portfl6.gms
<![CDATA[
* NLP written by GAMS Convert at 10/06/06 11:47:15
*
* Equation counts
* Total E G L N X C
* 2 2 0 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 13 13 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 25 13 12 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12;
Equations e1,e2;
e1.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 + x12 =E= 1;
e2.. - (sqr((-0.012902) + 0.02802144*x1 + 0.06839808*x2 + 0.03009985*x3 +
0.02765259*x4 + 0.01934344*x5 + 0.02026545*x6 + 0.02575342*x7 + 0.01944241
*x8 + 0.03257355*x9 + 0.02936247*x10 + 0.0142632*x11 + 0.04961332*x12) +
sqr((-0.02191627) - 0.000237*x1 + 0.11464542*x2 + 0.00113202*x3 +
0.00825095*x4 - 0.0001824*x5 + 0.02412925*x6 + 0.04711538*x7 - 0.0001799*
x8 + 0.11882583*x9 + 0.02728753*x10 + 0.02913527*x11 + 0.10977209*x12) +
sqr((-0.02529557) + 0.01635846*x1 + 0.02391108*x2 + 0.02014134*x3 +
0.02300206*x4 + 0.01368738*x5 + 0.02670218*x6 + 0.04213856*x7 + 0.01340651
*x8 + 0.0200098*x9 + 0.01895524*x10 + 0.00045297*x11 + 0.04399932*x12) +
sqr((-0.01689461) + 0.01119664*x1 + 0.01730916*x2 + 0.00609629*x3 -
0.0109541*x4 - 0.0011702*x5 + 0.00685114*x6 + 0.00156648*x7 - 0.0015981*x8
+ 0.00994581*x9 + 0.02426429*x10 - 0.0110172*x11 - 0.0011856*x12) + sqr((
-0.01766878) - 0.0063052*x1 + 0.03985465*x2 + 0.00041314*x3 + 0.0075051*x4
+ 0.0063987*x5 + 0.00436018*x6 + 0.04701857*x7 + 0.0084482*x8 +
0.04788101*x9 - 0.0079572*x10 + 0.00610407*x11 + 0.04759078*x12) + sqr((-
0.00898333) + 0.00162501*x1 - 0.0284541*x2 - 0.0022713*x3 - 0.0013018*x4
- 0.0012536*x5 - 0.0003288*x6 - 0.0128839*x7 - 0.0003527*x8 - 0.023203*x9
- 0.0007959*x10 + 0.02745336*x11 - 0.0030388*x12) + sqr(0.0095882 +
0.01506489*x1 + 0.03014387*x2 + 0.01628035*x3 + 0.02042146*x4 + 0.01631848
*x5 + 0.01644953*x6 + 0.02269933*x7 + 0.01270289*x8 + 0.02328976*x9 +
0.03278387*x10 + 0.01660762*x11 + 0.02769167*x12) + sqr((-0.01011323) +
0.01248192*x1 - 0.0043781*x2 + 0.01568015*x3 + 0.01036122*x4 + 0.00855757*
x5 + 0.01831952*x6 + 0.00268196*x7 + 0.00749129*x8 - 0.0285306*x9 -
0.0042126*x10 + 0.01974878*x11 - 0.0027146*x12) + sqr((-0.01608763) +
0.00819364*x1 + 0.04352908*x2 + 0.00915592*x3 + 0.00786683*x4 + 0.00629811
*x5 + 0.01716356*x6 + 0.02979155*x7 + 0.00717621*x8 + 0.01515152*x9 +
0.01608771*x10 + 0.0011392*x11 + 0.02207884*x12) + sqr(0.0054741 +
