$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 * 6 6 0 0 0 0 0 0 * FX 0 * * Nonzero counts * Total const NL DLL * 11 6 5 0 * * Solve m using NLP minimizing objvar; Variables x1,x2,x3,x4,x5,objvar; Positive Variables x1,x2,x3,x4,x5; Equations e1,e2; e1.. -(42*x1 - 0.5*(100*x1*x1 + 100*x2*x2 + 100*x3*x3 + 100*x4*x4 + 100*x5*x5) + 44*x2 + 45*x3 + 47*x4 + 47.5*x5) + objvar =E= 0; e2.. 20*x1 + 12*x2 + 11*x3 + 7*x4 + 4*x5 =L= 40; * set non-default bounds x1.up = 1; x2.up = 1; x3.up = 1; x4.up = 1; x5.up = 1; * set non-default levels x1.l = 1; x2.l = 1; x4.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;