + 70*x6 + 10*x7 + 40*x8 + 50*x9
+ 50*x10 =L= 882;
e8.. 150*x1 + 210*x2 + 40*x3 + 70*x4 + 90*x5 + 105*x6 + 60*x7 + 100*x8
+ 140*x9 + 180*x10 =L= 4200;
e9.. 80*x1 + 100*x2 + 6*x3 + 16*x4 + 20*x5 + 22*x6 + 20*x8 + 30*x9 + 30*x10
=L= 40.25;
e10.. 40*x1 + 40*x2 + 12*x3 + 20*x4 + 24*x5 + 28*x6 + 40*x9 + 50*x10
=L= 327;
e11.. - (10*x1 - 0.068*x1*x1 - 0.046*x1*x2 + 10*x2 - 0.079*x1*x3 + 10*x3 -
0.051*x1*x4 + 10*x4 - 0.069*x1*x5 + 10*x5 - 0.068*x1*x6 + 10*x6 - 0.046*
x1*x7 + 10*x7 - 0.079*x1*x8 + 10*x8 - 0.051*x1*x9 + 10*x9 - 0.069*x1*x10
+ 10*x10 - 0.046*x2*x1 - 0.055*x2*x2 - 0.058*x2*x3 - 0.045*x2*x4 - 0.06*
x2*x5 - 0.046*x2*x6 - 0.055*x2*x7 - 0.058*x2*x8 - 0.045*x2*x9 - 0.06*x2*
x10 - 0.079*x3*x1 - 0.058*x3*x2 - 0.133*x3*x3 - 0.067*x3*x4 - 0.089*x3*x5
- 0.079*x3*x6 - 0.058*x3*x7 - 0.133*x3*x8 - 0.067*x3*x9 - 0.089*x3*x10
- 0.051*x4*x1 - 0.045*x4*x2 - 0.067*x4*x3 - 0.069*x4*x4 - 0.058*x4*x5 -
0.051*x4*x6 - 0.045*x4*x7 - 0.067*x4*x8 - 0.069*x4*x9 - 0.058*x4*x10 -
0.069*x5*x1 - 0.06*x5*x2 - 0.089*x5*x3 - 0.058*x5*x4 - 0.119*x5*x5 -
0.069*x5*x6 - 0.06*x5*x7 - 0.089*x5*x8 - 0.058*x5*x9 - 0.119*x5*x10 -
0.068*x6*x1 - 0.046*x6*x2 - 0.079*x6*x3 - 0.051*x6*x4 - 0.069*x6*x5 -
0.068*x6*x6 - 0.046*x6*x7 - 0.079*x6*x8 - 0.051*x6*x9 - 0.069*x6*x10 -
0.046*x7*x1 - 0.055*x7*x2 - 0.058*x7*x3 - 0.045*x7*x4 - 0.06*x7*x5 -
0.046*x7*x6 - 0.055*x7*x7 - 0.058*x7*x8 - 0.045*x7*x9 - 0.06*x7*x10 -
0.079*x8*x1 - 0.058*x8*x2 - 0.133*x8*x3 - 0.067*x8*x4 - 0.089*x8*x5 -
0.079*x8*x6 - 0.058*x8*x7 - 0.133*x8*x8 - 0.067*x8*x9 - 0.089*x8*x10 -
0.051*x9*x1 - 0.045*x9*x2 - 0.067*x9*x3 - 0.069*x9*x4 - 0.058*x9*x5 -
0.051*x9*x6 - 0.045*x9*x7 - 0.067*x9*x8 - 0.069*x9*x9 - 0.058*x9*x10 -
0.069*x10*x1 - 0.06*x10*x2 - 0.089*x10*x3 - 0.058*x10*x4 - 0.119*x10*x5
- 0.069*x10*x6 - 0.06*x10*x7 - 0.089*x10*x8 - 0.058*x10*x9 - 0.119*x10*
x10) + 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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