h3portf.gms
<![CDATA[
* LP written by GAMS Convert at 09/21/07 20:34:18
*
* Equation counts
* Total E G L N X C
* 4 2 1 1 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 20 20 0 0
*
* Solve m using LP maximizing objvar;
*
Variables x1,x2,x3,x4,x5,x6,objvar;
Equations e1,e2,e3,e4;
e1.. x1 + x2 + x3 =L= 30000;
e2.. x2 + x3 + x5 + x6 =G= 50000;
e3.. x1 + x2 + x3 + x4 + x5 + x6 =E= 100000;
e4.. - 0.053*x1 - 0.062*x2 - 0.051*x3 - 0.049*x4 - 0.065*x5 - 0.034*x6
+ objvar =E= 0;
* set non default bounds
x1.lo = 5000; x1.up = 40000;
x2.lo = 5000; x2.up = 40000;
x3.lo = 5000; x3.up = 40000;
x4.lo = 5000; x4.up = 40000;
x5.lo = 5000; x5.up = 40000;
x6.lo = 5000; x6.up = 40000;
* set non default levels
x1.l = 5000;
x2.l = 5000;
x3.l = 5000;
x4.l = 5000;
x5.l = 5000;
x6.l = 5000;
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using LP maximizing objvar;
]]></plaintext></body>