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ex1222.gms:

References:

Point: p1 
Best known point (p1): Solution value 1.08 (global optimum, BARON certificate)


$offlisting * MINLP written by GAMS Convert at 04/17/01 16:37:44 * * Equation counts * Total E G L N X * 4 1 0 3 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 4 3 1 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 9 7 2 0 * * Solve m using MINLP minimizing objvar; Variables x1,x2,b3,objvar; Binary Variables b3; Equations e1,e2,e3,e4; e1.. - exp(x1 - 0.2) - x2 =L= 0; e2.. x2 + 1.1*b3 =L= -1; e3.. x1 - 1.2*b3 =L= 0; e4.. - 5*sqr(x1 - 0.5) + 0.7*b3 + objvar =E= 0.8; * set non default bounds x1.lo = 0.2; x1.up = 1; x2.lo = -2.22554; x2.up = -1; $if set nostart $goto modeldef * set non default levels * 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;