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Instance pooling_adhya4tp

TP formulation of pooling problem. Explicitly added RLT constraints were removed from the original formulation of Alfaki and Haugland.
Formats ams gms lp mod nl osil pip py
Primal Bounds (infeas ≤ 1e-08)
-877.64573990 p1 ( gdx sol )
(infeas: 3e-14)
Other points (infeas > 1e-08)  
Dual Bounds
-877.64574080 (ANTIGONE)
-877.64574170 (BARON)
-877.64574000 (COUENNE)
-877.64574830 (GUROBI)
-877.64574000 (LINDO)
-877.64574090 (SCIP)
References Adhya, Nilanjan, Tawarmalani, Mohit, and Sahinidis, Nikolaos V., A Lagrangian Approach to the Pooling Problem, Industrial & Engineering Chemistry Research, 38:5, 1999, 1956-1972.
Alfaki, Mohammed and Haugland, Dag, Strong formulations for the pooling problem, Journal of Global Optimization, 56:3, 2013, 897-916.
Source Adhya4.gms from Standard Pooling Problem Instances
Application Pooling problem
Added to library 12 Sep 2017
Problem type QCP
#Variables 58
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 18
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type linear
Objective curvature linear
#Nonzeros in Objective 39
#Nonlinear Nonzeros in Objective 0
#Constraints 77
#Linear Constraints 37
#Quadratic Constraints 40
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature indefinite
#Nonzeros in Jacobian 393
#Nonlinear Nonzeros in Jacobian 80
#Nonzeros in (Upper-Left) Hessian of Lagrangian 80
#Nonzeros in Diagonal of Hessian of Lagrangian 0
#Blocks in Hessian of Lagrangian 2
Minimal blocksize in Hessian of Lagrangian 9
Maximal blocksize in Hessian of Lagrangian 9
Average blocksize in Hessian of Lagrangian 9.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Minimal coefficient 1.0000e-01
Maximal coefficient 2.7000e+01
Infeasibility of initial point 1
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
*         78       43        0       35        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*         59       59        0        0        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*        433      353       80        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;

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;

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;


e1..    objvar - 5*x12 + 10*x13 + 15*x14 - 9*x15 - 5*x16 + 3*x17 + 18*x18
      + 23*x19 - x20 + 3*x21 + 6*x22 + 21*x23 + 26*x24 + 2*x25 + 6*x26 + 5*x27
      + 20*x28 + 25*x29 + x30 + 5*x31 + 4*x32 + 19*x33 + 24*x34 + 4*x36 + 7*x37
      + 22*x38 + 27*x39 + 3*x40 + 7*x41 + 5*x42 + 20*x43 + 25*x44 + x45 + 5*x46
      + 5*x47 + 20*x48 + 25*x49 + x50 + 5*x51 =E= 0;

e2..    x12 + x13 + x14 + x15 + x16 =L= 85;

e3..    x17 + x18 + x19 + x20 + x21 =L= 85;

e4..    x22 + x23 + x24 + x25 + x26 =L= 85;

e5..    x27 + x28 + x29 + x30 + x31 =L= 85;

e6..    x32 + x33 + x34 + x35 + x36 =L= 85;

e7..    x37 + x38 + x39 + x40 + x41 =L= 85;

e8..    x42 + x43 + x44 + x45 + x46 =L= 85;

e9..    x47 + x48 + x49 + x50 + x51 =L= 85;

e10..    x12 + x13 + x14 + x15 + x16 + x17 + x18 + x19 + x20 + x21 + x22 + x23
       + x24 + x25 + x26 + x27 + x28 + x29 + x30 + x31 =L= 85;

e11..    x32 + x33 + x34 + x35 + x36 + x37 + x38 + x39 + x40 + x41 + x42 + x43
       + x44 + x45 + x46 + x47 + x48 + x49 + x50 + x51 =L= 85;

e12..    x12 + x17 + x22 + x27 + x32 + x37 + x42 + x47 =L= 15;

