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ex14_2_2.gms:

Reference:

Point: p1 
Best known point: p1 with value 0.0000


* NLP written by GAMS Convert at 07/19/01 13:40:27 * * Equation counts * Total E G L N X * 6 2 0 4 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 * 20 8 12 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,objvar,x5; Positive Variables x5; Equations e1,e2,e3,e4,e5,e6; e1.. objvar - x5 =E= 0; e2.. log(x1 + 0.191987347447993*x2) + x1/(x1 + 0.191987347447993*x2) + 0.315693799947296*x2/(0.315693799947296*x1 + x2) + 3643.31361767678/( 239.726 + x3) - x5 =L= 12.9738026256517; e3.. log(0.315693799947296*x1 + x2) + 0.191987347447993*x1/(x1 + 0.191987347447993*x2) + x2/(0.315693799947296*x1 + x2) + 2755.64173589155/ (219.161 + x3) - x5 =L= 10.2081676704566; e4.. (-log(x1 + 0.191987347447993*x2)) - (x1/(x1 + 0.191987347447993*x2) + 0.315693799947296*x2/(0.315693799947296*x1 + x2)) - 3643.31361767678/( 239.726 + x3) - x5 =L= -12.9738026256517; e5.. (-log(0.315693799947296*x1 + x2)) - (0.191987347447993*x1/(x1 + 0.191987347447993*x2) + x2/(0.315693799947296*x1 + x2)) - 2755.64173589155 /(219.161 + x3) - x5 =L= -10.2081676704566; e6.. x1 + x2 =E= 1; * set non default bounds x1.lo = 1E-6; x1.up = 1; x2.lo = 1E-6; x2.up = 1; x3.lo = 20; x3.up = 80; * set non default levels x1.l = 0.624; x2.l = 0.376; x3.l = 58.129; * 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;