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Instance: ex14_1_6

Formats ams gms lp mod nl osil pip
Primal Bounds
1.00000000 p1 ( gdx sol )
(infeas: 6e-17)
0.00000000 p2 ( gdx sol )
(infeas: 4e-16)
Dual Bounds
-0.00000000 (ANTIGONE)
0.00000000 (BARON)
0.00000000 (COUENNE)
0.00000000 (LINDO)
-0.00000003 (SCIP)
References Floudas, C A, Pardalos, Panos M, Adjiman, C S, Esposito, W R, Gumus, Zeynep H, Harding, S T, Klepeis, John L, Meyer, Clifford A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization, Kluwer Academic Publishers, 1999.
Kearfott, R and Novoa, M, Algorithm 681: INTBIS, A Portable Interval Newton/Bisection Package, ACM Transactions on Mathematical Software, 16:2, 1990, 152-157.
Source Test Problem ex14.1.6 of Chapter 14 of Floudas e.a. handbook
Added to library 31 Jul 2001
Problem type QCP
#Variables 9
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 8
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type linear
Objective curvature linear
#Nonzeros in Objective 1
#Nonlinear Nonzeros in Objective 0
#Constraints 15
#Linear Constraints 1
#Quadratic Constraints 14
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature indefinite
#Nonzeros in Jacobian 60
#Nonlinear Nonzeros in Jacobian 32
#Nonzeros in (Upper-Left) Hessian of Lagrangian 14
#Nonzeros in Diagonal of Hessian of Lagrangian 8
#Blocks in Hessian of Lagrangian 5
Minimal blocksize in Hessian of Lagrangian 1
Maximal blocksize in Hessian of Lagrangian 3
Average blocksize in Hessian of Lagrangian 1.6
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Infeasibility of initial point 1
Sparsity Jacobian Sparsity of Objective Gradient and Jacobian
Sparsity Hessian of Lagrangian Sparsity of Hessian of Lagrangian

$offlisting
*  
*  Equation counts
*      Total        E        G        L        N        X        C        B
*         16        2        0       14        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*         10       10        0        0        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         62       30       32        0
*
*  Solve m using NLP minimizing objvar;


Variables  x1,x2,x3,x4,x5,x6,x7,x8,x9,objvar;

Equations  e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16;


e1..  - x9 + objvar =E= 0;

e2.. 0.004731*x1*x3 - 0.1238*x1 - 0.3578*x2*x3 - 0.001637*x2 - 0.9338*x4 + x7
      - x9 =L= 0.3571;

e3.. 0.1238*x1 - 0.004731*x1*x3 + 0.3578*x2*x3 + 0.001637*x2 + 0.9338*x4 - x7
      - x9 =L= -0.3571;

e4.. 0.2238*x1*x3 + 0.2638*x1 + 0.7623*x2*x3 - 0.07745*x2 - 0.6734*x4 - x7 - x9
      =L= 0.6022;

e5.. (-0.2238*x1*x3) - 0.2638*x1 - 0.7623*x2*x3 + 0.07745*x2 + 0.6734*x4 + x7
      - x9 =L= -0.6022;

e6.. x6*x8 + 0.3578*x1 + 0.004731*x2 - x9 =L= 0;

e7.. -x6*x8 - 0.3578*x1 - 0.004731*x2 - x9 =L= 0;

e8..  - 0.7623*x1 + 0.2238*x2 =E= -0.3461;

e9.. sqr(x1) + sqr(x2) - x9 =L= 1;

e10.. (-sqr(x1)) - sqr(x2) - x9 =L= -1;

e11.. sqr(x3) + sqr(x4) - x9 =L= 1;

e12.. (-sqr(x3)) - sqr(x4) - x9 =L= -1;

e13.. sqr(x5) + sqr(x6) - x9 =L= 1;

e14.. (-sqr(x5)) - sqr(x6) - x9 =L= -1;

e15.. sqr(x7) + sqr(x8) - x9 =L= 1;

e16.. (-sqr(x7)) - sqr(x8) - x9 =L= -1;

* set non-default bounds
x1.lo = -1; x1.up = 1;
x2.lo = -1; x2.up = 1;
x3.lo = -1; x3.up = 1;
x4.lo = -1; x4.up = 1;
x5.lo = -1; x5.up = 1;
x6.lo = -1; x6.up = 1;
x7.lo = -1; x7.up = 1;
x8.lo = -1; x8.up = 1;

Model m / all /;

m.limrow=0; m.limcol=0;
m.tolproj=0.0;

$if NOT '%gams.u1%' == '' $include '%gams.u1%'

$if not set NLP $set NLP NLP
Solve m using %NLP% minimizing objvar;


Last updated: 2018-09-14 Git hash: ac5a5314
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