h7qportf.gms
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* NLP written by GAMS Convert at 09/21/07 20:34:18
*
* Equation counts
* Total E G L N X C
* 3 2 1 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 5 5 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 12 9 3 0
*
* Solve m using NLP minimizing objvar;
*
Variables x1,x2,x3,x4,objvar;
Positive Variables x1,x2,x3,x4;
Equations e1,e2,e3;
e1.. x1 + x2 + x3 + x4 =E= 1;
e2.. 8*x1 + 9*x2 + 12*x3 + 7*x4 =G= 7;
e3.. - (4*x1*x1 + 3*x1*x2 - x1*x3 + 3*x2*x1 + 6*x2*x2 + x2*x3 - x3*x1 + x3*x2
+ 10*x3*x3) + 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;
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