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## st_glmp_ss2.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.
• Schaible, S, and Sodini, C, Finite algorithm for generalized linear multiplicative programming. Journal of Optimization Theory and Applications 87 (1995), 441-455.

Point:

* NLP written by GAMS Convert at 09/01/02 14:01:00 * * Equation counts * Total E G L N X C * 9 4 1 4 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 6 6 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 22 20 2 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,objvar; Positive Variables x1,x2; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9; e1.. x1 - 2*x2 =L= 100; e2.. - x1 - 2*x2 =L= 100; e3.. - x1 + 2*x2 =G= 5; e4.. - x1 + 2*x2 =L= 8; e5.. x1 + 2*x2 =L= 12; e6.. x1 - x3 =E= 0; e7.. 2*x1 - 3*x2 - x4 =E= -13; e8.. x1 + x2 - x5 =E= 1; e9.. - x4*x5 - x3 + objvar =E= 0; * set non default bounds x1.up = 7; x2.up = 6; * 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;