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ex1221.gms:

References:

• Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
• Kocis, G R, and Grossmann, I E, Global Optimization of Nonconvex MINLP Problems in Process Synthesis. Industrial and Engineering Chemical Research 27 (1988), 1407-1421.
• Original source: MINLP Model of Chapter 12 ex12.2.1.gms from Floudas e.a. Test Problems

Point: p1
Best known point (p1): Solution value 7.67 (global optimum, BARON certificate)

\$offlisting * MINLP written by GAMS Convert at 04/17/01 16:37:42 * * Equation counts * Total E G L N X * 6 3 0 3 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 6 3 3 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 17 15 2 0 * * Solve m using MINLP minimizing objvar; Variables x1,x2,b3,b4,b5,objvar; Positive Variables x1,x2; Binary Variables b3,b4,b5; Equations e1,e2,e3,e4,e5,e6; e1.. - 2*x1 - 3*x2 - 1.5*b3 - 2*b4 + 0.5*b5 + objvar =E= 0; e2.. sqr(x1) + b3 =E= 1.25; e3.. x2**1.5 + 1.5*b4 =E= 3; e4.. x1 + b3 =L= 1.6; e5.. 1.333*x2 + b4 =L= 3; e6.. - b3 - b4 + b5 =L= 0; * set non default bounds x1.up = 10; x2.up = 10; \$if set nostart \$goto modeldef * set non default levels x1.l = 1; x2.l = 1; * set non default marginals \$label modeldef Model m / all /; m.limrow=0; m.limcol=0; \$if NOT '%gams.u1%' == '' \$include '%gams.u1%' \$if not set MINLP \$set MINLP MINLP Solve m using %MINLP% minimizing objvar;