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ex6_1_1.gms:

References:

Point: p1 
Best known point: p1 with value -0.0202


* NLP written by GAMS Convert at 07/19/01 13:39:41 * * Equation counts * Total E G L N X * 7 7 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 9 9 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 25 5 20 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9; Positive Variables x6,x7,x8,x9; Equations e1,e2,e3,e4,e5,e6,e7; e1.. - (x2*(log(x2) - log(x2 + x4)) + x4*(log(x4) - log(x2 + x4)) + x3*(log(x3 ) - log(x3 + x5)) + x5*(log(x5) - log(x3 + x5)) + 0.925356626778358*x2*x8 + 0.746014540096753*x4*x6 + 0.925356626778358*x3*x9 + 0.746014540096753* x5*x7) + objvar =E= 0; e2.. x6*(x2 + 0.159040857374844*x4) - x2 =E= 0; e3.. x7*(x3 + 0.159040857374844*x5) - x3 =E= 0; e4.. x8*(0.307941026821595*x2 + x4) - x4 =E= 0; e5.. x9*(0.307941026821595*x3 + x5) - x5 =E= 0; e6.. x2 + x3 =E= 0.5; e7.. x4 + x5 =E= 0.5; * set non default bounds x2.lo = 1E-7; x2.up = 0.5; x3.lo = 1E-7; x3.up = 0.5; x4.lo = 1E-7; x4.up = 0.5; x5.lo = 1E-7; x5.up = 0.5; * set non default levels x2.l = 0.4993; x3.l = 0.0007; x4.l = 0.3441; x5.l = 0.1559; x6.l = 0.901221308981222; x7.l = 0.0274569351394739; x8.l = 0.691165161172019; x9.l = 0.998619236157215; * 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;