0.00469729*x1 - 0.0313116*x2 - 0.0006622*x3 - 0.0013241*x4 + 0.00756259*x5
- 0.0061246*x6 - 0.0151365*x7 + 0.00429221*x8 - 0.0187389*x9 - 0.0134287*
x10 - 0.0152905*x11 - 0.0142039*x12) + sqr(0.0157507 + 0.0141744*x1 -
0.0604625*x2 + 0.01722995*x3 + 0.02267969*x4 + 0.01708222*x5 + 0.01024964*
x6 + 0.00081848*x7 + 0.01931789*x8 - 0.0351782*x9 + 0.01224441*x10 +
0.00137224*x11 - 0.0637882*x12) + sqr(0.0107545 + 0.02114737*x1 +
0.03727582*x2 + 0.01700326*x3 + 0.01487547*x4 + 0.01891594*x5 + 0.02626665
*x6 + 0.06069968*x7 + 0.0208805*x8 + 0.04382249*x9 + 0.0277158*x10 +
0.04046159*x11 + 0.01581788*x12) + sqr((-0.03731084) + 0.00566105*x1 +
0.01361736*x2 + 0.00634168*x3 + 0.00531164*x4 + 0.00524476*x5 + 0.00958273
*x6 - 0.0102801*x7 + 0.0122392*x8 + 0.01976048*x9 + 0.01154154*x10 +
0.01122972*x11 + 0.0276185*x12) + sqr((-0.01240882) - 0.0045603*x1 -
0.0138246*x2 - 0.0091024*x3 - 0.0015382*x4 - 0.0021532*x5 - 0.001622*x6 -
0.0141954*x7 - 0.0060861*x8 + 6.52e-5*x9 - 5.65e-5*x10 - 0.0300932*x11 +
0.03916249*x12) + sqr((-0.01225673) + 0.01052255*x1 + 0.00565259*x2 +
0.0141967*x3 + 0.01232501*x4 + 0.00431571*x5 + 0.0159456*x6 - 0.0088682*x7
+ 0.01232854*x8 + 0.00978601*x9 + 0.01739818*x10 + 0.07110043*x11 +
0.01596138*x12) + sqr(0.0025362 + 0.00701282*x1 - 0.004328*x2 + 0.01805168
*x3 + 0.021637*x4 + 0.0098339*x5 + 0.00527126*x6 + 0.02879164*x7 +
0.00701669*x8 - 0.0084636*x9 + 0.01421354*x10 + 0.02401848*x11 - 0.006546*
x12) + sqr(0.0103346 + 0.00499437*x1 - 0.0246133*x2 - 0.0075903*x3 -
0.0068652*x4 + 0.00196399*x5 - 0.0166735*x6 - 0.0216998*x7 + 0.00448502*x8
- 0.0374014*x9 - 0.0241966*x10 - 0.0161092*x11 - 0.0384127*x12) + sqr(
0.0232057 + 0.02714435*x2 - 0.0169895*x3 - 0.0156514*x4 + 0.00236851*x5 -
0.025704*x6 - 0.0183082*x7 + 0.00039866*x8 - 0.0066337*x9 - 0.0285554*x10
- 0.0216779*x11 + 0.00045683*x12) + sqr(0.0133208 + 0.00524953*x1 -
0.0513326*x2 - 0.0010204*x3 - 0.0011925*x4 + 0.01417746*x5 + 0.00830207*x6
- 0.0087868*x7 + 0.01235355*x8 - 0.0414991*x9 - 0.0282975*x10 - 0.0265765
*x11 - 0.121106*x12) + sqr((-0.00670737) + 0.02764239*x1 - 0.0578522*x2 +
0.0119382*x3 + 0.03608384*x4 + 0.02771752*x5 - 0.1286899*x6 + 0.04911805*
x7 + 0.0371595*x8 + 0.02509598*x9 - 0.083264*x10 - 0.0605873*x11 +
0.01876118*x12) + sqr(0.0440761 + 0.0328613*x1 + 0.11776573*x2 +
0.04706328*x3 + 0.03060179*x4 + 0.01993433*x5 + 0.06852863*x6 + 0.06639076
