ex1221.gms:
References:
- Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
- Kocis, G R, and Grossmann, I E, Global Optimization of Nonconvex MINLP Problems in Process Synthesis. Industrial and Engineering Chemical Research 27 (1988), 1407-1421.
- Original source: MINLP Model of Chapter 12 ex12.2.1.gms from Floudas e.a. Test Problems
Point:
p1
Best known point (p1): Solution value 7.67 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 04/17/01 16:37:42
*
* Equation counts
* Total E G L N X
* 6 3 0 3 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 3 3 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 17 15 2 0
*
* Solve m using MINLP minimizing objvar;
Variables x1,x2,b3,b4,b5,objvar;
Positive Variables x1,x2;
Binary Variables b3,b4,b5;
Equations e1,e2,e3,e4,e5,e6;
e1.. - 2*x1 - 3*x2 - 1.5*b3 - 2*b4 + 0.5*b5 + objvar =E= 0;
e2.. sqr(x1) + b3 =E= 1.25;
e3.. x2**1.5 + 1.5*b4 =E= 3;
e4.. x1 + b3 =L= 1.6;
e5.. 1.333*x2 + b4 =L= 3;
e6.. - b3 - b4 + b5 =L= 0;
* set non default bounds
x1.up = 10;
x2.up = 10;
$if set nostart $goto modeldef
* set non default levels
x1.l = 1;
x2.l = 1;
* set non default marginals
$label modeldef
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
$if not set MINLP $set MINLP MINLP
Solve m using %MINLP% minimizing objvar;