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* NLP written by GAMS Convert at 08/30/02 09:08:49 * * Equation counts * Total E G L N X C * 7 5 0 2 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 10 10 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 30 23 7 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,objvar; Positive Variables x1,x2,x3,x4,x5,x6,x7,x8; Equations e1,e2,e3,e4,e5,e6,e7; e1.. x1 + x2 - x3 - x4 =E= 0; e2.. - x9*(x3 + x4) + 0.03*x1 + 0.01*x2 =E= 0; e3.. x3 - x5 + x6 =E= 0; e4.. x4 + x7 - x8 =E= 0; e5.. x9*x3 - 0.025*x5 + 0.02*x6 =L= 0; e6.. x9*x4 + 0.02*x7 - 0.015*x8 =L= 0; e7.. - 6*x1 - 16*x2 + 9*x5 - 10*x6 - 10*x7 + 15*x8 + objvar =E= 0; * set non default bounds x1.up = 300; x2.up = 300; x3.up = 100; x4.up = 200; x5.up = 100; x6.up = 300; x7.up = 100; x8.up = 200; x9.lo = 0.01; x9.up = 0.03; * 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;