e13..    x13 + x18 + x23 + x28 + x33 + x38 + x43 + x48 =L= 25;

e14..    x14 + x19 + x24 + x29 + x34 + x39 + x44 + x49 =L= 10;

e15..    x15 + x20 + x25 + x30 + x35 + x40 + x45 + x50 =L= 20;

e16..    x16 + x21 + x26 + x31 + x36 + x41 + x46 + x51 =L= 15;

e17..  - 0.7*x12 + 0.2*x17 + 0.3*x27 + 0.4*x32 + 0.3*x42 + 0.2*x47 =L= 0;

e18..    0.2*x12 + 0.1*x17 + 0.2*x22 - 0.5*x27 + 0.1*x32 - 0.6*x37 - 0.2*x42
       - 0.0999999999999999*x47 =L= 0;

e19..  - 0.0999999999999999*x12 + 0.3*x17 + 0.3*x27 + 0.2*x32 + 0.1*x42
       - 0.2*x47 =L= 0;

e20..  - 0.7*x12 - 0.0999999999999999*x17 - 0.3*x22 - 0.4*x27 + 0.3*x32
       + 0.3*x37 - 0.2*x42 - 0.0999999999999999*x47 =L= 0;

e21..  - 0.9*x13 - 0.2*x23 + 0.1*x28 + 0.2*x33 - 0.2*x38 + 0.1*x43 =L= 0;

e22..    0.6*x13 + 0.5*x18 + 0.6*x23 - 0.1*x28 + 0.5*x33 - 0.2*x38 + 0.2*x43
       + 0.3*x48 =L= 0;

e23..  - 0.5*x13 - 0.1*x18 - 0.4*x23 - 0.1*x28 - 0.2*x33 - 0.4*x38 - 0.3*x43
       - 0.6*x48 =L= 0;

e24..  - 0.4*x13 + 0.2*x18 - 0.0999999999999999*x28 + 0.6*x33 + 0.6*x38
       + 0.1*x43 + 0.2*x48 =L= 0;

e25..  - 0.8*x14 + 0.0999999999999999*x19 - 0.1*x24 + 0.2*x29 + 0.3*x34
       - 0.1*x39 + 0.2*x44 + 0.0999999999999999*x49 =L= 0;

e26..    0.6*x14 + 0.5*x19 + 0.6*x24 - 0.1*x29 + 0.5*x34 - 0.2*x39 + 0.2*x44
       + 0.3*x49 =L= 0;

e27..  - 0.6*x14 - 0.2*x19 - 0.5*x24 - 0.2*x29 - 0.3*x34 - 0.5*x39 - 0.4*x44
       - 0.7*x49 =L= 0;

e28..  - 0.9*x14 - 0.3*x19 - 0.5*x24 - 0.6*x29 + 0.1*x34 + 0.1*x39 - 0.4*x44
       - 0.3*x49 =L= 0;

e29..  - 0.7*x15 + 0.2*x20 + 0.3*x30 + 0.4*x35 + 0.3*x45 + 0.2*x50 =L= 0;

e30..    0.8*x15 + 0.7*x20 + 0.8*x25 + 0.0999999999999999*x30 + 0.7*x35
       + 0.4*x45 + 0.5*x50 =L= 0;

e31..  - 0.4*x15 - 0.3*x25 - 0.0999999999999999*x35 - 0.3*x40 - 0.2*x45
       - 0.5*x50 =L= 0;

e32..  - 0.6*x15 - 0.2*x25 - 0.3*x30 + 0.4*x35 + 0.4*x40 - 0.1*x45 =L= 0;

e33..  - 1.1*x16 - 0.2*x21 - 0.4*x26 - 0.1*x31 - 0.4*x41 - 0.1*x46 - 0.2*x51
       =L= 0;

e34..  - 0.0999999999999999*x21 - 0.7*x31 - 0.0999999999999999*x36 - 0.8*x41
       - 0.4*x46 - 0.3*x51 =L= 0;

