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## prob03.gms:

#### References:

• Westerlund, T, and Lundqvist K., Alpha-ECP, Version 5.01 An Interactive MINLP-Solver Based on the Extended Cutting Plane Method, Report 01-178-A. Tech. rep., Process Design Laboratory at Abo University, 2001.
• Floudas, C A, and Paradalos, P M, Encyclopedia of Optimization. Kluwer Academic Press, 2001.
• Still, C, and Westerlund, T, Extended Cutting Plane Algorithm. In Encyclopedia of Optimization. Kluwer Academic Press, 2001.

Point: p1
Best known point (p1): Solution value 10.00 (global optimum, BARON certificate)

\$offlisting * MINLP written by GAMS Convert at 07/02/03 17:54:25 * * Equation counts * Total E G L N X C * 2 1 0 1 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 3 1 0 2 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 5 3 2 0 * * Solve m using MINLP minimizing objvar; Variables i1,i2,objvar; Integer Variables i1,i2; Equations e1,e2; e1.. - 3*i1 - 2*i2 + objvar =E= 0; e2.. - i1*i2 =L= -3.5; * set non default bounds i1.lo = 1; i1.up = 5; i2.lo = 1; i2.up = 5; \$if set nostart \$goto modeldef * set non default levels * 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;