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Instance ex8_3_8

Formats ams gms lp mod nl osil pip py
Primal Bounds (infeas ≤ 1e-08)
-3.25004664 p1 ( gdx sol )
(infeas: 1e-13)
-3.25611909 p2 ( gdx sol )
(infeas: 5e-13)
Other points (infeas > 1e-08)  
Dual Bounds
-5.70013654 (ANTIGONE)
-10.00000000 (BARON)
-10.00000000 (COUENNE)
-5.37735849 (GUROBI)
-10.00000000 (LINDO)
-10.00000000 (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.
Source Test Problem ex8.3.8 of Chapter 8 of Floudas e.a. handbook
Added to library 31 Jul 2001
Problem type QCP
#Variables 126
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 121
#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 93
#Linear Constraints 28
#Quadratic Constraints 65
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature indefinite
#Nonzeros in Jacobian 662
#Nonlinear Nonzeros in Jacobian 535
#Nonzeros in (Upper-Left) Hessian of Lagrangian 460
#Nonzeros in Diagonal of Hessian of Lagrangian 10
#Blocks in Hessian of Lagrangian 16
Minimal blocksize in Hessian of Lagrangian 5
Maximal blocksize in Hessian of Lagrangian 12
Average blocksize in Hessian of Lagrangian 7.5625
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Minimal coefficient 1.0000e-01
Maximal coefficient 6.0000e+00
Infeasibility of initial point 340
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
*         94       94        0        0        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*        127      127        0        0        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*        664      129      535        0
*
*  Solve m using NLP minimizing objvar;


Variables  objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17,x18
          ,x19,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34,x35
          ,x36,x37,x38,x39,x40,x41,x42,x43,x44,x45,x46,x47,x48,x49,x50,x51,x52
          ,x53,x54,x55,x56,x57,x58,x59,x60,x61,x62,x63,x64,x65,x66,x67,x68,x69
          ,x70,x71,x72,x73,x74,x75,x76,x77,x78,x79,x80,x81,x82,x83,x84,x85,x86
          ,x87,x88,x89,x90,x91,x92,x93,x94,x95,x96,x97,x98,x99,x100,x101,x102
          ,x103,x104,x105,x106,x107,x108,x109,x110,x111,x112,x113,x114,x115
          ,x116,x117,x118,x119,x120,x121,x122,x123,x124,x125,x126,x127;

Positive Variables  x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17
          ,x18,x19,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34
          ,x35,x36,x37,x38,x39,x40,x41,x42,x43,x44,x45,x46,x47,x48,x49,x50,x51
          ,x52,x53,x54,x55,x56,x57,x58,x59,x60,x61,x62,x63,x64,x65,x66,x67,x68
          ,x69,x70,x71,x72,x73,x74,x75,x76,x77,x78,x79,x80,x81,x82,x83,x84,x85
          ,x86,x87,x88,x89,x90,x91,x92,x93,x94,x95,x96,x97,x98,x99,x100,x101
          ,x102,x103,x104,x105,x106,x107,x108,x109,x110,x111,x112,x113,x114
          ,x115,x116,x117,x118,x119,x120,x121,x122,x123,x124,x125,x126,x127;

Equations  e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16,e17,e18,e19
          ,e20,e21,e22,e23,e24,e25,e26,e27,e28,e29,e30,e31,e32,e33,e34,e35,e36
          ,e37,e38,e39,e40,e41,e42,e43,e44,e45,e46,e47,e48,e49,e50,e51,e52,e53
          ,e54,e55,e56,e57,e58,e59,e60,e61,e62,e63,e64,e65,e66,e67,e68,e69,e70
          ,e71,e72,e73,e74,e75,e76,e77,e78,e79,e80,e81,e82,e83,e84,e85,e86,e87
          ,e88,e89,e90,e91,e92,e93,e94;


e1..  - objvar - x100 =E= 0;

e2..  - x2 - x3 - x4 - x5 - x6 =E= -100;

e3..  - x2 + x7 - x67 - x72 - x77 - x82 - x87 =E= 0;

e4..  - x3 + x8 - x68 - x73 - x78 - x83 - x88 =E= 0;

e5..  - x4 + x9 - x69 - x74 - x79 - x84 - x89 =E= 0;

e6..  - x5 + x10 - x70 - x75 - x80 - x85 - x90 =E= 0;

e7..  - x6 + x11 - x71 - x76 - x81 - x86 - x91 =E= 0;

e8.. x12*x7 - (x42*x67 + x47*x72 + x52*x77 + x57*x82 + x62*x87) - 6*x2 =E= 0;