e35..  - 0.7*x16 - 0.3*x21 - 0.6*x26 - 0.3*x31 - 0.4*x36 - 0.6*x41 - 0.5*x46
       - 0.8*x51 =L= 0;

e36..  - 1.5*x16 - 0.9*x21 - 1.1*x26 - 1.2*x31 - 0.5*x36 - 0.5*x41 - x46
       - 0.9*x51 =L= 0;

e37..    x2 + x3 + x4 + x5 + x6 =E= 1;

e38..    x7 + x8 + x9 + x10 + x11 =E= 1;

e39.. -x2*x52 + x12 =E= 0;

e40.. -x3*x52 + x13 =E= 0;

e41.. -x4*x52 + x14 =E= 0;

e42.. -x5*x52 + x15 =E= 0;

e43.. -x6*x52 + x16 =E= 0;

e44.. -x2*x53 + x17 =E= 0;

e45.. -x3*x53 + x18 =E= 0;

e46.. -x4*x53 + x19 =E= 0;

e47.. -x5*x53 + x20 =E= 0;

e48.. -x6*x53 + x21 =E= 0;

e49.. -x2*x54 + x22 =E= 0;

e50.. -x3*x54 + x23 =E= 0;

e51.. -x4*x54 + x24 =E= 0;

e52.. -x5*x54 + x25 =E= 0;

e53.. -x6*x54 + x26 =E= 0;

e54.. -x2*x55 + x27 =E= 0;

e55.. -x3*x55 + x28 =E= 0;

e56.. -x4*x55 + x29 =E= 0;

e57.. -x5*x55 + x30 =E= 0;

e58.. -x6*x55 + x31 =E= 0;

e59.. -x7*x56 + x32 =E= 0;

e60.. -x8*x56 + x33 =E= 0;

e61.. -x9*x56 + x34 =E= 0;

e62.. -x10*x56 + x35 =E= 0;

e63.. -x11*x56 + x36 =E= 0;

e64.. -x7*x57 + x37 =E= 0;

e65.. -x8*x57 + x38 =E= 0;

e66.. -x9*x57 + x39 =E= 0;

e67.. -x10*x57 + x40 =E= 0;

e68.. -x11*x57 + x41 =E= 0;

e69.. -x7*x58 + x42 =E= 0;

e70.. -x8*x58 + x43 =E= 0;

e71.. -x9*x58 + x44 =E= 0;

e72.. -x10*x58 + x45 =E= 0;

e73.. -x11*x58 + x46 =E= 0;

e74.. -x7*x59 + x47 =E= 0;

e75.. -x8*x59 + x48 =E= 0;

e76.. -x9*x59 + x49 =E= 0;

e77.. -x10*x59 + x50 =E= 0;

e78.. -x11*x59 + x51 =E= 0;

* set non-default bounds
x2.up = 1;
x3.up = 1;
x4.up = 1;
x5.up = 1;
x6.up = 1;
x7.up = 1;
x8.up = 1;
x9.up = 1;
x10.up = 1;
x11.up = 1;
x12.up = 15;
x13.up = 25;
x14.up = 10;
x15.up = 20;
x16.up = 15;
x17.up = 15;
x18.up = 25;
x19.up = 10;
x20.up = 20;
x21.up = 15;
x22.up = 15;
x23.up = 25;
x24.up = 10;
x25.up = 20;
x26.up = 15;
x27.up = 15;
x28.up = 25;
x29.up = 10;
x30.up = 20;
x31.up = 15;
x32.up = 15;
x33.up = 25;
x34.up = 10;
x35.up = 20;
x36.up = 15;
x37.up = 15;
x38.up = 25;
x39.up = 10;
x40.up = 20;
x41.up = 15;
x42.up = 15;
x43.up = 25;
x44.up = 10;
x45.up = 20;
x46.up = 15;
x47.up = 15;
x48.up = 25;
x49.up = 10;
x50.up = 20;
x51.up = 15;
x52.up = 85;
x53.up = 85;
x54.up = 85;
x55.up = 85;
x56.up = 85;
x57.up = 85;
x58.up = 85;
x59.up = 85;

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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