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ex8_4_6.gms:

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* NLP written by GAMS Convert at 07/19/01 13:40:11 * * Equation counts * Total E G L N X * 9 9 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 15 15 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 65 9 56 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,objvar; Positive Variables x1,x2,x3,x4,x5,x6,x7,x8,x12,x13,x14; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9; e1.. - (sqr((x1 - 0.1622)/x1) + sqr((x2 - 0.6791)/x2) + sqr((x3 - 0.679)/x3) + sqr((x4 - 0.3875)/x4) + sqr((x5 - 0.1822)/x5) + sqr((x6 - 0.1249)/x6) + sqr((x7 - 0.0857)/x7) + sqr((x8 - 0.0616)/x8)) + objvar =E= 0; e2.. x9*exp(-4*x12) + x10*exp(-4*x13) + x11*exp(-4*x14) - x1 =E= 0; e3.. x9*exp(-8*x12) + x10*exp(-8*x13) + x11*exp(-8*x14) - x2 =E= 0; e4.. x9*exp(-12*x12) + x10*exp(-12*x13) + x11*exp(-12*x14) - x3 =E= 0; e5.. x9*exp(-24*x12) + x10*exp(-24*x13) + x11*exp(-24*x14) - x4 =E= 0; e6.. x9*exp(-48*x12) + x10*exp(-48*x13) + x11*exp(-48*x14) - x5 =E= 0; e7.. x9*exp(-72*x12) + x10*exp(-72*x13) + x11*exp(-72*x14) - x6 =E= 0; e8.. x9*exp(-94*x12) + x10*exp(-94*x13) + x11*exp(-94*x14) - x7 =E= 0; e9.. x9*exp(-118*x12) + x10*exp(-118*x13) + x11*exp(-118*x14) - x8 =E= 0; * set non default bounds x1.up = 1; x2.up = 1; x3.up = 1; x4.up = 1; x5.up = 1; x6.up = 1; x7.up = 1; x8.up = 1; x9.lo = -10; x9.up = 10; x10.lo = -10; x10.up = 10; x11.lo = -10; x11.up = 10; x12.up = 0.5; x13.up = 0.5; x14.up = 0.5; * set non default levels x1.l = 0.171747132; x2.l = 0.843266708; x3.l = 0.550375356; x4.l = 0.301137904; x5.l = 0.292212117; x6.l = 0.224052867; x7.l = 0.349830504; x8.l = 0.856270347; x9.l = 0.355; x10.l = 2.007; x11.l = -4.575; x12.l = 0.015; x13.l = 0.11; x14.l = 0.285; * 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;