st_testgr1.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 -12.81 (global optimum, BARON certificate)
<![CDATA[
$offlisting
* MINLP written by GAMS Convert at 09/01/02 11:04:22
*
* Equation counts
* Total E G L N X C
* 6 1 0 5 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
* 52 42 10 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;
e1.. 8*i1 + 7*i2 + 9*i3 + 9*i5 + 8*i6 + 2*i7 + 4*i9 + i10 =L= 530;
e2.. 3*i1 + 4*i2 + 6*i3 + 9*i4 + 6*i6 + 9*i7 + i8 + i10 =L= 395;
e3.. 2*i2 + i3 + 5*i4 + 5*i5 + 7*i7 + 4*i8 + 2*i9 =L= 350;
e4.. 5*i1 + 7*i3 + i4 + 7*i5 + 5*i6 + 7*i8 + 9*i9 + 5*i10 =L= 405;
e5.. i1 + i2 + i3 + i4 + i5 + i6 + i7 + i8 + i9 + i10 =L= 200;
e6.. - (0.00055*i1*i1 - 0.0583*i1 + 0.0019*i2*i2 + 0.2318*i2 + 0.0002*i3*i3 -
0.0108*i3 + 0.00095*i4*i4 + 0.1634*i4 + 0.0046*i5*i5 - 0.138*i5 + 0.0035*
i6*i6 + 0.357*i6 + 0.00315*i7*i7 - 0.1953*i7 + 0.00475*i8*i8 - 0.361*i8 +
0.0048*i9*i9 + 0.1824*i9 + 0.003*i10*i10 - 0.162*i10) + 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;
$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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