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* NLP written by GAMS Convert at 10/06/06 11:32:11 * * Equation counts * Total E G L N X C * 9 9 0 0 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 * 35 25 10 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9; e1.. x1 + 2*x2 + 3*x3 =E= 1; e2.. x2 + 2*x3 + 3*x4 =E= 1; e3.. x3 + 2*x4 + 3*x5 =E= 1; e4.. x4 + 2*x5 + 3*x6 =E= 1; e5.. x5 + 2*x6 + 3*x7 =E= 1; e6.. x6 + 2*x7 + 3*x8 =E= 1; e7.. x7 + 2*x8 + 3*x9 =E= 1; e8.. x8 + 2*x9 + 3*x10 =E= 1; e9.. - (sqr(x1 + x2) + sqr(x2 + x3) + sqr(x3 + x4) + sqr(x4 + x5) + sqr(x5 + x6) + sqr(x6 + x7) + sqr(x7 + x8) + sqr(x8 + x9) + sqr(x9 + x10)) + objvar =E= 0; * set non default bounds * set non default levels x1.l = -4; x2.l = 1; x3.l = 1; x4.l = 1; x5.l = 1; x6.l = 1; x7.l = 1; x8.l = 1; x9.l = 1; x10.l = 1; * 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;