st_miqp1.gms:
References:
- Tawarmalani, M, and Sahinidis, N, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Kluwer, 2002.
- Shectman, J P, Finite Algorithms for Global Optimization of Concave Programs and General Quadratic Programs, 1999. PhD thesis, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana Champagne
Point:
p1
Best known point (p1): Solution value 281.00 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 08/31/02 19:43:22
*
* Equation counts
* Total E G L N X C
* 2 1 1 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
* 11 6 5 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,i4,i5,objvar;
Integer Variables i1,i2,i3,i4,i5;
Equations e1,e2;
e1.. 20*i1 + 12*i2 + 11*i3 + 7*i4 + 4*i5 =G= 40;
e2.. - (50*i1*i1 + 42*i1 + 50*i2*i2 + 44*i2 + 50*i3*i3 + 45*i3 + 50*i4*i4 + 47
*i4 + 50*i5*i5 + 47.5*i5) + objvar =E= 0;
* set non default bounds
i1.up = 1;
i2.up = 1;
i3.up = 1;
i4.up = 1;
i5.up = 1;
$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;