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ex7_2_2.gms:

References:

Point: p1 
Best known point: p1 with value -0.3888


* NLP written by GAMS Convert at 07/19/01 13:39:48 * * Equation counts * Total E G L N X * 6 5 0 1 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 7 7 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 17 7 10 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,objvar; Positive Variables x1,x2,x3,x4; Equations e1,e2,e3,e4,e5,e6; e1.. x4 + objvar =E= 0; e2.. 0.09755988*x1*x5 + x1 =E= 1; e3.. 0.0965842812*x2*x6 + x2 - x1 =E= 0; e4.. 0.0391908*x3*x5 + x3 + x1 =E= 1; e5.. 0.03527172*x4*x6 + x4 - x1 + x2 - x3 =E= 0; e6.. x5**0.5 + x6**0.5 =L= 4; * set non default bounds x1.up = 1; x2.up = 1; x3.up = 1; x4.up = 1; x5.lo = 1E-5; x5.up = 16; x6.lo = 1E-5; x6.up = 16; * 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;