*x7 + 0.0224685*x8 + 0.06727235*x9 + 0.03474878*x10 + 0.00856515*x11 +
0.06550317*x12) + sqr((-0.05370387) + 0.01121753*x1 - 0.0294416*x2 -
0.0065674*x3 - 0.0001242*x4 + 0.00774124*x5 - 0.0098919*x6 + 0.03177555*x7
+ 0.00853749*x8 + 0.03385535*x9 - 0.0091473*x10 - 0.0087101*x11 +
0.01441183*x12) + sqr(0.0092435 + 0.01998054*x1 + 0.04846583*x2 +
0.00533721*x3 + 0.01261183*x4 + 0.01201704*x5 - 0.0326849*x6 + 0.02006112*
x7 + 0.02164152*x8 + 0.0318039*x9 + 0.02921277*x10 + 0.03675771*x11 +
0.04188729*x12) + sqr((-0.01189763) + 0.01507346*x1 + 0.0021062*x2 +
0.0316723*x3 + 0.01822198*x4 + 0.01525628*x5 + 0.01682627*x6 + 0.00975647*
x7 + 0.01433821*x8 + 0.01803119*x9 + 0.03329852*x10 - 0.0057913*x11 +
0.00322029*x12) + sqr((-0.0304517) + 0.00545113*x1 + 0.07112832*x2 -
0.0015788*x3 + 0.0208484*x4 + 0.02701902*x5 - 0.0275797*x6 + 0.10423007*x7
+ 0.03395369*x8 + 0.04092867*x9 + 0.00214044*x10 + 0.00028415*x11 +
0.08396028*x12) + sqr((-0.02651453) + 0.01265034*x1 - 0.0261799*x2 +
0.04234509*x3 + 0.02921733*x4 + 0.00641488*x5 - 0.0260791*x6 - 0.010197*x7
+ 0.0005496*x8 - 0.0186249*x9 + 0.02699496*x10 + 0.04552234*x11 +
0.00564501*x12) + sqr(0.0029588 + 0.00086154*x1 - 0.0217402*x2 +
0.02123953*x3 + 0.01559901*x4 - 0.0007161*x5 + 0.08026138*x6 + 0.01517472*
x7 + 0.00205987*x8 - 0.0076148*x9 - 0.021606*x10 + 0.0116832*x11 +
0.00358885*x12) + sqr((-0.02141482) + 0.01629365*x1 + 0.01046127*x2 +
0.02167813*x3 + 0.00265402*x4 + 0.00121838*x5 + 0.04569663*x6 + 0.040661*
x7 + 0.00356311*x8 - 0.0016527*x9 - 0.0312352*x10 - 0.002417*x11 -
0.041766*x12) + sqr((-0.02622693) + 0.02674088*x1 + 0.08218002*x2 +
0.02929614*x3 + 0.03300293*x4 + 0.01281317*x5 + 0.06344316*x6 + 0.09204718
*x7 + 0.02239519*x8 + 0.09317725*x9 + 0.07112818*x10 + 0.06218872*x11 +
0.07382422*x12) + sqr((-0.03818196) - 0.0028283*x1 + 0.06404283*x2 -
0.0015172*x3 + 0.01390252*x4 + 0.03569157*x5 + 0.02979956*x6 + 0.075359*x7
+ 0.02758114*x8 + 0.04970254*x9 - 0.0417093*x10 + 0.0644405*x11 +
0.10782392*x12) + sqr((-0.03508255) + 0.00608639*x1 - 0.0309792*x2 -
0.0125235*x3 + 0.02618702*x4 + 0.03316501*x5 + 0.04064994*x6 - 0.0047691*
x7 + 0.04185351*x8 - 0.0021639*x9 + 0.09619381*x10 + 0.01547711*x11 -
0.0317326*x12) + sqr(0.012888 - 0.0120404*x1 - 0.03096*x2 + 0.03889626*x3
+ 0.02305596*x4 + 0.02476882*x5 + 0.01009655*x6 - 0.0071033*x7 +
