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ex2_1_5.gms:

Reference:

Point: p1 
Best known point: p1 with value -268.0146


* NLP written by GAMS Convert at 07/19/01 13:39:29 * * Equation counts * Total E G L N X * 12 1 0 11 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 * 112 105 7 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,e4,e5,e6,e7,e8,e9,e10,e11,e12; e1.. - (-0.5*(10*x1*x1 + 10*x2*x2 + 10*x3*x3 + 10*x4*x4 + 10*x5*x5 + 10*x6*x6 + 10*x7*x7) - 20*x1 - 80*x2 - 20*x3 - 50*x4 - 60*x5 - 90*x6) - 10*x8 - 10*x9 - 10*x10 + objvar =E= 0; e2.. - 2*x1 - 6*x2 - x3 - 3*x5 - 3*x6 - 2*x7 - 6*x8 - 2*x9 - 2*x10 =L= -4; e3.. 6*x1 - 5*x2 + 8*x3 - 3*x4 + x6 + 3*x7 + 8*x8 + 9*x9 - 3*x10 =L= 22; e4.. - 5*x1 + 6*x2 + 5*x3 + 3*x4 + 8*x5 - 8*x6 + 9*x7 + 2*x8 - 9*x10 =L= -6; e5.. 9*x1 + 5*x2 - 9*x4 + x5 - 8*x6 + 3*x7 - 9*x8 - 9*x9 - 3*x10 =L= -23; e6.. - 8*x1 + 7*x2 - 4*x3 - 5*x4 - 9*x5 + x6 - 7*x7 - x8 + 3*x9 - 2*x10 =L= -12; e7.. - 7*x1 - 5*x2 - 2*x3 - 6*x5 - 6*x6 - 7*x7 - 6*x8 + 7*x9 + 7*x10 =L= -3; e8.. x1 - 3*x2 - 3*x3 - 4*x4 - x5 - 4*x7 + x8 + 6*x9 =L= 1; e9.. x1 - 2*x2 + 6*x3 + 9*x4 - 7*x6 + 9*x7 - 9*x8 - 6*x9 + 4*x10 =L= 12; e10.. - 4*x1 + 6*x2 + 7*x3 + 2*x4 + 2*x5 + 6*x7 + 6*x8 - 7*x9 + 4*x10 =L= 15; e11.. x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 =L= 9; e12.. - x1 - x2 - x3 - x4 - x5 - x6 - x7 - x8 - x9 - x10 =L= -1; * set non default bounds x1.up = 1; x2.up = 1; x3.up = 1; x4.up = 1; x5.up = 1; x6.up = 1; x7.up = 1; x8.up = 1; x9.up = 1; x10.up = 1; * set non default levels x1.l = 1; x2.l = 0.90755; x4.l = 1; x5.l = 0.71509; x6.l = 1; x8.l = 0.91698; x9.l = 1; x10.l = 1; * 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;