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## st_e18.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.
• Visweswaran, V, and Floudas, C A, A global optimization algorithm (GOP) for certain classes of nonconvex NLPs---II. Applications of theory and test problems. Computers and Chemical Engineering 14 (1990), 1419-1434.

Point:

* NLP written by GAMS Convert at 08/29/02 12:49:53 * * Equation counts * Total E G L N X C * 5 1 0 4 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 3 3 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 11 7 4 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,objvar; Equations e1,e2,e3,e4,e5; e1.. - (sqr(x1) + sqr(x2)) =L= -1; e2.. sqr(x1) + sqr(x2) =L= 4; e3.. - x1 + x2 =L= 1; e4.. x1 - x2 =L= 1; e5.. - x1 - x2 + objvar =E= 0; * set non default bounds x1.lo = -2; x1.up = 2; x2.lo = -2; x2.up = 2; * 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;