e9.. x13*x7 - (x43*x67 + x48*x72 + x53*x77 + x58*x82 + x63*x87) =E= 0;

e10.. x14*x7 - (x44*x67 + x49*x72 + x54*x77 + x59*x82 + x64*x87) =E= 0;

e11.. x15*x7 - (x45*x67 + x50*x72 + x55*x77 + x60*x82 + x65*x87) =E= 0;

e12.. x16*x7 - (x46*x67 + x51*x72 + x56*x77 + x61*x82 + x66*x87) =E= 0;

e13.. x17*x8 - (x42*x68 + x47*x73 + x52*x78 + x57*x83 + x62*x88) - 6*x3 =E= 0;

e14.. x18*x8 - (x43*x68 + x48*x73 + x53*x78 + x58*x83 + x63*x88) =E= 0;

e15.. x19*x8 - (x44*x68 + x49*x73 + x54*x78 + x59*x83 + x64*x88) =E= 0;

e16.. x20*x8 - (x45*x68 + x50*x73 + x55*x78 + x60*x83 + x65*x88) =E= 0;

e17.. x21*x8 - (x46*x68 + x51*x73 + x56*x78 + x61*x83 + x66*x88) =E= 0;

e18.. x22*x9 - (x42*x69 + x47*x74 + x52*x79 + x57*x84 + x62*x89) - 6*x4 =E= 0;

e19.. x23*x9 - (x43*x69 + x48*x74 + x53*x79 + x58*x84 + x63*x89) =E= 0;

e20.. x24*x9 - (x44*x69 + x49*x74 + x54*x79 + x59*x84 + x64*x89) =E= 0;

e21.. x25*x9 - (x45*x69 + x50*x74 + x55*x79 + x60*x84 + x65*x89) =E= 0;

e22.. x26*x9 - (x46*x69 + x51*x74 + x56*x79 + x61*x84 + x66*x89) =E= 0;

e23.. x27*x10 - (x42*x70 + x47*x75 + x52*x80 + x57*x85 + x62*x90) - 6*x5 =E= 0;

e24.. x28*x10 - (x43*x70 + x48*x75 + x53*x80 + x58*x85 + x63*x90) =E= 0;

e25.. x29*x10 - (x44*x70 + x49*x75 + x54*x80 + x59*x85 + x64*x90) =E= 0;

e26.. x30*x10 - (x45*x70 + x50*x75 + x55*x80 + x60*x85 + x65*x90) =E= 0;

e27.. x31*x10 - (x46*x70 + x51*x75 + x56*x80 + x61*x85 + x66*x90) =E= 0;

e28.. x32*x11 - (x42*x71 + x47*x76 + x52*x81 + x57*x86 + x62*x91) - 6*x6 =E= 0;

e29.. x33*x11 - (x43*x71 + x48*x76 + x53*x81 + x58*x86 + x63*x91) =E= 0;

e30.. x34*x11 - (x44*x71 + x49*x76 + x54*x81 + x59*x86 + x64*x91) =E= 0;

e31.. x35*x11 - (x45*x71 + x50*x76 + x55*x81 + x60*x86 + x65*x91) =E= 0;

e32.. x36*x11 - (x46*x71 + x51*x76 + x56*x81 + x61*x86 + x66*x91) =E= 0;

e33..  - x7 + x37 =E= 0;

e34..  - x8 + x38 =E= 0;

e35..  - x9 + x39 =E= 0;

e36..  - x10 + x40 =E= 0;

e37..  - x11 + x41 =E= 0;

e38.. x42*x37 - (x12*x7 + x103*(-x108 - x110)) =E= 0;

e39.. x43*x37 - (x13*x7 + x103*(x108 - x109 - x111)) =E= 0;

e40.. x44*x37 - (x14*x7 + x103*x109) =E= 0;

e41.. x45*x37 - (x15*x7 + x103*x110) =E= 0;

e42.. x46*x37 - (x16*x7 + x103*x111) =E= 0;

e43.. x47*x38 - (x17*x8 + x104*(-x112 - x114)) =E= 0;

e44.. x48*x38 - (x18*x8 + x104*(x112 - x113 - x115)) =E= 0;

e45.. x49*x38 - (x19*x8 + x104*x113) =E= 0;

e46.. x50*x38 - (x20*x8 + x104*x114) =E= 0;

e47.. x51*x38 - (x21*x8 + x104*x115) =E= 0;

e48.. x52*x39 - (x22*x9 + x105*(-x116 - x118)) =E= 0;

e49.. x53*x39 - (x23*x9 + x105*(x116 - x117 - x119)) =E= 0;

e50.. x54*x39 - (x24*x9 + x105*x117) =E= 0;

