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## sample.gms:

#### Reference:

• Bracken, J, and McCormick, G P, Chapter 10.2. In Selected Applications of Nonlinear Programming. John Wiley and Sons, New York, 1968.
• Original source: GAMS Model of sample.gms from GAMS Model Library

Point: p1
Best known point: p1 with value 726.6794

* NLP written by GAMS Convert at 07/30/01 10:08:37 * * Equation counts * Total E G L N X * 3 1 0 2 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 5 5 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 13 5 8 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,objvar; Equations e1,e2,e3; e1.. 4/x1 + 2.25/x2 + 1/x3 + 0.25/x4 =L= 0.0401; e2.. 0.16/x1 + 0.36/x2 + 0.64/x3 + 0.64/x4 =L= 0.010085; e3.. - x1 - x2 - x3 - x4 + objvar =E= 0; * set non default bounds x1.lo = 100; x1.up = 400000; x2.lo = 100; x2.up = 300000; x3.lo = 100; x3.up = 200000; x4.lo = 100; x4.up = 100000; * set non default levels x1.l = 200; x2.l = 200; x3.l = 200; x4.l = 200; objvar.l = 800; * 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;