0.02545069*x8 - 0.0077451*x9 + 0.00996696*x10 - 0.0056861*x11 - 0.055244*
x12) + sqr((-0.03195557) + 0.0242554*x1 + 0.06890906*x2 + 0.02053325*x3 +
0.00676091*x4 + 0.01933613*x5 + 0.01584007*x6 + 0.02237111*x7 + 0.0194659*
x8 + 0.03382422*x9 + 0.04349692*x10 + 0.03572692*x11 + 0.08599692*x12) +
sqr((-0.0095065) + 0.02048871*x1 - 0.0099322*x2 - 0.0012012*x3 - 0.0050875
*x4 - 0.0151122*x5 - 0.0668351*x6 + 0.01449517*x7 - 0.014977*x8 -
0.0108723*x9 - 0.0438425*x10 + 0.01895492*x11 - 0.0217804*x12) + sqr((-
0.00443152) + 0.02713002*x1 + 0.02470467*x2 + 0.01257767*x3 + 0.02495398*
x4 - 0.0032742*x5 + 0.0445981*x6 - 0.0150544*x7 + 0.00411921*x8 -
0.0003053*x9 + 0.00419287*x10 + 0.02731691*x11 + 0.03927492*x12) + sqr((-
0.03302082) + 0.00382081*x1 + 0.01070497*x2 + 0.00841293*x3 - 0.0082318*x4
- 0.0117874*x5 + 0.00965304*x6 - 0.0181191*x7 - 0.0118846*x8 + 0.00463222
*x9 + 0.02622986*x10 + 0.00391517*x11 + 0.05519274*x12) + sqr(0.0122789 -
0.0174316*x1 - 0.0648169*x2 - 0.0258624*x3 - 0.0199205*x4 - 0.0197497*x5
- 0.0387893*x6 + 0.01805729*x7 - 0.0260699*x8 - 0.0396736*x9 - 0.0362526*
x10 - 0.0623984*x11 - 0.0400785*x12) + sqr(0.0318221 - 0.0057826*x1 -
0.0867818*x2 - 0.0102267*x3 - 0.0122157*x4 + 0.00079793*x5 + 0.04251449*x6
- 0.0015568*x7 - 0.0097793*x8 - 0.0400464*x9 - 0.003085*x10 - 0.0530907*
x11 - 0.0666771*x12) + sqr((-0.00174459) - 0.0075103*x1 - 0.0118189*x2 -
0.004479*x3 - 0.0138737*x4 - 0.0090359*x5 + 0.00283502*x6 + 0.0053461*x7
- 0.0127247*x8 - 0.016379*x9 - 0.0045062*x10 + 0.00024404*x11 - 0.005139*
x12) + sqr(0.0280738 - 0.0137687*x1 - 0.0292303*x2 - 0.0310854*x3 -
0.0156497*x4 - 0.0077774*x5 - 0.0290312*x6 - 0.0277516*x7 - 0.0138505*x8
- 0.0098904*x9 - 0.0205606*x10 - 0.0496492*x11 + 0.0202388*x12) + sqr(
0.0258027 + 0.00490366*x1 - 0.0474585*x2 - 0.0043269*x3 - 0.0069589*x4 +
0.0058112*x5 - 0.0475923*x6 + 0.00586828*x7 + 0.00429157*x8 - 0.0321688*x9
- 0.0288991*x10 - 0.0034015*x11 - 0.0702606*x12) + sqr(0.0279576 +
0.00430564*x1 + 0.01299229*x2 + 0.0192379*x3 + 0.01854347*x4 + 0.0069869*
x5 - 0.0070546*x6 - 0.0188615*x7 + 0.01786986*x8 + 0.01481136*x9 +
0.02540138*x10 + 0.00772798*x11 + 0.02115788*x12) + sqr(0.0085528 -
0.015834*x1 + 0.02902949*x2 - 0.030522*x3 - 0.0196348*x4 - 0.0068717*x5 -
0.0179988*x6 - 0.0192241*x7 - 0.0171108*x8 - 0.005114*x9 - 0.0243807*x10
