nvs13.gms:
References:
- Tawarmalani, M, and Sahinidis, N, Exact Algorithms for Global Optimization of Mixed-Integer Nonlinear Programs. In Pardalos, P M, and Romeijn, E, Eds, Handbook of Global Optimization - Volume 2: Heuristic Approaches. Kluwer Academic Publishers, 2001.
- Gupta, O K, and Ravindran, A, Branch and Bound Experiments in Convex Nonlinear Integer Programming. Management Science 13 (1985), 1533-1546.
Point:
p1
Best known point (p1): Solution value -585.20 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 07/24/02 13:01:14
*
* Equation counts
* Total E G L N X C
* 6 1 5 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 1 0 5 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 31 1 30 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,i4,i5,objvar;
Integer Variables i1,i2,i3,i4,i5;
Equations e1,e2,e3,e4,e5,e6;
e1.. (-9*sqr(i1)) - 10*i1*i2 - 8*sqr(i2) - 5*sqr(i3) - 6*i3*i1 - 10*i3*i2 - 7*
sqr(i4) - 10*i4*i1 - 6*i4*i2 - 2*i4*i3 - 2*i5*i2 - 7*sqr(i5) =G= -1430;
e2.. (-6*sqr(i1)) - 8*i1*i2 - 6*sqr(i2) - 4*sqr(i3) - 2*i3*i1 - 2*i3*i2 - 8*
sqr(i4) + 2*i4*i1 + 10*i4*i2 - 2*i5*i1 - 6*i5*i2 + 6*i5*i4 + 7*sqr(i5)
=G= -1150;
e3.. (-9*sqr(i1)) - 6*sqr(i2) - 8*sqr(i3) + 2*i2*i1 + 2*i3*i2 - 6*sqr(i4) + 4*
i4*i1 + 4*i4*i2 - 2*i4*i3 - 6*i5*i1 - 2*i5*i2 + 4*i5*i4 + 6*sqr(i5)
=G= -850;
e4.. (-8*sqr(i1)) - 4*sqr(i2) - 9*sqr(i3) - 7*sqr(i4) - 2*i2*i1 - 2*i3*i1 - 4*
i3*i2 + 6*i4*i1 + 2*i4*i2 - 2*i4*i3 - 6*i5*i1 - 4*i5*i2 - 2*i5*i3 + 6*i5*
i4 + 6*sqr(i5) =G= -1125;
e5.. 2*i2*i1 - 4*sqr(i1) - 5*sqr(i2) - 6*i3*i1 - 8*sqr(i3) - 2*i4*i1 + 6*i4*i2
- 2*i4*i3 - 6*sqr(i4) - 4*i5*i1 + 2*i5*i2 - 6*i5*i3 - 8*i5*i4 - 7*sqr(i5)
=G= -1030;
e6.. - (7*sqr(i1) + 6*sqr(i2) + 12*i1 - 77.2*i2 + 8*sqr(i3) - 6*i3*i1 + 4*i3*
i2 - 19.2*i3 + 6*sqr(i4) + 2*i4*i1 + 2*i4*i3 - 36.6*i4 + 7*sqr(i5) - 4*i5*
i1 - 2*i5*i2 - 6*i5*i3 - 69.4*i5) + objvar =E= 0;
* set non default bounds
i1.up = 200;
i2.up = 200;
i3.up = 200;
i4.up = 200;
i5.up = 200;
$if set nostart $goto modeldef
* set non default levels
i1.l = 1;
i2.l = 1;
i3.l = 1;
i4.l = 1;
i5.l = 1;
* 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;