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Instance: ex3_1_2

Formats ams gms lp mod nl osil pip
Primal Bounds
-30665.53867000 p1 ( gdx sol )
(infeas: 3e-12)
Dual Bounds
-30665.53986000 (ANTIGONE)
-30665.53872000 (BARON)
-30665.53899000 (COUENNE)
-30665.53869000 (LINDO)
-30665.53936000 (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.
Colville, A R, A Comparative Study of Nonlinear Programming Codes. In Kuhn, H W, Ed, Princeton Symposium on Mathematical Programming, Princeton Univ. Press, 1970.
Source Test Problem ex3.1.2 of Chapter 3 of Floudas e.a. handbook
Added to library 31 Jul 2001
Problem type QCQP
#Variables 5
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 5
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type quadratic
Objective curvature indefinite
#Nonzeros in Objective 3
#Nonlinear Nonzeros in Objective 3
#Constraints 6
#Linear Constraints 0
#Quadratic Constraints 6
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature indefinite
#Nonzeros in Jacobian 26
#Nonlinear Nonzeros in Jacobian 26
#Nonzeros in (Upper-Left) Hessian of Lagrangian 15
#Nonzeros in Diagonal of Hessian of Lagrangian 1
#Blocks in Hessian of Lagrangian 1
Minimal blocksize in Hessian of Lagrangian 5
Maximal blocksize in Hessian of Lagrangian 5
Average blocksize in Hessian of Lagrangian 5.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Infeasibility of initial point 0
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
*          7        1        0        6        0        0        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
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         30        1       29        0
*
*  Solve m using NLP minimizing objvar;


Variables  x1,x2,x3,x4,x5,objvar;

Equations  e1,e2,e3,e4,e5,e6,e7;


e1.. -(0.8356891*x1*x5 + 37.293239*x1 + 5.3578547*x3*x3) + objvar
      =E= -40792.141;

e2.. 0.0056858*x2*x5 - 0.0022053*x3*x5 + 0.0006262*x1*x4 =L= 6.665593;

e3.. 0.0022053*x3*x5 - 0.0056858*x2*x5 - 0.0006262*x1*x4 =L= 85.334407;

e4.. 0.0071317*x2*x5 + 0.0021813*x3*x3 + 0.0029955*x1*x2 =L= 29.48751;

e5.. (-0.0071317*x2*x5) - 0.0021813*x3*x3 - 0.0029955*x1*x2 =L= -9.48751;

e6.. 0.0047026*x3*x5 + 0.0019085*x3*x4 + 0.0012547*x1*x3 =L= 15.599039;

e7.. (-0.0047026*x3*x5) - 0.0019085*x3*x4 - 0.0012547*x1*x3 =L= -10.699039;

* set non-default bounds
x1.lo = 78; x1.up = 102;
x2.lo = 33; x2.up = 45;
x3.lo = 27; x3.up = 45;
x4.lo = 27; x4.up = 45;
x5.lo = 27; x5.up = 45;

* set non-default levels
x3.l = 29.9953;
x4.l = 45;
x5.l = 36.7758;

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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