+ 0.00134202*x11 + 0.01612974*x12) + sqr(0.0051912 - 0.0020909*x1 +
0.00934787*x2 + 0.00311075*x3 - 0.0026452*x4 - 0.0115544*x5 + 0.01344507*
x6 + 0.009359*x7 - 0.0081542*x8 - 0.0292249*x9 + 0.0041841*x10 - 0.0003191
*x11 - 0.0542889*x12) + sqr((-0.01035991) + 0.01344508*x1 - 0.0394707*x2
+ 0.0101588*x3 - 0.0041136*x4 + 0.00686421*x5 - 0.0137426*x6 - 0.0105551*
x7 + 0.00593762*x8 - 0.0286768*x9 + 0.00393836*x10 + 0.01589632*x11 -
0.0285207*x12) + sqr((-0.0225581) + 0.01659775*x1 + 0.02680211*x2 +
0.02429471*x3 + 0.02315343*x4 + 0.0161998*x5 + 0.00554952*x6 + 0.02764189*
x7 + 0.01381592*x8 + 0.03834375*x9 + 0.01091591*x10 + 0.02193175*x11 +
0.08278316*x12) + sqr(0.0040109 - 0.0014688*x1 - 0.0302386*x2 - 0.0176725*
x3 - 0.0198672*x4 - 0.009432*x5 - 0.0219556*x6 - 0.0143381*x7 - 0.0106845*
x8 - 0.0092614*x9 - 0.0323941*x10 - 0.0211536*x11 + 0.01565405*x12) + sqr(
0.0211052 + 0.0115983*x1 - 0.0227665*x2 + 0.01294056*x3 + 0.01392878*x4 +
0.02105545*x5 + 0.00705348*x6 - 0.0082625*x7 + 0.01985384*x8 - 0.0008335*
x9 - 0.0103458*x10 + 0.00986305*x11 - 0.0458125*x12) + sqr((-0.004952) +
0.01107383*x1 + 0.02188145*x2 + 0.00420648*x3 - 0.0044366*x4 + 0.00866881*
x5 - 0.0832572*x6 + 0.00481108*x7 + 0.01020926*x8 - 0.014421*x9 +
0.00099841*x10 - 0.0356454*x11 - 0.0263263*x12) + sqr(0.057615 +
0.01687134*x1 - 0.0726653*x2 + 0.00449915*x3 + 0.00977181*x4 + 0.0170584*
x5 - 0.0902205*x6 + 0.08875394*x7 + 0.01952169*x8 - 0.0623375*x9 -
0.0562074*x10 - 0.0262546*x11 - 0.0636084*x12) + sqr((-0.01198616) +
0.01485068*x1 + 0.06472895*x2 + 0.00212687*x4 + 0.01658024*x5 + 0.04980283
*x6 + 0.05749222*x7 + 0.02056397*x8 + 0.02637348*x9 + 0.0586224*x10 +
0.01305068*x11 + 0.02148485*x12) + sqr((-0.06502385) + 0.03430532*x1 +
0.04080201*x2 + 0.06800865*x3 + 0.0311986*x4 + 0.02052897*x5 + 0.07888147*
x6 + 0.05203367*x7 + 0.02473456*x8 + 0.05629201*x9 + 0.03905103*x10 +
0.04276746*x11 + 0.05500192*x12) + sqr(0.0087326 - 0.0043532*x1 -
0.0176916*x2 - 0.0112316*x3 + 0.00308721*x4 - 0.0102431*x5 - 0.0188265*x6
- 0.0166313*x7 - 0.0103614*x8 - 0.0117171*x9 - 0.0012433*x10 - 0.04001*
x11 - 0.0387375*x12) + sqr((-0.01490852) + 0.0195711*x1 - 0.0174385*x2 +
0.02515601*x3 + 0.03221339*x4 + 0.01558603*x5 + 0.05618347*x6 - 0.0419138*
x7 + 0.01671624*x8 - 0.0052961*x9 + 0.04589181*x10 + 0.02436634*x11 +
