optriskreward.gms
* NLP written by GAMS Convert at 11/09/04 15:15:40
*
* Equation counts
* Total E G L N X C
* 2 2 0 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 17 9 8 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8;
Equations e1,e2;
e1.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 =E= 1;
e2.. - (200*(0.0454545454545455*sqr((-0.00313636363636371*x1) -
0.150909090909091*x2 - 0.267772727272727*x3 - 0.308636363636363*x4 -
0.423318181818182*x5 - 0.0687727272727274*x6 - 0.290227272727273*x7 +
0.548045454545455*x8) + 0.0454545454545455*sqr(0.0058636363636364*x1 -
0.0729090909090906*x2 - 0.384772727272727*x3 - 0.407636363636363*x4 -
0.459318181818182*x5 - 0.0897727272727273*x6 - 0.373227272727273*x7 +
0.593045454545455*x8) + 0.0454545454545455*sqr((-0.0171363636363637*x1) -
0.0369090909090906*x2 + 0.251227272727273*x3 + 0.261363636363637*x4 +
0.196681818181818*x5 + 0.0312272727272727*x6 + 0.212772727272727*x7 -
0.368954545454545*x8) + 0.0454545454545455*sqr(0.0820909090909094*x2 -
0.0261363636363636*x1 + 0.116227272727273*x3 + 0.142363636363637*x4 +
0.158681818181818*x5 + 0.0642272727272726*x6 - 0.116227272727273*x7 -
0.168954545454545*x8) + 0.0454545454545455*sqr((-0.0231363636363637*x1) -
0.0909090909090906*x2 - 0.193772727272727*x3 - 0.149636363636363*x4 -
0.0283181818181817*x5 - 0.0617727272727273*x6 + 0.0397727272727273*x7 +
0.0710454545454546*x8) + 0.0454545454545455*sqr((-0.00113636363636371*x1)
- 0.110909090909091*x2 - 0.0557727272727273*x3 - 0.0306363636363634*x4 +
0.0246818181818182*x5 - 0.0797727272727273*x6 + 0.184772727272727*x7 +
0.166045454545455*x8) + 0.0454545454545455*sqr(0.0308636363636363*x1 -
0.114909090909091*x2 + 0.0642272727272726*x3 + 0.132363636363637*x4 +
0.185681818181818*x5 - 0.0687727272727274*x6 - 0.0932272727272727*x7 +
1.08304545454545*x8) + 0.0454545454545455*sqr(0.0488636363636363*x1 -
0.145909090909091*x2 + 0.203227272727273*x3 + 0.213363636363637*x4 +
0.245681818181818*x5 - 0.0607727272727274*x6 + 0.0847727272727272*x7 +
0.167045454545455*x8) + 0.0454545454545455*sqr(0.0778636363636362*x1 -
0.0899090909090907*x2 - 0.170772727272727*x3 - 0.160636363636363*x4 -
0.131318181818182*x5 - 0.0187727272727274*x6 - 0.164227272727273*x7 -
0.440954545454545*x8) + 0.0454545454545455*sqr(0.0388636363636363*x1 +
0.372090909090909*x2 + 0.0952272727272727*x3 + 0.0633636363636367*x4 +
0.0916818181818184*x5 + 0.219227272727273*x6 - 0.160227272727273*x7 -
0.0449545454545452*x8) + 0.0454545454545455*sqr(0.0138636363636364*x1 -
0.107909090909091*x2 + 0.104227272727273*x3 + 0.111363636363637*x4 +
0.0956818181818184*x5 - 0.0117727272727273*x6 + 0.0957727272727273*x7 -
0.256954545454545*x8) + 0.0454545454545455*sqr(0.0248636363636363*x1 +
0.0660909090909094*x2 - 0.0587727272727274*x3 - 0.0936363636363633*x4 -
0.218318181818182*x5 + 0.0582272727272726*x6 - 0.0672272727272727*x7 -
0.303954545454545*x8) + 0.0454545454545455*sqr(0.0018636363636364*x1 +
0.273090909090909*x2 + 0.196227272727273*x3 + 0.202363636363637*x4 +
0.211681818181818*x5 + 0.121227272727273*x6 + 0.420772727272727*x7 -
0.122954545454545*x8) + 0.0454545454545455*sqr(0.216090909090909*x2 -
0.0151363636363637*x1 + 0.0662272727272726*x3 + 0.0373636363636367*x4 -
0.0353181818181816*x5 + 0.0642272727272726*x6 + 0.552772727272727*x7 +
0.0870454545454546*x8) + 0.0454545454545455*sqr((-0.0171363636363637*x1)
- 0.167909090909091*x2 - 0.0677727272727273*x3 - 0.100636363636363*x4 -
0.162318181818182*x5 - 0.0687727272727274*x6 + 0.104772727272727*x7 +
0.115045454545455*x8) + 0.0454545454545455*sqr((-0.00713636363636372*x1)
- 0.00690909090909053*x2 + 0.0452272727272727*x3 + 0.0553636363636367*x4
+ 0.0436818181818184*x5 - 0.0157727272727273*x6 + 0.141772727272727*x7 -
0.267954545454545*x8) + 0.0454545454545455*sqr(0.0088636363636363*x1 +
0.119090909090909*x2 + 0.196227272727273*x3 + 0.168363636363637*x4 +
0.0826818181818183*x5 + 0.0502272727272726*x6 - 0.0362272727272728*x7 -
0.151954545454545*x8) + 0.0454545454545455*sqr(0.0018636363636364*x1 -
0.0389090909090906*x2 - 0.151772727272727*x3 - 0.185636363636363*x4 -
0.291318181818182*x5 - 0.00877272727272738*x6 - 0.375227272727273*x7 -
0.206954545454545*x8) + 0.0454545454545455*sqr(0.100090909090909*x2 -
0.0211363636363637*x1 + 0.184227272727273*x3 + 0.218363636363637*x4 +
0.472681818181818*x5 + 0.0692272727272727*x6 - 0.0202272727272728*x7 -
0.170954545454545*x8) + 0.0454545454545455*sqr((-0.0421363636363636*x1) -
0.0139090909090906*x2 - 0.0437727272727273*x3 - 0.0336363636363632*x4 +
0.0526818181818183*x5 - 0.0157727272727273*x6 - 0.263227272727273*x7 -
0.202954545454545*x8) + 0.0454545454545455*sqr(0.124090909090909*x2 -
0.0471363636363638*x1 - 0.0197727272727273*x3 - 0.0106363636363633*x4 +
0.0406818181818183*x5 + 0.0182272727272728*x6 + 0.184772727272727*x7 +
0.0170454545454546*x8) + 0.0454545454545455*sqr((-0.0331363636363637*x1)
- 0.203909090909091*x2 - 0.107772727272727*x3 - 0.124636363636363*x4 -
0.153318181818182*x5 - 0.126772727272727*x6 - 0.0632272727272727*x7 -
0.138954545454545*x8)) - 1.07813636363636*x1 - 1.09290909090909*x2 -
1.11977272727273*x3 - 1.12363636363636*x4 - 1.12131818181818*x5 -
1.09177272727273*x6 - 1.14122727272727*x7 - 1.12895454545455*x8) + 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;