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ex3pb.gms:

References:

Point: p1 
Best known point (p1): Solution value 68.01 (global optimum, BARON certificate)


$offlisting * MINLP written by GAMS Convert at 04/18/01 12:06:38 * * Equation counts * Total E G L N X * 32 18 2 12 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 33 25 8 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 100 95 5 0 * * Solve m using MINLP minimizing objvar; Variables b1,b2,b3,b4,b5,b6,b7,b8,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18,x19 ,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,objvar; Positive Variables x9,x10,x11,x12,x13,x14,x15,x16,x17,x18,x19,x20,x21,x22,x23 ,x24,x25,x26,x27,x28,x29,x30,x31,x32; Binary Variables b1,b2,b3,b4,b5,b6,b7,b8; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19 ,e20,e21,e22,e23,e24,e25,e26,e27,e28,e29,e30,e31,e32; e1.. exp(x10) - x9 =E= 1; e2.. exp(0.833333333333333*x12) - x11 =E= 1; e3.. - x15 + 1.5*x16 + x17 =E= 0; e4.. 1.25*x19 - x20 + 1.25*x21 =E= 0; e5.. x22 - 2*x23 =E= 0; e6.. exp(0.666666666666667*x27) - x26 =E= 1; e7.. exp(x29) - x28 =E= 1; e8.. exp(x25) - x17 - x24 =E= 1; e9.. x20 - x26 - x28 =E= 0; e10.. - x16 - x23 + x24 - x32 =E= 0; e11.. x18 - x19 - x22 =E= 0; e12.. x10 + x12 - x13 - x18 =E= 0; e13.. x13 - x14 - x15 =E= 0; e14.. - x27 - x29 + x30 =E= 0; e15.. - x21 + x30 - x31 =E= 0; e16.. x17 - 0.8*x24 =L= 0; e17.. x17 - 0.4*x24 =G= 0; e18.. x19 - 5*x21 =L= 0; e19.. x19 - 2*x21 =G= 0; e20.. - 10*b8 + x9 =L= 0; e21.. - 10*b1 + x11 =L= 0; e22.. - 10*b2 + x16 =L= 0; e23.. - 10*b3 + x19 + x21 =L= 0; e24.. - 10*b4 + x22 =L= 0; e25.. - 10*b5 + x26 =L= 0; e26.. - 10*b6 + x28 =L= 0; e27.. - 10*b7 + x17 + x24 =L= 0; e28.. b1 + b8 =E= 1; e29.. b3 + b4 =L= 1; e30.. - b3 + b5 + b6 =E= 0; e31.. b2 - b7 =L= 0; e32.. - 8*b1 - 6*b2 - 10*b3 - 6*b4 - 7*b5 - 4*b6 - 5*b7 - 5*b8 - x9 + 10*x10 - x11 + 15*x12 + 40*x16 - 15*x17 - 15*x21 - 80*x24 + 65*x25 - 25*x26 + 60*x27 - 35*x28 + 80*x29 + 35*x32 + objvar =E= 122; * set non default bounds x10.up = 2; x12.up = 2; x16.up = 2; x17.up = 1; x21.up = 1; x24.up = 2; x26.up = 2; x28.up = 2; x32.up = 3; * Some new bounds x25.up = 100; x27.up = 100; x29.up = 100; $if set nostart $goto modeldef * set non default levels x9.l = 2; x10.l = 1.5; x13.l = 0.75; x14.l = 0.5; x15.l = 0.5; x16.l = 0.75; x18.l = 1.5; x19.l = 1.34; x20.l = 2; x25.l = 0.75; x27.l = 1.5; x30.l = 1.7; x31.l = 1.5; x32.l = 0.5; * 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;