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ex6_1_4.gms:

References:

Point: p1 
Best known point: p1 with value -0.2945


* NLP written by GAMS Convert at 07/19/01 13:39:42 * * Equation counts * Total E G L N X * 5 5 0 0 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 * 22 4 18 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6,x7; Positive Variables x5,x6,x7; Equations e1,e2,e3,e4,e5; e1.. - (x2*(0.28809 + log(x2)) + x3*(log(x3) - 0.29158) + x4*(0.59336 + log(x4 )) + x2*(1.44805026165593*x6 + 0.989428667054834*x7) + x3*( 1.12676386427658*x5 + 1.00363012835441*x7) + x4*(0.0347225450624344*x5 + 0.82681418300153*x6)) + objvar =E= 0; e2.. x5*(x2 + 0.145002897355373*x3 + 0.989528214945409*x4) - x2 =E= 0; e3.. x6*(0.293701311601799*x2 + x3 + 0.646291923054068*x4) - x3 =E= 0; e4.. x7*(0.619143628558899*x2 + 0.239837817616513*x3 + x4) - x4 =E= 0; e5.. x2 + x3 + x4 =E= 1; * set non default bounds x2.lo = 1E-6; x2.up = 1; x3.lo = 1E-6; x3.up = 1; x4.lo = 1E-6; x4.up = 1; * set non default levels x2.l = 7E-5; x3.l = 0.99686; x4.l = 0.00307; x5.l = 0.000474076675116379; x6.l = 0.997993046160137; x7.l = 0.0126755759820888; * 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;