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Instance ex1226

Formats ams gms mod nl osil py
Primal Bounds (infeas ≤ 1e-08)
-17.00000000 p1 ( gdx sol )
(infeas: 0)
Other points (infeas > 1e-08)  
Dual Bounds
-17.00000000 (ANTIGONE)
-17.00000000 (BARON)
-17.00000000 (COUENNE)
-17.00000000 (LINDO)
-17.00000000 (SCIP)
-21.00000000 (SHOT)
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.
Pörn, Ray, Harjunkoski, Iiro, and Westerlund, Tapio, Convexification of Different Classes of Non-Convex MINLP Problems, Computers and Chemical Engineering, 23:3, 1999, 439-448.
Source Test Problem ex12.2.6 of Chapter 12 of Floudas e.a. handbook
Added to library 01 May 2001
Problem type MBNLP
#Variables 5
#Binary Variables 3
#Integer Variables 0
#Nonlinear Variables 2
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type linear
Objective curvature linear
#Nonzeros in Objective 2
#Nonlinear Nonzeros in Objective 0
#Constraints 5
#Linear Constraints 4
#Quadratic Constraints 0
#Polynomial Constraints 0
#Signomial Constraints 1
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature indefinite
#Nonzeros in Jacobian 12
#Nonlinear Nonzeros in Jacobian 2
#Nonzeros in (Upper-Left) Hessian of Lagrangian 4
#Nonzeros in Diagonal of Hessian of Lagrangian 2
#Blocks in Hessian of Lagrangian 1
Minimal blocksize in Hessian of Lagrangian 2
Maximal blocksize in Hessian of Lagrangian 2
Average blocksize in Hessian of Lagrangian 2.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Minimal coefficient 5.0000e-01
Maximal coefficient 1.1000e+01
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
*          6        2        0        4        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*          6        3        3        0        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         15       13        2        0
*
*  Solve m using MINLP minimizing objvar;


Variables  x1,x2,b3,b4,b5,objvar;

Binary Variables  b3,b4,b5;

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


e1.. 8*x1 - 2*x1**0.5*sqr(x2) + 11*x2 + 2*sqr(x2) - 2*x2**0.5 =L= 39;

e2..    x1 - x2 =L= 3;

e3..    3*x1 + 2*x2 =L= 24;

e4..    x2 - b3 - 2*b4 - 4*b5 =E= 1;

e5..    b4 + b5 =L= 1;

e6..    5*x1 - 3*x2 + objvar =E= 0;

* set non-default bounds
x1.lo = 1; x1.up = 10;
x2.lo = 1; x2.up = 6;

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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