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## st_glmp_kky.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, Kuno, T, and Yajima, Y, Global optimization of a generalized convex multiplicative function. Journal of Global Optimization 4 (1994), 47-62.

Point:

* NLP written by GAMS Convert at 09/01/02 13:54:19 * * Equation counts * Total E G L N X C * 14 6 0 8 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 8 8 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 37 33 4 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,objvar; Positive Variables x1,x2; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14; e1.. - 5*x1 + 8*x2 =L= 24; e2.. - 5*x1 - 8*x2 =L= 100; e3.. - 6*x1 + 3*x2 =L= 100; e4.. - 4*x1 - 5*x2 =L= -10; e5.. 5*x1 - 8*x2 =L= 100; e6.. 5*x1 + 8*x2 =L= 44; e7.. 6*x1 - 3*x2 =L= 15; e8.. 4*x1 + 5*x2 =L= 100; e9.. - (x4*x5 + x6*x7) - x3 + objvar =E= 0; e10.. 3*x1 - 4*x2 - x3 =E= 0; e11.. x1 + 2*x2 - x4 =E= 1.5; e12.. 2*x1 - x2 - x5 =E= -4; e13.. x1 - 2*x2 - x6 =E= -8.5; e14.. 2*x1 + x2 - x7 =E= 1; * set non default bounds x1.up = 10; x2.up = 10; * 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;