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ex8_5_5.gms:

References:

Point: p1 
Best known point: p1 with value -0.0108


* NLP written by GAMS Convert at 07/19/01 13:40:14 * * 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 * 6 6 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 17 7 10 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6; Equations e1,e2,e3,e4,e5; e1.. - (x2*log(x2) + x3*log(x3) - log(x4 - x6) + x4 - 0.353553390593274*x5* log((x4 + 2.41421356237309*x6)/(x4 - 0.414213562373095*x6))/x6 + 2.5746329124341*x2 + 0.54639755131421*x3) + objvar =E= -1; e2.. POWER(x4,3) - (1 - x6)*sqr(x4) + (-3*sqr(x6) - 2*x6 + x5)*x4 - x5*x6 + POWER(x6,3) + sqr(x6) =E= 0; e3.. - (0.884831*x2*x2 + 0.555442*x2*x3 + 0.555442*x3*x2 + 0.427888*x3*x3) + x5 =E= 0; e4.. - 0.0885973*x2 - 0.0890893*x3 + x6 =E= 0; e5.. x2 + x3 =E= 1; * set non default bounds * set non default levels x2.l = 0.5; x3.l = 0.5; x4.l = 2; x5.l = 1; x6.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;