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ex7_3_4.gms:

References:

• Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
• Vicino, A, and Tesi, A, Computation of Nonconservative Stability Perturbation Bounds for Systems with Nonlinearly Correlated Uncertainties. IEEE Trans. Autom. Contr 35 (1990), 835.
• Original source: Global Model of Chapter 7 ex7.3.4.gms from Floudas e.a. Test Problems

Point:

* NLP written by GAMS Convert at 07/19/01 13:39:51 * * Equation counts * Total E G L N X * 18 8 0 10 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 13 13 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 53 30 23 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,objvar; Positive Variables x11; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18; e1.. - x12 + objvar =E= 0; e2.. x10*POWER(x11,4) - x8*sqr(x11) + x6 =E= 0; e3.. x9*sqr(x11) - x7 =E= 0; e4.. - x1 - x12 =L= -10; e5.. x1 - x12 =L= 10; e6.. x2 - 0.1*x12 =L= 1; e7.. - x2 - 0.1*x12 =L= -1; e8.. - x3 - 0.1*x12 =L= -1; e9.. x3 - 0.1*x12 =L= 1; e10.. - x4 - 0.01*x12 =L= -0.2; e11.. x4 - 0.01*x12 =L= 0.2; e12.. - x5 - 0.005*x12 =L= -0.05; e13.. x5 - 0.005*x12 =L= 0.05; e14.. - 54.387*x3*x2 + x6 =E= 0; e15.. - 0.2*(1364.67*x3*x2 - 147.15*x4*x3*x2) + 5.544*x5 + x7 =E= 0; e16.. - 3*(-9.81*x3*sqr(x2) - 9.81*x3*x1*x2 - 4.312*sqr(x3)*x2 + 264.896*x3*x2 + x4*x5 - 9.274*x5) + x8 =E= 0; e17.. - (7*x4*sqr(x3)*x2 - 64.918*sqr(x3)*x2 + 380.067*x3*x2 + 3*x5*x2 + 3*x5* x1) + x9 =E= 0; e18.. - sqr(x3)*x2*(7*x1 + 4*x2) + x10 =E= 0; * set non default bounds x11.up = 10; * set non default levels * 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;