st_testph4.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 -80.50 (global optimum, BARON certificate)
$offlisting
* MINLP written by GAMS Convert at 09/01/02 11:08:02
*
* Equation counts
* Total E G L N X C
* 11 1 0 10 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 4 1 0 3 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 28 25 3 0
*
* Solve m using MINLP minimizing objvar;
Variables i1,i2,i3,objvar;
Integer Variables i1,i2,i3;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11;
e1.. i1 =L= 4;
e2.. i2 =L= 4;
e3.. i3 =L= 4;
e4.. 2*i1 + 3*i2 + 4*i3 =L= 35;
e5.. 2*i1 + 3*i2 - 4*i3 =L= 19;
e6.. 2*i1 - 3*i2 + 4*i3 =L= 23;
e7.. - 2*i1 + 3*i2 + 4*i3 =L= 27;
e8.. 2*i1 - 3*i2 - 4*i3 =L= 7;
e9.. - 2*i1 - 3*i2 + 4*i3 =L= 15;
e10.. - 2*i1 + 3*i2 - 4*i3 =L= 11;
e11.. - (3.5*i1*i1 - 35*i1 + 0.5*i2*i2 + 3*i2 + 2*i3*i3 + 4*i3) + objvar
=E= 0;
* set non default bounds
i1.up = 100;
i2.up = 100;
i3.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;