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ex14_2_1.gms:

Reference:

• 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.
• Original source: Global Model of Chapter 14 ex14.2.1.gms from Floudas e.a. Test Problems

Point: p1
Best known point: p1 with value 0.0000

* NLP written by GAMS Convert at 07/19/01 13:40:27 * * Equation counts * Total E G L N X * 8 2 0 6 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 * 35 11 24 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,objvar,x6; Positive Variables x6; Equations e1,e2,e3,e4,e5,e6,e7,e8; e1.. objvar - x6 =E= 0; e2.. log(x1 + 0.48*x2 + 0.768*x3) + x1/(x1 + 0.48*x2 + 0.768*x3) + 1.55*x2/( 1.55*x1 + x2 + 0.544*x3) + 0.566*x3/(0.566*x1 + 0.65*x2 + x3) + 2787.49800065313/(229.664 + x4) - x6 =L= 10.7545020354713; e3.. log(1.55*x1 + x2 + 0.544*x3) + 0.48*x1/(x1 + 0.48*x2 + 0.768*x3) + x2/( 1.55*x1 + x2 + 0.544*x3) + 0.65*x3/(0.566*x1 + 0.65*x2 + x3) + 2665.5415812027/(219.726 + x4) - x6 =L= 10.6349978691449; e4.. log(0.566*x1 + 0.65*x2 + x3) + 0.768*x1/(x1 + 0.48*x2 + 0.768*x3) + 0.544* x2/(1.55*x1 + x2 + 0.544*x3) + x3/(0.566*x1 + 0.65*x2 + x3) + 3643.31361767678/(239.726 + x4) - x6 =L= 12.9738026256517; e5.. (-log(x1 + 0.48*x2 + 0.768*x3)) - (x1/(x1 + 0.48*x2 + 0.768*x3) + 1.55*x2/ (1.55*x1 + x2 + 0.544*x3) + 0.566*x3/(0.566*x1 + 0.65*x2 + x3)) - 2787.49800065313/(229.664 + x4) - x6 =L= -10.7545020354713; e6.. (-log(1.55*x1 + x2 + 0.544*x3)) - (0.48*x1/(x1 + 0.48*x2 + 0.768*x3) + x2/ (1.55*x1 + x2 + 0.544*x3) + 0.65*x3/(0.566*x1 + 0.65*x2 + x3)) - 2665.5415812027/(219.726 + x4) - x6 =L= -10.6349978691449; e7.. (-log(0.566*x1 + 0.65*x2 + x3)) - (0.768*x1/(x1 + 0.48*x2 + 0.768*x3) + 0.544*x2/(1.55*x1 + x2 + 0.544*x3) + x3/(0.566*x1 + 0.65*x2 + x3)) - 3643.31361767678/(239.726 + x4) - x6 =L= -12.9738026256517; e8.. x1 + x2 + x3 =E= 1; * set non default bounds x1.lo = 1E-6; x1.up = 1; x2.lo = 1E-6; x2.up = 1; x3.lo = 1E-6; x3.up = 1; x4.lo = 20; x4.up = 80; * set non default levels x1.l = 0.272; x2.l = 0.465; x3.l = 0.253; x4.l = 54.254; * 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;