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ex1223b.gms:

References:

Point: p1 
Best known point (p1): Solution value 4.58 (global optimum, BARON certificate)


$offlisting * MINLP written by GAMS Convert at 04/17/01 16:37:50 * * Equation counts * Total E G L N X * 10 1 0 9 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 8 4 4 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 32 15 17 0 * * Solve m using MINLP minimizing objvar; Variables x1,x2,x3,b4,b5,b6,b7,objvar; Positive Variables x1,x2,x3; Binary Variables b4,b5,b6,b7; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10; e1.. x1 + x2 + x3 + b4 + b5 + b6 =L= 5; e2.. sqr(b6) + sqr(x1) + sqr(x2) + sqr(x3) =L= 5.5; e3.. x1 + b4 =L= 1.2; e4.. x2 + b5 =L= 1.8; e5.. x3 + b6 =L= 2.5; e6.. x1 + b7 =L= 1.2; e7.. sqr(b5) + sqr(x2) =L= 1.64; e8.. sqr(b6) + sqr(x3) =L= 4.25; e9.. sqr(b5) + sqr(x3) =L= 4.64; e10.. - (sqr(b4 - 1) + sqr(b5 - 2) + sqr(b6 - 1) - log(1 + b7) + sqr(x1 - 1) + sqr(x2 - 2) + sqr(x3 - 3)) + objvar =E= 0; * set non default bounds x1.up = 10; x2.up = 10; x3.up = 10; $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;