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ex6_1_2.gms:

References:

Point: p1 
Best known point: p1 with value -0.0325


* NLP written by GAMS Convert at 07/19/01 13:39:41 * * Equation counts * Total E G L N X * 4 4 0 0 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 * 13 3 10 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5; Positive Variables x4,x5; Equations e1,e2,e3,e4; e1.. - (x2*(0.06391 + log(x2)) + x3*(log(x3) - 0.02875) + 0.925356626778358*x2 *x5 + 0.746014540096753*x3*x4) + objvar =E= 0; e2.. x4*(x2 + 0.159040857374844*x3) - x2 =E= 0; e3.. x5*(0.307941026821595*x2 + x3) - x3 =E= 0; e4.. x2 + x3 =E= 1; * set non default bounds x2.lo = 1E-6; x2.up = 1; x3.lo = 1E-6; x3.up = 1; * set non default levels x2.l = 0.00421; x3.l = 0.99579; x4.l = 0.0258947377097763; x5.l = 0.998699779997328; * 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;