e51.. x55*x39 - (x25*x9 + x105*x118) =E= 0;

e52.. x56*x39 - (x26*x9 + x105*x119) =E= 0;

e53.. x57*x40 - (x27*x10 + x106*(-x120 - x122)) =E= 0;

e54.. x58*x40 - (x28*x10 + x106*(x120 - x121 - x123)) =E= 0;

e55.. x59*x40 - (x29*x10 + x106*x121) =E= 0;

e56.. x60*x40 - (x30*x10 + x106*x122) =E= 0;

e57.. x61*x40 - (x31*x10 + x106*x123) =E= 0;

e58.. x62*x41 - (x32*x11 + x107*(-x124 - x126)) =E= 0;

e59.. x63*x41 - (x33*x11 + x107*(x124 - x125 - x127)) =E= 0;

e60.. x64*x41 - (x34*x11 + x107*x125) =E= 0;

e61.. x65*x41 - (x35*x11 + x107*x126) =E= 0;

e62.. x66*x41 - (x36*x11 + x107*x127) =E= 0;

e63.. -x42*x42 + x108 =E= 0;

e64.. -x47*x47 + x112 =E= 0;

e65.. -x52*x52 + x116 =E= 0;

e66.. -x57*x57 + x120 =E= 0;

e67.. -x62*x62 + x124 =E= 0;

e68..  - 0.6*x43 + x109 =E= 0;

e69..  - 0.6*x48 + x113 =E= 0;

e70..  - 0.6*x53 + x117 =E= 0;

e71..  - 0.6*x58 + x121 =E= 0;

e72..  - 0.6*x63 + x125 =E= 0;

e73..  - 0.6*x42 + x110 =E= 0;

e74..  - 0.6*x47 + x114 =E= 0;

e75..  - 0.6*x52 + x118 =E= 0;

e76..  - 0.6*x57 + x122 =E= 0;

e77..  - 0.6*x62 + x126 =E= 0;

e78.. -0.1*x43*x43 + x111 =E= 0;

e79.. -0.1*x48*x48 + x115 =E= 0;

e80.. -0.1*x53*x53 + x119 =E= 0;

e81.. -0.1*x58*x58 + x123 =E= 0;

e82.. -0.1*x63*x63 + x127 =E= 0;

e83..    x37 - x67 - x68 - x69 - x70 - x71 - x92 =E= 0;

e84..    x38 - x72 - x73 - x74 - x75 - x76 - x93 =E= 0;

e85..    x39 - x77 - x78 - x79 - x80 - x81 - x94 =E= 0;

e86..    x40 - x82 - x83 - x84 - x85 - x86 - x95 =E= 0;

e87..    x41 - x87 - x88 - x89 - x90 - x91 - x96 =E= 0;

e88..  - x92 - x93 - x94 - x95 - x96 + x97 =E= 0;

e89.. x97*x98 - (x92*x42 + x93*x47 + x94*x52 + x95*x57 + x96*x62) =E= 0;

e90.. x97*x99 - (x92*x43 + x93*x48 + x94*x53 + x95*x58 + x96*x63) =E= 0;

e91.. x97*x100 - (x92*x44 + x93*x49 + x94*x54 + x95*x59 + x96*x64) =E= 0;

e92.. x97*x101 - (x92*x45 + x93*x50 + x94*x55 + x95*x60 + x96*x65) =E= 0;

e93.. x97*x102 - (x92*x46 + x93*x51 + x94*x56 + x95*x61 + x96*x66) =E= 0;

e94..    x98 =E= 0.3;

