st_e27.gms:
Reference:
- Falk, J E, and Soland, R M, An algorithm for separable nonconvex programming problems. Management Science 15 (1969), 550-569.
Point:
p1
Best known point (p1): Solution value 2.00 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 08/29/02 11:35:05
*
* Equation counts
* Total E G L N X C
* 7 1 0 6 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 5 3 2 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 17 15 2 0
*
* Solve m using MINLP minimizing objvar;
Variables b1,b2,x3,x4,objvar;
Positive Variables x3,x4;
Binary Variables b1,b2;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - x3 + 3*x4 =L= 5;
e2.. 2*x3 - x4 =L= 5;
e3.. - 2*x3 + x4 =L= 0;
e4.. x3 - 3*x4 =L= 0;
e5.. - 6*b1 + x3 =L= 0;
e6.. - 5*b2 + x4 =L= 0;
e7.. - (4*x3 - sqr(x3) - sqr(x4) + 2*x4) - 2*b1 - 2*b2 + objvar =E= 2;
* set non default bounds
x3.up = 6;
x4.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;