* NLP written by GAMS Convert at 07/27/06 09:26:12 * * Equation counts * Total E G L N X C * 4 4 0 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 5 5 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 17 13 4 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,objvar; Positive Variables x1,x2,x3,x4; Equations e1,e2,e3,e4; e1.. 2.3*x1 + 5.6*x2 + 11.1*x3 + 1.3*x4 =E= 5; e2.. 12*x1 - 1.645*sqrt(0.28*sqr(x1) + 0.19*sqr(x2) + 20.5*sqr(x3) + 0.62*sqr( x4)) + 11.9*x2 + 41.8*x3 + 52.1*x4 =E= 21; e3.. x1 + x2 + x3 + x4 =E= 1; e4.. - 24.55*x1 - 26.75*x2 - 39*x3 - 40.5*x4 + objvar =E= 0; * set non default bounds * set non default levels x1.l = 1; x2.l = 1; x3.l = 1; x4.l = 1; * 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;