0.03604668*x12) + sqr((-0.04636842) + 0.01179293*x1 + 0.11707885*x2 +
0.02306449*x3 + 0.01610098*x4 + 0.01086556*x5 + 0.06146955*x6 - 0.0565902*
x7 + 0.01351589*x8 + 0.07478219*x9 + 0.02250717*x10 + 0.04495887*x11 +
0.1128135*x12) + sqr((-0.03240216) + 0.00847671*x1 - 0.0196384*x2 +
0.0073444*x3 - 0.0060155*x4 + 0.01153823*x5 - 0.0185803*x6 - 0.0079726*x7
+ 0.00889043*x8 - 0.0229678*x9 - 0.0007407*x10 - 0.0062248*x11 -
0.0066382*x12) + sqr(0.0259597 + 0.0146095*x1 + 0.00977683*x2 + 0.01564303
*x3 + 0.01156268*x4 + 0.01518881*x5 + 0.01385571*x6 - 0.0460882*x7 +
0.01487755*x8 + 0.00530076*x9 + 0.0114906*x10 + 0.00411447*x11 - 0.0038363
*x12) + sqr((-0.00359585) + 0.01750579*x1 + 0.04120185*x2 + 0.03084961*x3
+ 0.03117856*x4 + 0.02004731*x5 + 0.04288407*x6 + 0.04327144*x7 +
0.02683807*x8 + 0.03977533*x9 + 0.0482672*x10 + 0.02287322*x11 +
0.03565365*x12) + sqr((-0.03484614) + 0.00833576*x1 - 0.0051549*x2 +
0.01560227*x3 + 0.02853774*x4 + 0.01107311*x5 + 0.0279033*x6 - 0.0362028*
x7 + 0.01081704*x8 + 0.00440966*x9 + 0.02911506*x10 + 0.0187145*x11 -
0.0019992*x12) + sqr((-0.03204345) + 0.02196482*x1 + 0.04551689*x2 +
0.01436445*x3 + 0.01889475*x4 + 0.01026376*x5 + 0.07149137*x6 - 0.0009689*
x7 + 0.01298278*x8 + 0.04653715*x9 + 0.02470034*x10 + 0.01414485*x11 +
0.05372596*x12) + sqr((-0.00328904) - 0.0148144*x1 - 0.0252174*x2 -
0.0139043*x3 - 0.0084619*x4 - 0.0163459*x5 + 0.00892353*x6 - 0.0056484*x7
- 0.022308*x8 - 0.0302045*x9 + 0.00525668*x10 - 0.0208345*x11 - 0.0050188
*x12) + sqr((-0.00321269) + 0.00907008*x1 + 0.01001894*x2 + 0.01262528*x3
+ 0.01389078*x4 + 0.00490451*x5 - 0.0082346*x6 + 0.00556576*x7 +
0.00526547*x8 - 0.0035146*x9 + 0.00579451*x10 - 0.0014776*x11 + 0.02036761
*x12)) + objvar =E= 0;
* set non default bounds
x1.up = 1;
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.up = 1;
x6.up = 1;
x7.up = 1;
x8.up = 1;
x9.up = 1;
x10.up = 1;
x11.up = 1;
x12.up = 1;
* set non default levels
x1.l = 0.0833333333333333;
x2.l = 0.0833333333333333;
x3.l = 0.0833333333333333;
x4.l = 0.0833333333333333;
x5.l = 0.0833333333333333;
x6.l = 0.0833333333333333;
x7.l = 0.0833333333333333;
x8.l = 0.0833333333333333;
x9.l = 0.0833333333333333;
x10.l = 0.0833333333333333;
x11.l = 0.0833333333333333;
x12.l = 0.0833333333333333;
* 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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