ex1225.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.
- Porn, R, Harjunkoski, I, and Westerlund, T, Convexification of Different Classes of Non-Convex MINLP Problems. Computers and Chemical Engineering 23 (1999), 439-448.
- Original source: MINLP Model of Chapter 12 ex12.2.5.gms from Floudas e.a. Test Problems
Point:
p1
Best known point (p1): Solution value 31.00 (global optimum, BARON certificate)
<![CDATA[
* MINLP written by GAMS Convert at 04/17/01 16:37:53
*
* Equation counts
* Total E G L N X
* 11 3 0 8 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 3 6 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 27 25 2 0
*
* Solve m using MINLP minimizing objvar;
Variables x1,x2,b3,b4,b5,b6,b7,b8,objvar;
Binary Variables b3,b4,b5,b6,b7,b8;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11;
e1.. - 7*x1 - 10*x2 + objvar =E= 0;
e2.. x1**1.2*x2**1.7 - 7*x1 - 9*x2 =L= -24;
e3.. - x1 - 2*x2 =L= -5;
e4.. - 3*x1 + x2 =L= 1;
e5.. 4*x1 - 3*x2 =L= 11;
e6.. x1 - b3 - 2*b4 - 4*b5 =E= 1;
e7.. x2 - b6 - 2*b7 - 4*b8 =E= 1;
e8.. b3 + b5 =L= 1;
e9.. b6 + b8 =L= 1;
e10.. b4 + b5 =L= 1;
e11.. b7 + b8 =L= 1;
* set non default bounds
x1.lo = 1; x1.up = 5;
x2.lo = 1; x2.up = 5;
$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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