rosenmmx.gms
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* NLP written by GAMS Convert at 10/06/06 11:47:22
*
* Equation counts
* Total E G L N X C
* 5 1 0 4 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
* 22 6 16 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,objvar;
Equations e1,e2,e3,e4,e5;
e1.. sqr(x1) - 5*x1 + sqr(x2) - 5*x2 + 2*sqr(x3) - 21*x3 + sqr(x4) + 7*x4 - x5
=L= 0;
e2.. 11*(sqr(x1) + sqr(x2) + sqr(x3) + sqr(x4)) + 5*x1 - 15*x2 - 11*x3 - 3*x4
+ sqr(x3) - x5 =L= 80;
e3.. 11*sqr(x1) - 15*x1 + 21*sqr(x2) - 5*x2 + 12*sqr(x3) - 21*x3 + 21*sqr(x4)
- 3*x4 - x5 =L= 100;
e4.. 11*(sqr(x1) + sqr(x2)) + 15*x1 - 15*x2 + 12*sqr(x3) - 21*x3 + sqr(x4) - 3*
x4 - x5 =L= 50;
e5.. - 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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