prob02.gms:
References:
- Harjunkoski, I, Westerlund, T, Porn, R, and Skrifvars, H, Different Transformations for Solving Non-Convex Trim Loss Problems by MINLP. European Journal of Operational Research 105, 3 (1998), 594-603.
- Westerlund, T, and Lundqvist K., Alpha-ECP, Version 5.01 An Interactive MINLP-Solver Based on the Extended Cutting Plane Method, Report 01-178-A. Tech. rep., Process Design Laboratory at Abo University, 2001.
Point:
p1
Best known point (p1): Solution value 112235.00 (global optimum, BARON certificate)
<![CDATA[
$offlisting
* MINLP written by GAMS Convert at 07/02/03 17:54:12
*
* Equation counts
* Total E G L N X C
* 9 1 1 7 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 1 0 6 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 32 22 10 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,i4,i5,i6,objvar;
Integer Variables i1,i2,i3,i4,i5,i6;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9;
e1.. - 8000*i1 + 330*i2 + 360*i3 + 370*i4 + 415*i5 + 435*i6 + objvar =E= 0;
e2.. 330*i2 + 360*i3 + 370*i4 + 415*i5 + 435*i6 =L= 8000;
e3.. 330*i2 + 360*i3 + 370*i4 + 415*i5 + 435*i6 =G= 7700;
e4.. i2 + i3 + i4 + i5 + i6 =L= 20;
e5.. - i1*i2 =L= -60;
e6.. - i1*i3 =L= -30;
e7.. - i1*i4 =L= -75;
e8.. - i1*i5 =L= -30;
e9.. - i1*i6 =L= -100;
* set non default bounds
i1.lo = 1; i1.up = 100;
i2.lo = 1; i2.up = 100;
i3.lo = 1; i3.up = 100;
i4.lo = 1; i4.up = 100;
i5.lo = 1; i5.up = 100;
i6.lo = 1; i6.up = 100;
$if set nostart $goto modeldef
* set non default levels
i1.l = 15;
i2.l = 4;
i3.l = 2;
i4.l = 5;
i5.l = 2;
i6.l = 7;
objvar.l = 112235;
* 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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