st_rv1.gms:
References:
- Tawarmalani, M, and Sahinidis, N, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Kluwer, 2002.
- Shectman, J P, and Sahinidis, N, A finite algorithm for global minimization of separable concave programs. Journal of Global Optimization 12 (1998), 1--36.
- Shectman, J P, Finite Algorithms for Global Optimization of Concave Programs and General Quadratic Programs, 1999. PhD thesis, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana Champagne
Point:
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* NLP written by GAMS Convert at 08/30/02 11:48:58
*
* Equation counts
* Total E G L N X C
* 6 1 0 5 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
* 52 42 10 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10;
Equations e1,e2,e3,e4,e5,e6;
e1.. 8*x1 + 7*x2 + 9*x3 + 9*x5 + 8*x6 + 2*x7 + 4*x9 + x10 =L= 530;
e2.. 3*x1 + 4*x2 + 6*x3 + 9*x4 + 6*x6 + 9*x7 + x8 + x10 =L= 395;
e3.. 2*x2 + x3 + 5*x4 + 5*x5 + 7*x7 + 4*x8 + 2*x9 =L= 350;
e4.. 5*x1 + 7*x3 + x4 + 7*x5 + 5*x6 + 7*x8 + 9*x9 + 5*x10 =L= 405;
e5.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 =L= 200;
e6.. - (-0.00055*sqr(x1) - 0.0583*x1 - 0.0019*sqr(x2) - 0.2318*x2 - 0.0002*
sqr(x3) - 0.0108*x3 - 0.00095*sqr(x4) - 0.1634*x4 - 0.0046*sqr(x5) - 0.138
*x5 - 0.0035*sqr(x6) - 0.357*x6 - 0.00315*sqr(x7) - 0.1953*x7 - 0.00475*
sqr(x8) - 0.361*x8 - 0.0048*sqr(x9) - 0.1824*x9 - 0.003*sqr(x10) - 0.162*
x10) + 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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