Rosenbrock.gms
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* DNLP written by GAMS Convert at 11/11/08 09:34:04
*
* Equation counts
* Total E G L N X C
* 1 1 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
* 11 1 10 0
*
* Solve m using DNLP minimizing objvar;
*
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Equations e1;
e1.. - ((100*x1*x1 - 100*x2)*(x1*x1 - x2) + (1 - x1)*(1 - x1) + (100*x2*x2 -
100*x3)*(x2*x2 - x3) + (1 - x2)*(1 - x2) + (100*x3*x3 - 100*x4)*(x3*x3 -
x4) + (1 - x3)*(1 - x3) + (100*x4*x4 - 100*x5)*(x4*x4 - x5) + (1 - x4)*(1
- x4) + (100*x5*x5 - 100*x6)*(x5*x5 - x6) + (1 - x5)*(1 - x5) + (100*x6*
x6 - 100*x7)*(x6*x6 - x7) + (1 - x6)*(1 - x6) + (100*x7*x7 - 100*x8)*(x7*
x7 - x8) + (1 - x7)*(1 - x7) + (100*x8*x8 - 100*x9)*(x8*x8 - x9) + (1 - x8
)*(1 - x8) + (100*x9*x9 - 100*x10)*(x9*x9 - x10) + (1 - x9)*(1 - x9))
+ objvar =E= 0;
* set non default bounds
x1.lo = -30; x1.up = 30;
x2.lo = -30; x2.up = 30;
x3.lo = -30; x3.up = 30;
x4.lo = -30; x4.up = 30;
x5.lo = -30; x5.up = 30;
x6.lo = -30; x6.up = 30;
x7.lo = -30; x7.up = 30;
x8.lo = -30; x8.up = 30;
x9.lo = -30; x9.up = 30;
x10.lo = -30; x10.up = 30;
* set non default levels
$if not set startsol $goto cont
$goto %startsol%
$label sol1
x1.l = 1;
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;
objvar.l = 0;
$goto cont
$label cont
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using DNLP minimizing objvar;
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