* set non-default bounds
x2.up = 1000;
x3.up = 1000;
x4.up = 1000;
x5.up = 1000;
x6.up = 1000;
x7.up = 1000;
x8.up = 1000;
x9.up = 1000;
x10.up = 1000;
x11.up = 1000;
x12.up = 10;
x13.up = 10;
x14.up = 10;
x15.up = 10;
x16.up = 10;
x17.up = 10;
x18.up = 10;
x19.up = 10;
x20.up = 10;
x21.up = 10;
x22.up = 10;
x23.up = 10;
x24.up = 10;
x25.up = 10;
x26.up = 10;
x27.up = 10;
x28.up = 10;
x29.up = 10;
x30.up = 10;
x31.up = 10;
x32.up = 10;
x33.up = 10;
x34.up = 10;
x35.up = 10;
x36.up = 10;
x37.up = 1000;
x38.up = 1000;
x39.up = 1000;
x40.up = 1000;
x41.up = 1000;
x42.up = 10;
x43.up = 10;
x44.up = 10;
x45.up = 10;
x46.up = 10;
x47.up = 10;
x48.up = 10;
x49.up = 10;
x50.up = 10;
x51.up = 10;
x52.up = 10;
x53.up = 10;
x54.up = 10;
x55.up = 10;
x56.up = 10;
x57.up = 10;
x58.up = 10;
x59.up = 10;
x60.up = 10;
x61.up = 10;
x62.up = 10;
x63.up = 10;
x64.up = 10;
x65.up = 10;
x66.up = 10;
x67.up = 1000;
x68.up = 1000;
x69.up = 1000;
x70.up = 1000;
x71.up = 1000;
x72.up = 1000;
x73.up = 1000;
x74.up = 1000;
x75.up = 1000;
x76.up = 1000;
x77.up = 1000;
x78.up = 1000;
x79.up = 1000;
x80.up = 1000;
x81.up = 1000;
x82.up = 1000;
x83.up = 1000;
x84.up = 1000;
x85.up = 1000;
x86.up = 1000;
x87.up = 1000;
x88.up = 1000;
x89.up = 1000;
x90.up = 1000;
x91.up = 1000;
x92.up = 1000;
x93.up = 1000;
x94.up = 1000;
x95.up = 1000;
x96.up = 1000;
x97.up = 1000;
x98.up = 10;
x99.up = 10;
x100.up = 10;
x101.up = 10;
x102.up = 10;
x103.up = 10000;
x104.up = 10000;
x105.up = 10000;
x106.up = 10000;
x107.up = 10000;
x108.up = 10000;
x109.up = 10000;
x110.up = 10000;
x111.up = 10000;
x112.up = 10000;
x113.up = 10000;
x114.up = 10000;
x115.up = 10000;
x116.up = 10000;
x117.up = 10000;
x118.up = 10000;
x119.up = 10000;
x120.up = 10000;
x121.up = 10000;
x122.up = 10000;
x123.up = 10000;
x124.up = 10000;
x125.up = 10000;
x126.up = 10000;
x127.up = 10000;

* set non-default levels
x2.l = 50;
x3.l = 50;
x4.l = 50;
x5.l = 50;
x6.l = 50;
x7.l = 50;
x8.l = 50;
x9.l = 50;
x10.l = 50;
x11.l = 50;
x12.l = 0.2;
x13.l = 0.2;
x14.l = 0.2;
x15.l = 0.2;
x16.l = 0.2;
x17.l = 0.2;
x18.l = 0.2;
x19.l = 0.2;
x20.l = 0.2;
x21.l = 0.2;
x22.l = 0.2;
x23.l = 0.2;
x24.l = 0.2;
x25.l = 0.2;
x26.l = 0.2;
x27.l = 0.2;
x28.l = 0.2;
x29.l = 0.2;
x30.l = 0.2;
x31.l = 0.2;
x32.l = 0.2;
x33.l = 0.2;
x34.l = 0.2;
x35.l = 0.2;
x36.l = 0.2;
x37.l = 100;
x38.l = 100;
x39.l = 100;
x40.l = 100;
x41.l = 100;
x42.l = 0.2;
x43.l = 0.2;
x44.l = 0.2;
x45.l = 0.2;
x46.l = 0.2;
x47.l = 0.2;
x48.l = 0.2;
x49.l = 0.2;
x50.l = 0.2;
x51.l = 0.2;
x52.l = 0.2;
x53.l = 0.2;
x54.l = 0.2;
x55.l = 0.2;
x56.l = 0.2;
x57.l = 0.2;
x58.l = 0.2;
x59.l = 0.2;
x60.l = 0.2;
x61.l = 0.2;
x62.l = 0.2;
x63.l = 0.2;
x64.l = 0.2;
x65.l = 0.2;
x66.l = 0.2;
x67.l = 50;
x68.l = 50;
x69.l = 50;
x70.l = 50;
x71.l = 50;
x72.l = 50;
x73.l = 50;
x74.l = 50;
x75.l = 50;
x76.l = 50;
x77.l = 50;
x78.l = 50;
x79.l = 50;
x80.l = 50;
x81.l = 50;
x82.l = 50;
x83.l = 50;
x84.l = 50;
x85.l = 50;
x86.l = 50;
x87.l = 50;
x88.l = 50;
x89.l = 50;
x90.l = 50;
x91.l = 50;
x92.l = 50;
x93.l = 50;
x94.l = 50;
x95.l = 50;
x96.l = 50;
x97.l = 100;
x98.l = 0.2;
x99.l = 0.2;
x100.l = 0.2;
x101.l = 0.2;
x102.l = 0.2;
x103.l = 1;
x104.l = 1;
x105.l = 1;
x106.l = 1;
x107.l = 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;


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