ex001.gms
* NLP written by GAMS Convert at 03/22/08 22:27:05
*
* Equation counts
* Total E G L N X C
* 4 3 0 1 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 6 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 21 10 11 0
*
* Solve m using NLP minimizing objvar;
*
Variables x1,x2,x3,x4,x5,objvar;
Equations e1,e2,e3,e4;
e1.. x1 + 2*x2 - x3 - 0.5*x4 + x5 =E= 2;
e2.. 0.5*x5*x5 + 4*x1 - 2*x2 + 0.8*x3 + 0.6*x4 =E= 0;
e3.. sqr(x1) + sqr(x2) + sqr(x3) + sqr(x4) + sqr(x5) =L= 10;
e4.. - (sqr(x1) + sqr(x2) + sqr(x3) + sqr(x4) + sqr(x5)) + objvar =E= 0;
* set non default bounds
* set non default levels
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using NLP minimizing objvar;