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## st_cqpjk1.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.
• Shectman, J P, Finite Algorithms for Global Optimization of Concave Programs and General Quadratic Programs, 1999. PhD thesis, Department of Mechanical and Industrial Engineering, University of Illinois, Urbana Champagne

Point:

* NLP written by GAMS Convert at 08/31/02 18:57:10 * * Equation counts * Total E G L N X C * 3 1 0 2 0 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 9 4 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,objvar; Positive Variables x1; Equations e1,e2,e3; e1.. - x1 - x2 - x3 - x4 =L= -1; e2.. x1 + x2 + x3 + x4 =L= 1; e3.. - (2*x1*x1 - 1.33333*x1 + 4*x2*x2 - 2.66667*x2 + 6*x3*x3 - 4*x3 + 0.5*x4* x4 - 10*x4) + objvar =E= 0; * set non default bounds x3.lo = -10000; x3.up = 10000; x4.lo = -10000; x4.up = 10000; * 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;