desilva.gms:
Reference:
- DeSilva, A H, Sensitivity Formulas for Nonlinear Factorable Programming and their Application to the Solution of an Implicitly Defined Optimization Model of US Crude Oil Production. PhD thesis, George Washington University, 1978.
- Original source: DeSilva model from MPECLIB
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:02:02
*
* Equation counts
* Total E G L N X
* 5 3 2 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 13 3 10 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7;
Positive Variables x2,x3,x4,x5,x6,x7;
Equations e1,e2,e3,e4,e5;
e1.. - (sqr(x2) + sqr(x3) - 2*x2 - 2*x3 + sqr(x4) + sqr(x5)) + objvar =E= 0;
e2.. (2*x4 - 2)*x6 + 2*x4 - 2*x2 =E= 0;
e3.. (2*x5 - 2)*x7 + 2*x5 - 2*x3 =E= 0;
e4.. - sqr(x4 - 1) =G= -0.25;
e5.. - sqr(x5 - 1) =G= -0.25;
* set non default bounds
x2.up = 2;
x3.up = 2;
* set non default levels
x2.l = 0.6;
x3.l = 0.6;
x4.l = 2;
x5.l = 2;
* set non default marginals
Model m / e1,e2.x4,e3.x5,e4.x6,e5.x7 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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