st_test8.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 -29605.00 (global optimum, BARON certificate)
<![CDATA[
$offlisting
* MINLP written by GAMS Convert at 09/01/02 11:02:28
*
* Equation counts
* Total E G L N X C
* 21 1 0 20 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 25 1 0 24 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 121 97 24 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17,i18,i19
,i20,i21,i22,i23,i24,objvar;
Integer Variables i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17
,i18,i19,i20,i21,i22,i23,i24;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19
,e20,e21;
e1.. - i1 - i5 - i9 - i13 - i17 - i21 =L= -29;
e2.. - i2 - i6 - i10 - i14 - i18 - i22 =L= -41;
e3.. - i3 - i7 - i11 - i15 - i19 - i23 =L= -13;
e4.. - i4 - i8 - i12 - i16 - i20 - i24 =L= -21;
e5.. - i1 - i2 - i3 - i4 =L= -8;
e6.. - i5 - i6 - i7 - i8 =L= -24;
e7.. - i9 - i10 - i11 - i12 =L= -20;
e8.. - i13 - i14 - i15 - i16 =L= -24;
e9.. - i17 - i18 - i19 - i20 =L= -16;
e10.. - i21 - i22 - i23 - i24 =L= -12;
e11.. i1 + i5 + i9 + i13 + i17 + i21 =L= 29;
e12.. i2 + i6 + i10 + i14 + i18 + i22 =L= 41;
e13.. i3 + i7 + i11 + i15 + i19 + i23 =L= 13;
e14.. i4 + i8 + i12 + i16 + i20 + i24 =L= 21;
e15.. i1 + i2 + i3 + i4 =L= 8;
e16.. i5 + i6 + i7 + i8 =L= 24;
e17.. i9 + i10 + i11 + i12 =L= 20;
e18.. i13 + i14 + i15 + i16 =L= 24;
e19.. i17 + i18 + i19 + i20 =L= 16;
e20.. i21 + i22 + i23 + i24 =L= 12;
e21.. - (7*i1*i1 + 300*i1 + 4*i2*i2 + 270*i2 + 6*i3*i3 - 460*i3 + 8*i4*i4 +
800*i4 + 12*i5*i5 + 740*i5 + 9*i6*i6 - 600*i6 + 14*i7*i7 + 540*i7 + 7*i8*
i8 + 380*i8 + 13*i9*i9 + 300*i9 + 12*i10*i10 - 490*i10 + 8*i11*i11 + 380*
i11 + 4*i12*i12 + 760*i12 + 7*i13*i13 - 430*i13 + 9*i14*i14 + 250*i14 +
16*i15*i15 + 390*i15 + 8*i16*i16 + 600*i16 + 4*i17*i17 - 210*i17 + 10*i18
*i18 + 830*i18 + 21*i19*i19 + 470*i19 + 13*i20*i20 - 680*i20 + 17*i21*i21
+ 360*i21 + 9*i22*i22 + 290*i22 + 8*i23*i23 - 400*i23 + 4*i24*i24 + 310*
i24) + objvar =E= 0;
* set non default bounds
i1.up = 100;
i2.up = 100;
i3.up = 100;
i4.up = 100;
i5.up = 100;
i6.up = 100;
i7.up = 100;
i8.up = 100;
i9.up = 100;
i10.up = 100;
i11.up = 100;
i12.up = 100;
i13.up = 100;
i14.up = 100;
i15.up = 100;
i16.up = 100;
i17.up = 100;
i18.up = 100;
i19.up = 100;
i20.up = 100;
i21.up = 100;
i22.up = 100;
i23.up = 100;
i24.up = 100;
$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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