* *************************** * SET UP THE INITIAL DATA * *************************** * Problem : * ********* * Source: Test problem 1 (Synthesis of processing system) in * M. Duran & I.E. Grossmann, * "An outer approximation algorithm for a class of mixed integer nonlinear * programs", Mathematical Programming 36, pp. 307-339, 1986. * SIF input: S. Leyffer, October 1997 * classification OOR2-AN-6-6 Positive Variable x1,x2,x3,y1,y2,y3; Variable obj ; Equation n1 , n2 , l3 , l4 , l5 , l6 , Def_obj ; n1.. 0 =l= 0.8*log ( x2 + 1.0 ) + 0.96*log ( x1 - x2 + 1.0 ) - 0.8*x3 ; n2.. 0 =l= log ( x2 + 1.0 ) + 1.2*log ( x1 - x2 + 1.0 ) - x3 - 2.0*y3 + 2.0 ; l3.. 0 =g= x2 - x1 ; l4.. 0 =g= x2 - 2.0*y1 ; l5.. 0 =g= -x2 + x1 - 2.0*y2 ; l6.. 0 =g= y1 + y2 - 1.0 ; Def_obj.. obj =e= -18.0*log ( x2 + 1.0 ) - 19.2*log ( x1 - x2 + 1.0 ) + 5.0*y1 + 6.0*y2 + 8.0*y3 + 10.0*x1 - 7.0*x3 + 10.0 ; x1.up = 2.0; x2.up = 2.0; x3.up = 1.0; y1.up = 1.0; y2.up = 1.0; y3.up = 1.0; Model synthes1 /all/; Solve synthes1 using nlp minimazing obj ; display x1.l ; display x2.l ; display x3.l ; display y1.l ; display y2.l ; display y3.l ; display obj.l ;