st_test5.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 -110.00 (global optimum, BARON certificate)
<![CDATA[
$offlisting
* MINLP written by GAMS Convert at 09/01/02 10:55:34
*
* Equation counts
* Total E G L N X C
* 12 1 0 11 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 1 0 10 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 112 105 7 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,objvar;
Integer Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12;
e1.. - 2*i1 - 6*i2 - i3 - 3*i5 - 3*i6 - 2*i7 - 6*i8 - 2*i9 - 2*i10 =L= -4;
e2.. 6*i1 - 5*i2 + 8*i3 - 3*i4 + i6 + 3*i7 + 8*i8 + 9*i9 - 3*i10 =L= 22;
e3.. - 5*i1 + 6*i2 + 5*i3 + 3*i4 + 8*i5 - 8*i6 + 9*i7 + 2*i8 - 9*i10 =L= -6;
e4.. 9*i1 + 5*i2 - 9*i4 + i5 - 8*i6 + 3*i7 - 9*i8 - 9*i9 - 3*i10 =L= -23;
e5.. - 8*i1 + 7*i2 - 4*i3 - 5*i4 - 9*i5 + i6 - 7*i7 - i8 + 3*i9 - 2*i10
=L= -12;
e6.. - 7*i1 - 5*i2 - 2*i3 - 6*i5 - 6*i6 - 7*i7 - 6*i8 + 7*i9 + 7*i10 =L= -3;
e7.. i1 - 3*i2 - 3*i3 - 4*i4 - i5 - 4*i7 + i8 + 6*i9 =L= 1;
e8.. i1 - 2*i2 + 6*i3 + 9*i4 - 7*i6 + 9*i7 - 9*i8 - 6*i9 + 4*i10 =L= 12;
e9.. - 4*i1 + 6*i2 + 7*i3 + 2*i4 + 2*i5 + 6*i7 + 6*i8 - 7*i9 + 4*i10 =L= 15;
e10.. i1 + i2 + i3 + i4 + i5 + i6 + i7 + i8 + i9 + i10 =L= 9;
e11.. - i1 - i2 - i3 - i4 - i5 - i6 - i7 - i8 - i9 - i10 =L= -1;
e12.. - (5*i1*i1 - 20*i1 + 5*i2*i2 - 80*i2 + 5*i3*i3 - 20*i3 + 5*i4*i4 - 50*i4
+ 5*i5*i5 - 60*i5 + 5*i6*i6 - 90*i6 + 5*i7*i7) - 10*i8 - 10*i9 - 10*i10
+ objvar =E= 0;
* set non default bounds
i1.up = 1;
i2.up = 1;
i3.up = 1;
i4.up = 1;
i5.up = 1;
i6.up = 1;
i7.up = 1;
i8.up = 1;
i9.up = 1;
i10.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;
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