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ex8_5_1.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.
• Green, K, Zhou, S, and Luks, K, The Fractal Response of Robust Solution Techniques to the Stationary Point Problem. Fluid Phase Equilibria 84 (1993), 49-78.
• Original source: Global Model of Chapter 8 ex8.5.1.gms from Floudas e.a. Test Problems

Point:

* NLP written by GAMS Convert at 07/19/01 13:40:13 * * 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 * 21 9 12 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6,x7; Positive Variables x2,x3,x4,x5; Equations e1,e2,e3,e4,e5; e1.. - (x2*log(x2) + x3*log(x3) + x4*log(x4) + x7/(x5 - x7) - log(x5 - x7) - 2 *x6/x5 + 0.430983578191493*x2 + 3.80082402249182*x3 + 2.92297302249182*x4) + objvar =E= 0; e2.. POWER(x5,3) - (1 + x7)*sqr(x5) + x6*x5 - x6*x7 =E= 0; e3.. - (0.37943*x2*x2 + 0.75885*x2*x3 + 0.48991*x2*x4 + 0.75885*x3*x2 + 0.8836 *x3*x3 + 0.23612*x3*x4 + 0.48991*x4*x2 + 0.23612*x4*x3 + 0.63263*x4*x4) + x6 =E= 0; e4.. - 0.14998*x2 - 0.14998*x3 - 0.14998*x4 + x7 =E= 0; e5.. x2 + x3 + x4 =E= 1; * set non default bounds * set non default levels x2.l = 0.333333333333333; x3.l = 0.333333333333333; x4.l = 0.333333333333333; x5.l = 2; x6.l = 1; x7.l = 1; * 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;