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st_glmp_fp1.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.
• Falk, J E, and Polocsay, S W, Image space analysis of generalized fractional programs. Journal of Global Optimization 4 (1994), 63-88.

Point:

* NLP written by GAMS Convert at 09/01/02 13:42:01 * * Equation counts * Total E G L N X C * 9 3 0 6 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 5 5 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 21 19 2 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,objvar; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9; e1.. 2*x1 + x2 =L= 14; e2.. x1 + x2 =L= 10; e3.. - 4*x1 + x2 =L= 0; e4.. - 2*x1 - x2 =L= -6; e5.. - x1 - 2*x2 =L= -6; e6.. x1 - x2 =L= 3; e7.. - x3*x4 + objvar =E= 0; e8.. x1 + x2 - x3 =E= 0; e9.. x1 - x2 - x4 =E= -7; * set non default bounds x1.lo = -10; x1.up = 5; x2.lo = -10; x2.up = 20; * 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;