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## st_glmp_kk92.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.
• Konno, H, and Kuno, T, Linear multiplicative programming. Mathematical Programming 56 (1992), 51-64.

Point:

* NLP written by GAMS Convert at 09/01/02 13:49:33 * * 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,objvar,x4,x5; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9; e1.. - 4*x1 + x2 =L= 12; e2.. - 4*x1 - 2*x2 =L= 12; e3.. x1 - 2*x2 =L= 6; e4.. x1 - x2 =L= 3; e5.. x1 + x2 =L= 2; e6.. 2*x1 + x2 =L= 2; e7.. - x4*x5 + objvar =E= 0; e8.. x1 + x2 - x4 =E= 0; e9.. x1 - x2 - x5 =E= 0; * set non default bounds x1.lo = -3; x1.up = 1; x2.lo = -3; x2.up = 4; * 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;