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Instance: hhfair

Formats ams gms mod nl osil
Primal Bounds
-87.15903761 p1 ( gdx sol )
(infeas: 1e-09)
Dual Bounds
-87.15903761 (LINDO)
References Fair, Ray C, Specification, Estimation, and Analysis of Macroeconomic Models, Harvard University Press, Cambridge, Mass, 1984.
Source GAMS Model Library model hhfair
Application Financial Optimization
Added to library 31 Jul 2001
Problem type NLP
#Variables 29
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 15
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type signomial
Objective curvature indefinite
#Nonzeros in Objective 3
#Nonlinear Nonzeros in Objective 3
#Constraints 25
#Linear Constraints 19
#Quadratic Constraints 3
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 3
Operands in Gen. Nonlin. Functions sqr vcpower
Constraints curvature indefinite
#Nonzeros in Jacobian 77
#Nonlinear Nonzeros in Jacobian 18
#Nonzeros in (Upper-Left) Hessian of Lagrangian 41
#Nonzeros in Diagonal of Hessian of Lagrangian 11
#Blocks in Hessian of Lagrangian 4
Minimal blocksize in Hessian of Lagrangian 3
Maximal blocksize in Hessian of Lagrangian 4
Average blocksize in Hessian of Lagrangian 3.75
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Infeasibility of initial point 470
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
*         26       20        3        3        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*         30       30        0        0        0        0        0        0
*  FX      2
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         81       60       21        0
*
*  Solve m using NLP minimizing objvar;


Variables  x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17,objvar
          ,x19,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30;

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;


e1.. -x26**0.944*x25*x27**0.891136 - objvar =E= 0;

e2.. -0.01*sqr(0.5*x5**0.5 + 0.5*(1004.72366 - x8 - x15)**0.5) + x25 =E= 0;

e3.. -0.01*sqr(0.5*x6**0.5 + 0.5*(1004.72366 - x9 - x16)**0.5) + x26 =E= 0;

e4.. -0.01*sqr(0.5*x7**0.5 + 0.5*(1004.72366 - x10 - x17)**0.5) + x27 =E= 0;

e5..  - 0.07*x2 - x8 + x28 =E= 0;

e6..  - 0.07*x3 - x9 + x29 =E= 0;

e7..  - 0.07*x4 - x10 + x30 =E= 0;

e8..    x22 - 0.2*x28 =E= 0;

e9..    x23 - 0.2*x29 =E= 0;

e10..    x24 - 0.2*x30 =E= 0;

e11..    x5 + x19 + x22 - x28 =E= 0;

e12..    x6 + x20 + x23 - x29 =E= 0;

e13..    x7 + x21 + x24 - x30 =E= 0;

e14..    x1 - x2 + x11 - x12 + x19 =E= 0;

e15..    x2 - x3 + x12 - x13 + x20 =E= 0;

e16..    x3 - x4 + x13 - x14 + x21 =E= 0;

e17.. x15*(x12 - 0.255905*x5) =E= 1;

e18.. x16*(x13 - 0.255905*x6) =E= 1;

e19.. x17*(x14 - 0.255905*x7) =E= 1;

e20..    x4 + x14 =E= 1100;

e21..  - 0.25846405*x5 + x12 =G= 0;

e22..  - 0.25846405*x6 + x13 =G= 0;

e23..  - 0.25846405*x7 + x14 =G= 0;

e24..    x8 + x15 =L= 904.251294;

e25..    x9 + x16 =L= 904.251294;

e26..    x10 + x17 =L= 904.251294;

* set non-default bounds
x1.fx = 1000;
x5.lo = 100;
x6.lo = 100;
x7.lo = 100;
x8.lo = 100; x8.up = 400;
x9.lo = 100; x9.up = 400;
x10.lo = 100; x10.up = 400;
x11.fx = 100;
x25.lo = 0.01;
x26.lo = 0.01;
x27.lo = 0.01;

* set non-default levels
x2.l = 1000;
x3.l = 1000;
x4.l = 1000;
x8.l = 400;
x9.l = 400;
x10.l = 400;
x12.l = 100;
x13.l = 100;
x14.l = 100;
x25.l = 1;
x26.l = 1;
x27.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;


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