$Set N 10 Set i/i1*i%N%/; Alias(i,k); Parameter c(i) / i1 -6.089 ,i2 -17.164 ,i3 -34.054 ,i4 -5.914 , i5 -24.721 , i6 -14.986 ,i7 -24.100 ,i8 -10.708 ,i9 -26.662 ,i10 -22.179 /; Variable x(i) , obj ; Equation cons1 , cons2 , cons3 , Def_obj ; cons1.. x['i1'] + 2*x['i2'] + 2*x['i3'] + x['i6'] + x['i10'] =e= 2 ; cons2.. x['i4'] + 2*x['i5'] + x['i6'] + x['i7'] =e= 1 ; cons3.. x['i3'] + x['i7'] + x['i8'] + 2*x['i9'] + x['i10'] =e= 1 ; Def_obj.. obj =e=sum{i,(x[i]*(c[i]+ log(x[i]/sum{k,(x[k])})))}; x.lo[i] = 1.0e-6 ; x.l[i] = 0.1 ; Model hs112 /all/ ; Solve hs112 using nlp minimazing obj ; obj.l = obj.l + 47.76109026; display obj.l;