$Set N 5 Set I /i1*i%N%/; $Set M 12 Set J /j1*j%M%/; Parameter l(i) / i1 78 ,i2 33 ,i3 27 ,i4 27 ,i5 27 /; Parameter u(i) / i1 102,i2 45 ,i3 45 ,i4 45 ,i5 45 /; Parameter a(j) / j1 85.334407 , j2 0.0056858 , j3 0.0006262 , j4 0.0022053 , j5 80.51249 , j6 0.0071317 , j7 0.0029955 , j8 0.0021813 , j9 9.300961 , j10 0.0047026 , j11 0.0012547 , j12 0.0019085 /; Variable x(i) , obj ; Equation constr1a , constr2a , constr3a , constr1b , constr2b , constr3b , Def_obj ; constr1a.. 0 =l= a['j1'] + a['j2']*x['i2']*x['i5'] + a['j3']*x['i1']*x['i4'] - a['j4']*x['i3']*x['i5'] ; constr1b.. a['j1'] + a['j2']*x['i2']*x['i5'] + a['j3']*x['i1']*x['i4'] - a['j4']*x['i3']*x['i5'] =l= 92 ; constr2a.. 0 =l= a['j5'] + a['j6']*x['i2']*x['i5'] + a['j7']*x['i1']*x['i2'] + a['j8']*sqr(x['i3']) - 90 ; constr2b.. a['j5'] + a['j6']*x['i2']*x['i5'] + a['j7']*x['i1']*x['i2'] + a['j8']*sqr(x['i3']) - 90 =l= 20 ; constr3a.. 0 =l= a['j9'] + a['j10']*x['i3']*x['i5'] + a['j11']*x['i1']*x['i3'] + a['j12']*x['i3']*x['i4'] -20 ; constr3b.. a['j9'] + a['j10']*x['i3']*x['i5'] + a['j11']*x['i1']*x['i3'] + a['j12']*x['i3']*x['i4'] -20 =l= 5 ; Def_obj.. obj=e= 5.3578547*sqr(x['i3']) + 0.8356891*x['i1']*x['i5'] + 37.293239*x['i1'] -40792.141 ; x.lo[i] = l(i); x.up[i] = u(i); x.l['i1'] = 78; x.l['i2'] = 33; x.l['i3'] = 27; x.l['i4'] = 27; x.l['i5'] = 27; *"optimal solution as starting point "; *x.l['i1'] = 78; *x.l['i2'] = 33; *x.l['i3'] = 29.99526; *x.l['i4'] = 45; *x.l['i5'] = 36.77581; Model hs083 /all/; Solve hs083 using nlp minimazing obj ; obj.l = obj.l + 30665.53867; display x.l; display obj.l;