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ex2_1_2.gms:

Reference:

Point: p1 
Best known point: p1 with value -213.0000


* NLP written by GAMS Convert at 07/19/01 13:39:28 * * Equation counts * Total E G L N X * 3 1 0 2 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 * 15 10 5 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,objvar; Positive Variables x1,x2,x3,x4,x5,x6; Equations e1,e2,e3; e1.. - (-0.5*(x1*x1 + x2*x2 + x3*x3 + x4*x4 + x5*x5) - 10.5*x1 - 7.5*x2 - 3.5* x3 - 2.5*x4 - 1.5*x5) + 10*x6 + objvar =E= 0; e2.. 6*x1 + 3*x2 + 3*x3 + 2*x4 + x5 =L= 6.5; e3.. 10*x1 + 10*x3 + x6 =L= 20; * set non default bounds x1.up = 1; x2.up = 1; x3.up = 1; x4.up = 1; x5.up = 1; * set non default levels x2.l = 1; x4.l = 1; x5.l = 1; x6.l = 20; * 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;