ex1222.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.
- Floudas, C A, Nonlinear and Mixed Integer Optimization: Fundamentals and Applications. Oxford University Press, 1995.
- Original source: MINLP Model of Chapter 12 ex12.2.2.gms from Floudas e.a. Test Problems
Point:
p1
Best known point (p1): Solution value 1.08 (global optimum, BARON certificate)
<![CDATA[
* 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;
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