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## mhw4d.gms:

#### Reference:

• Wright, M H, Numerical Methods for Nonlinearly Constraint Optimization. PhD thesis, Stanford University, 1976.
• Original source: GAMS Model of mhw4d.gms from GAMS Model Library

Point:

* NLP written by GAMS Convert at 07/26/01 11:56:47 * * Equation counts * Total E G L N X * 4 4 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 * 14 4 10 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6; Equations e1,e2,e3,e4; e1.. - (sqr(x2 - 1) + sqr(x2 - x3) + POWER(x3 - x4,3) + POWER(x4 - x5,4) + POWER(x5 - x6,4)) + objvar =E= 0; e2.. sqr(x3) + POWER(x4,3) + x2 =E= 6.24264068711929; e3.. - sqr(x4) + x3 + x5 =E= 0.82842712474619; e4.. x2*x6 =E= 2; * set non default bounds * set non default levels x2.l = -1; x3.l = 2; x4.l = 1; x5.l = -2; x6.l = -2; * 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;