st_miqp4.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 -4574.00 (global optimum, BARON certificate)
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$offlisting
* MINLP written by GAMS Convert at 08/31/02 19:46:55
*
* Equation counts
* Total E G L N X C
* 5 1 1 3 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 4 0 3 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 16 13 3 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,x4,x5,x6,objvar;
Positive Variables x4,x5,x6;
Integer Variables i1,i2,i3;
Equations e1,e2,e3,e4,e5;
e1.. x4 + x5 - x6 =G= 0;
e2.. - 5*i1 + x4 =L= 0;
e3.. - 10*i2 + x5 =L= 0;
e4.. - 30*i3 + x6 =L= 0;
e5.. - (5*x4*x4 + 2*x4 + 5*x5*x5 + 3*x5 + 10*x6*x6 - 500*x6) - 10*i1 + 4*i2
- 5*i3 + objvar =E= 0;
* set non default bounds
i1.up = 1;
i2.up = 1;
i3.up = 1;
x4.up = 1E15;
x5.up = 1E15;
x6.up = 1E15;
$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;
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