folioqpgraph.gms
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* NLP written by GAMS Convert at 01/17/08 23:45:23
*
* Equation counts
* Total E G L N X C
* 3 3 0 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 25 15 10 0
*
* Solve m using NLP minimizing objvar;
*
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10;
Equations e1,e2,e3;
e1.. x1 + x2 + x3 + x4 =E= 0.5;
e2.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 =E= 1;
e3.. - (0.1*x1*x1 + 19*x2*x2 - 2*x2*x3 + 4*x2*x4 + x2*x5 + x2*x6 + x2*x7 + 0.5
*x2*x8 + 10*x2*x9 + 5*x2*x10 - 2*x3*x2 + 28*x3*x3 + x3*x4 + 2*x3*x5 + x3*
x6 + x3*x7 - 2*x3*x9 - x3*x10 + 4*x4*x2 + x4*x3 + 22*x4*x4 + x4*x6 + 2*x4*
x7 + 3*x4*x9 + 4*x4*x10 + x5*x2 + 2*x5*x3 + 4*x5*x5 - 1.5*x5*x6 - 2*x5*x7
- x5*x8 + x5*x9 + x5*x10 + x6*x2 + x6*x3 + x6*x4 - 1.5*x6*x5 + 3.5*x6*x6
+ 2*x6*x7 + 0.5*x6*x8 + x6*x9 + 1.5*x6*x10 + x7*x2 + x7*x3 + 2*x7*x4 - 2*
x7*x5 + 2*x7*x6 + 5*x7*x7 + 0.5*x7*x8 + x7*x9 + 2.5*x7*x10 + 0.5*x8*x2 -
x8*x5 + 0.5*x8*x6 + 0.5*x8*x7 + x8*x8 + 0.5*x8*x9 + 0.5*x8*x10 + 10*x9*x2
- 2*x9*x3 + 3*x9*x4 + x9*x5 + x9*x6 + x9*x7 + 0.5*x9*x8 + 25*x9*x9 + 8*x9
*x10 + 5*x10*x2 - x10*x3 + 4*x10*x4 + x10*x5 + 1.5*x10*x6 + 2.5*x10*x7 +
0.5*x10*x8 + 8*x10*x9 + 16*x10*x10) + objvar =E= 0;
* set non default bounds
x1.up = 0.3;
x2.up = 0.3;
x3.up = 0.3;
x4.up = 0.3;
x5.up = 0.3;
x6.up = 0.3;
x7.up = 0.3;
x8.up = 0.3;
x9.up = 0.3;
x10.up = 0.3;
* 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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