st_e40.gms:
Reference:
- Shin, D K, Gurdal, Z, and Griffin, O H, A penalty approach for nonlinear optimization with discrete design variables. Engineering Optimization 16 (1990), 29--42.
Point:
p1
Best known point (p1): Solution value 30.41 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 08/29/02 11:38:03
*
* Equation counts
* Total E G L N X C
* 9 5 0 4 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 5 2 0 3 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 23 17 6 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,x4,objvar;
Integer Variables i1,i2,i3;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9;
e1.. (-0.15*i1*i2) - 0.14142135*i2*i3 - 0.1319*i1*i3 + x4 =E= 0;
e2.. 1.7317*i2 + 1.03366*i3 - x4 =L= 0;
e3.. 0.634*i1 + 2.828*i3 - x4 =L= 0;
e4.. 0.5*i1 - 2*i2 - x4 =L= 0;
e5.. - 0.5*i1 + 2*i2 - x4 =L= 0;
e6.. (i1 - 1)*(i1 - 2)*(i1 - 3)*(i1 - 5)*(i1 - 8)*(i1 - 10)*(i1 - 12) =E= 0;
e7.. (i2 - 1)*(i2 - 2)*(i2 - 3)*(i2 - 5)*(i2 - 8)*(i2 - 10)*(i2 - 12) =E= 0;
e8.. (i3 - 1)*(i3 - 2)*(i3 - 3)*(i3 - 5)*(i3 - 8)*(i3 - 10)*(i3 - 12) =E= 0;
e9.. - 2*i1 - i2 - 1.4142135*i3 + objvar =E= 0;
* set non default bounds
i1.lo = 1; i1.up = 12;
i2.lo = 1; i2.up = 12;
i3.lo = 1; i3.up = 12;
$if set nostart $goto modeldef
* set non default levels
* set non default marginals
* set non default priorities
i1.prior = 0.1;
i2.prior = 0.1;
i3.prior = 0.1;
$label modeldef
Model m / all /;
m.limrow=0; m.limcol=0;
m.prioropt = 1;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
$if not set MINLP $set MINLP MINLP
Solve m using %MINLP% minimizing objvar;