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Instance cvxnonsep_pcon40

convex MINLP test problem with non-separable power constraint
see also problem description (PDF).
Formats ams gms mod nl osil py
Primal Bounds (infeas ≤ 1e-08)
-46.59916882 p1 ( gdx sol )
(infeas: 0)
Other points (infeas > 1e-08)  
Dual Bounds
-96.92614598 (ALPHAECP)
-46.59916899 (ANTIGONE)
-46.59916887 (BARON)
-46.59916882 (BONMIN)
-46.59920077 (COUENNE)
-46.59916883 (LINDO)
-46.59916883 (SCIP)
-46.59917221 (SHOT)
References Kronqvist, Jan, Lundell, Andreas, and Westerlund, Tapio, Reformulations for utilizing separability when solving convex MINLP problems, submitted, 2017.
Application Test Problem
Added to library 11 Sep 2017
Problem type MINLP
#Variables 40
#Binary Variables 0
#Integer Variables 20
#Nonlinear Variables 40
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 20
Objective Sense min
Objective type linear
Objective curvature linear
#Nonzeros in Objective 40
#Nonlinear Nonzeros in Objective 0
#Constraints 1
#Linear Constraints 0
#Quadratic Constraints 0
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 1
Operands in Gen. Nonlin. Functions cvpower sqr
Constraints curvature convex
#Nonzeros in Jacobian 40
#Nonlinear Nonzeros in Jacobian 40
#Nonzeros in (Upper-Left) Hessian of Lagrangian 1600
#Nonzeros in Diagonal of Hessian of Lagrangian 40
#Blocks in Hessian of Lagrangian 1
Minimal blocksize in Hessian of Lagrangian 40
Maximal blocksize in Hessian of Lagrangian 40
Average blocksize in Hessian of Lagrangian 40.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Minimal coefficient 9.0000e-02
Maximal coefficient 2.0000e+00
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
*          2        1        0        1        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*         41       21        0       20        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         81       41       40        0
*
*  Solve m using MINLP minimizing objvar;


Variables  i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17,i18,i19
          ,i20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34,x35,x36
          ,x37,x38,x39,x40,objvar;

Positive Variables  x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34
          ,x35,x36,x37,x38,x39,x40;

Integer Variables  i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,i15,i16,i17
          ,i18,i19,i20;

Equations  e1,e2;


e1..    0.18*i1 + 0.72*i2 + 0.47*i3 + 0.15*i4 + 0.34*i5 + 0.61*i6 + 0.19*i7
      + 0.74*i8 + 0.24*i9 + 0.92*i10 + 0.27*i11 + 0.77*i12 + 0.19*i13
      + 0.29*i14 + 0.09*i15 + 0.58*i16 + 0.68*i17 + 0.55*i18 + 0.43*i19
      + 0.64*i20 + 0.65*x21 + 0.68*x22 + 0.64*x23 + 0.95*x24 + 0.21*x25
      + 0.71*x26 + 0.24*x27 + 0.12*x28 + 0.61*x29 + 0.45*x30 + 0.46*x31
      + 0.66*x32 + 0.77*x33 + 0.35*x34 + 0.66*x35 + 0.42*x36 + 0.84*x37
      + 0.83*x38 + 0.26*x39 + 0.61*x40 + objvar =E= 0;

e2.. sqr(2**(i1 + i2) + 2**(i2 + i3) + 2**(i3 + i4) + 2**(i4 + i5) + 2**(i5 + 
     i6) + 2**(i6 + i7) + 2**(i7 + i8) + 2**(i8 + i9) + 2**(i9 + i10) + 2**(i10
      + i11) + 2**(i11 + i12) + 2**(i12 + i13) + 2**(i13 + i14) + 2**(i14 + i15
     ) + 2**(i15 + i16) + 2**(i16 + i17) + 2**(i17 + i18) + 2**(i18 + i19) + 2
     **(i19 + i20) + 2**(i20 + x21) + 2**(x21 + x22) + 2**(x22 + x23) + 2**(x23
      + x24) + 2**(x24 + x25) + 2**(x25 + x26) + 2**(x26 + x27) + 2**(x27 + x28
     ) + 2**(x28 + x29) + 2**(x29 + x30) + 2**(x30 + x31) + 2**(x31 + x32) + 2
     **(x32 + x33) + 2**(x33 + x34) + 2**(x34 + x35) + 2**(x35 + x36) + 2**(x36
      + x37) + 2**(x37 + x38) + 2**(x38 + x39) + 2**(x39 + x40)) =L= 230400;

* set non-default bounds
i1.up = 5;
i2.up = 5;
i3.up = 5;
i4.up = 5;
i5.up = 5;
i6.up = 5;
i7.up = 5;
i8.up = 5;
i9.up = 5;
i10.up = 5;
i11.up = 5;
i12.up = 5;
i13.up = 5;
i14.up = 5;
i15.up = 5;
i16.up = 5;
i17.up = 5;
i18.up = 5;
i19.up = 5;
i20.up = 5;
x21.up = 5;
x22.up = 5;
x23.up = 5;
x24.up = 5;
x25.up = 5;
x26.up = 5;
x27.up = 5;
x28.up = 5;
x29.up = 5;
x30.up = 5;
x31.up = 5;
x32.up = 5;
x33.up = 5;
x34.up = 5;
x35.up = 5;
x36.up = 5;
x37.up = 5;
x38.up = 5;
x39.up = 5;
x40.up = 5;

Model m / all /;

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

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

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


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