grasp_nonconvex.gms
* NLP written by GAMS Convert at 11/29/04 16:21:01
*
* Equation counts
* Total E G L N X C
* 51 41 5 5 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 51 51 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 170 150 20 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18,x19
,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34,x35,x36
,x37,x38,x39,x40,x41,x42,x43,x44,x45,x46,x47,x48,x49,x50,objvar;
Positive Variables x1,x2,x3,x4,x5;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19
,e20,e21,e22,e23,e24,e25,e26,e27,e28,e29,e30,e31,e32,e33,e34,e35,e36
,e37,e38,e39,e40,e41,e42,e43,e44,e45,e46,e47,e48,e49,e50,e51;
e1.. x1 + 0.493101233652021*x36 + 0.770039499372672*x41
- 0.404833722380856*x46 =E= 0;
e2.. x2 - 0.55062183431401*x37 + 0.635828267772141*x42
- 0.540867829953449*x47 =E= 0;
e3.. x3 - 0.55062183431401*x38 - 0.635828267772141*x43
- 0.540867829953449*x48 =E= 0;
e4.. x4 + 0.493101233652021*x39 - 0.770039499372672*x44
- 0.404833722380856*x49 =E= 0;
e5.. x5 + 0.93334560620306*x40 - 1.75843224564379E-16*x45
- 0.358979079308869*x50 =E= 0;
e6.. - 0.493101233652021*x1 + x6 - x36 =E= 0;
e7.. 0.55062183431401*x2 + x7 - x37 =E= 0;
e8.. 0.55062183431401*x3 + x8 - x38 =E= 0;
e9.. - 0.493101233652021*x4 + x9 - x39 =E= 0;
e10.. - 0.93334560620306*x5 + x10 - x40 =E= 0;
e11.. - 0.770039499372672*x1 + x11 - x41 =E= 0;
e12.. - 0.635828267772141*x2 + x12 - x42 =E= 0;
e13.. 0.635828267772141*x3 + x13 - x43 =E= 0;
e14.. 0.770039499372672*x4 + x14 - x44 =E= 0;
e15.. 1.75843224564379E-16*x5 + x15 - x45 =E= 0;
e16.. 0.404833722380856*x1 + x16 - x46 =E= 0;
e17.. 0.540867829953449*x2 + x17 - x47 =E= 0;
e18.. 0.540867829953449*x3 + x18 - x48 =E= 0;
e19.. 0.404833722380856*x4 + x19 - x49 =E= 0;
e20.. 0.358979079308869*x5 + x20 - x50 =E= 0;
e21.. x21 + 1.27541019662497*x41 - 0.951056516295154*x46 =E= 0;
e22.. x22 + 0.604589803375032*x42 - 0.587785252292473*x47 =E= 0;
e23.. x23 + 0.604589803375032*x43 + 0.587785252292473*x48 =E= 0;
e24.. x24 + 1.27541019662497*x44 + 0.951056516295154*x49 =E= 0;
e25.. x25 + 1.69*x45 + 2.44921270764475E-16*x50 =E= 0;
e26.. x26 - 1.27541019662497*x36 + 0.609016994374947*x46 =E= 0;
e27.. x27 - 0.604589803375032*x37 - 0.509016994374947*x47 =E= 0;
e28.. x28 - 0.604589803375032*x38 - 0.509016994374948*x48 =E= 0;
e29.. x29 - 1.27541019662497*x39 + 0.609016994374947*x49 =E= 0;
e30.. x30 - 1.69*x40 + 1.3*x50 =E= 0;
e31.. x31 + 0.951056516295154*x36 - 0.609016994374947*x41 =E= 0;
e32.. x32 + 0.587785252292473*x37 + 0.509016994374947*x42 =E= 0;
e33.. x33 - 0.587785252292473*x38 + 0.509016994374948*x43 =E= 0;
e34.. x34 - 0.951056516295154*x39 - 0.609016994374947*x44 =E= 0;
e35.. x35 - 2.44921270764475E-16*x40 - 1.3*x45 =E= 0;
e36.. - x1 + objvar =G= 0;
e37.. - x2 + objvar =G= 0;
e38.. - x3 + objvar =G= 0;
e39.. - x4 + objvar =G= 0;
e40.. - x5 + objvar =G= 0;
e41.. sqr(x6) + sqr(x11) + sqr(x16) - sqr(0.3*x1) =L= 0;
e42.. sqr(x7) + sqr(x12) + sqr(x17) - sqr(0.3*x2) =L= 0;
e43.. sqr(x8) + sqr(x13) + sqr(x18) - sqr(0.3*x3) =L= 0;
e44.. sqr(x9) + sqr(x14) + sqr(x19) - sqr(0.3*x4) =L= 0;
e45.. sqr(x10) + sqr(x15) + sqr(x20) - sqr(0.3*x5) =L= 0;
e46.. x36 + x37 + x38 + x39 + x40 =E= 0;
e47.. x41 + x42 + x43 + x44 + x45 =E= 0;
e48.. x46 + x47 + x48 + x49 + x50 =E= 1;
e49.. x21 + x22 + x23 + x24 + x25 =E= 0;
e50.. x26 + x27 + x28 + x29 + x30 =E= 0;
e51.. x31 + x32 + x33 + x34 + x35 =E= 0;
* set non default bounds
x36.lo = -1; x36.up = 1;
x37.lo = -1; x37.up = 1;
x38.lo = -1; x38.up = 1;
x39.lo = -1; x39.up = 1;
x40.lo = -1; x40.up = 1;
x41.lo = -1; x41.up = 1;
x42.lo = -1; x42.up = 1;
x43.lo = -1; x43.up = 1;
x44.lo = -1; x44.up = 1;
x45.lo = -1; x45.up = 1;
x46.lo = -1; x46.up = 1;
x47.lo = -1; x47.up = 1;
x48.lo = -1; x48.up = 1;
x49.lo = -1; x49.up = 1;
x50.lo = -1; x50.up = 1;
* set non default levels
x1.l = 1E-5;
x2.l = 1E-5;
x3.l = 1E-5;
x4.l = 1E-5;
x5.l = 1E-5;
x36.l = 1;
x37.l = 1;
x38.l = 1;
x39.l = 1;
x40.l = 1;
x41.l = 1;
x42.l = 1;
x43.l = 1;
x44.l = 1;
x45.l = 1;
x46.l = 1;
x47.l = 1;
x48.l = 1;
x49.l = 1;
x50.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;