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ex8_5_6.gms:

References:

Point: p1 
Best known point: p1 with value -0.0012


* NLP written by GAMS Convert at 07/19/01 13:40:15 * * 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; Equations e1,e2,e3,e4,e5; e1.. - (x2*log(x2) + x3*log(x3) + x4*log(x4) - log(x5 - x7) + x5 - 0.353553390593274*x6*log((x5 + 2.41421356237309*x7)/(x5 - 0.414213562373095*x7))/x7 + 1.42876598488588*x2 + 1.27098480432594*x3 + 1.62663700075562*x4) + objvar =E= -1; e2.. POWER(x5,3) - (1 - x7)*sqr(x5) + (-3*sqr(x7) - 2*x7 + x6)*x5 - x6*x7 + POWER(x7,3) + sqr(x7) =E= 0; e3.. - (0.142724*x2*x2 + 0.206577*x2*x3 + 0.342119*x2*x4 + 0.206577*x3*x2 + 0.323084*x3*x3 + 0.547748*x3*x4 + 0.342119*x4*x2 + 0.547748*x4*x3 + 0.968906*x4*x4) + x6 =E= 0; e4.. - 0.0815247*x2 - 0.0907391*x3 - 0.13705*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;