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## st_bsj4.gms:

#### References:

• Tawarmalani, M, and Sahinidis, N, Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Kluwer, 2002.
• Shectman, J P, and Sahinidis, N, A finite algorithm for global minimization of separable concave programs. Journal of Global Optimization 12 (1998), 1--36.
• Shectman, J P, Finite Algorithms for Global Optimization of Concave Programs and General Quadratic Programs, 1999. PhD thesis, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana Champagne

Point:

* NLP written by GAMS Convert at 08/30/02 11:06:31 * * Equation counts * Total E G L N X C * 5 1 2 2 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 * 23 17 6 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,objvar; Positive Variables x1,x2,x3,x4,x5,x6; Equations e1,e2,e3,e4,e5; e1.. x1 + x2 + x3 + x4 + x5 + x6 =L= 500; e2.. x1 + 3*x2 + 6*x3 + 2*x4 =G= 50; e3.. 3*x5 + 4*x6 =G= 50; e4.. x3 + 2*x4 + 3*x5 + x6 =L= 350; e5.. - (10.5*x1 - 1.5*sqr(x1) - sqr(x2) - 3.95*x2 - sqr(x3) + 3*x3 - 2*sqr(x4) + 5*x4 - sqr(x5) + 1.5*x5 - 2.5*sqr(x6) - 1.5*x6) + objvar =E= 0; * set non default bounds x1.up = 99; x2.up = 99; x3.up = 99; x4.up = 99; x5.up = 99; x6.up = 99; * set non default levels * 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;