st_test2.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 -9.25 (global optimum, BARON certificate)
<![CDATA[
$offlisting
* MINLP written by GAMS Convert at 09/01/02 10:49:36
*
* Equation counts
* Total E G L N X C
* 3 1 0 2 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
* 15 10 5 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;
e1.. 6*i1 + 3*i2 + 3*i3 + 2*i4 + i5 =L= 6.5;
e2.. 10*i1 + 10*i3 + i6 =L= 20;
e3.. - (0.5*i1*i1 + 10.5*i1 + 0.25*i2*i2 - 7.5*i2 + 1.5*i3*i3 - 3.5*i3 + 0.5*
i4*i4 + 2.5*i4 + 0.5*i5*i5 - 1.5*i5) - 10*i6 + objvar =E= 0;
* set non default bounds
i1.up = 1;
i2.up = 1;
i3.up = 1;
i4.up = 1;
i5.up = 1;
i6.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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