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ex6_2_14.gms:

References:

Point: p1 
Best known point: p1 with value -0.6954


* NLP written by GAMS Convert at 07/19/01 13:39:45 * * Equation counts * Total E G L N X * 3 3 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 * 9 5 4 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5; Equations e1,e2,e3; e1.. - (x2*(log(x2/(x2 + x4)) + log(x2/(x2 + 0.095173*x4))) + x4*(log(x4/(x2 + x4)) + log(x4/(0.30384*x2 + x4))) + (x2 + 2.6738*x4)*log(x2 + 2.6738*x4 ) + (0.374*x2 + x4)*log(0.374*x2 + x4) + 2.6738*x4*log(x4/(x2 + 2.6738*x4) ) + 0.374*x2*log(x2/(0.374*x2 + x4)) + x3*(log(x3/(x3 + x5)) + log(x3/(x3 + 0.095173*x5))) + x5*(log(x5/(x3 + x5)) + log(x5/(0.30384*x3 + x5))) + ( x3 + 2.6738*x5)*log(x3 + 2.6738*x5) + (0.374*x3 + x5)*log(0.374*x3 + x5) + 2.6738*x5*log(x5/(x3 + 2.6738*x5)) + 0.374*x3*log(x3/(0.374*x3 + x5)) - 3.6838*x2*log(x2) - 1.59549*x4*log(x4) - 3.6838*x3*log(x3) - 1.59549*x5 *log(x5)) + objvar =E= 0; e2.. x2 + x3 =E= 0.5; e3.. 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 = 0.0583; x3.l = 0.4417; x4.l = 0.408; x5.l = 0.092; * 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;