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Removed Instance abel

Formats ams gms lp mod nl osil pip py
Primal Bounds (infeas ≤ 1e-08)
225.19458320 p1 ( gdx sol )
(infeas: 5e-14)
Other points (infeas > 1e-08)  
Dual Bounds
225.19458320 (ANTIGONE)
225.19458300 (BARON)
225.19458320 (CPLEX)
225.19458320 (LINDO)
225.19458320 (SCIP)
References Kendrick, D, Caution and Probing in a Macroeconomic Model, Journal of Economic Dynamics and Control, 4:1, 1982, 149-170.
Source GAMS Model Library model abel
Application Linear Quadratic Control
Added to library 31 Jul 2001
Removed from library 16 Feb 2022
Removed because Instance is continuous and convex
Problem type QP
#Variables 30
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 30
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type quadratic
Objective curvature convex
#Nonzeros in Objective 30
#Nonlinear Nonzeros in Objective 30
#Constraints 14
#Linear Constraints 14
#Quadratic Constraints 0
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 0
Operands in Gen. Nonlin. Functions  
Constraints curvature linear
#Nonzeros in Jacobian 70
#Nonlinear Nonzeros in Jacobian 0
#Nonzeros in (Upper-Left) Hessian of Lagrangian 30
#Nonzeros in Diagonal of Hessian of Lagrangian 30
#Blocks in Hessian of Lagrangian 30
Minimal blocksize in Hessian of Lagrangian 1
Maximal blocksize in Hessian of Lagrangian 1
Average blocksize in Hessian of Lagrangian 1.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Minimal coefficient 1.6000e-02
Maximal coefficient 8.9880e+03
Infeasibility of initial point 7.252
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
*         15       15        0        0        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*         31       31        0        0        0        0        0        0
*  FX      2
*  
*  Nonzero counts
*      Total    const       NL      DLL
*        101       71       30        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,x18,x19
          ,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,objvar;

Equations  e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15;


e1.. -(0.5*((-24.24375 + 0.0625*x1)*(-387.9 + x1) + (-85.3 + x9)*(-85.3 + x9)
      + (-24.425578125 + 0.0625*x2)*(-390.80925 + x2) + (-85.93975 + x10)*(-
     85.93975 + x10) + (-24.6087699609375 + 0.0625*x3)*(-393.740319375 + x3) + 
     (-86.584298125 + x11)*(-86.584298125 + x11) + (-24.7933357356445 + 0.0625*
     x4)*(-396.693371770313 + x4) + (-87.2336803609375 + x12)*(-
     87.2336803609375 + x12) + (-24.9792857536619 + 0.0625*x5)*(-
     399.66857205859 + x5) + (-87.8879329636445 + x13)*(-87.8879329636445 + x13
     ) + (-25.1666303968143 + 0.0625*x6)*(-402.666086349029 + x6) + (-
     88.5470924608719 + x14)*(-88.5470924608719 + x14) + (-25.3553801247904 + 
     0.0625*x7)*(-405.686081996647 + x7) + (-89.2111956543284 + x15)*(-
     89.2111956543284 + x15) + (-2554.55454757264 + 6.25*x8)*(-408.728727611622
      + x8) + (-8988.02796217359 + 100*x16)*(-89.8802796217359 + x16)) + 0.5*((
     -110.5 + x17)*(-110.5 + x17) + (-65.3124 + 0.444*x24)*(-147.1 + x24) + (-
     111.32875 + x18)*(-111.32875 + x18) + (-65.802243 + 0.444*x25)*(-148.20325
      + x25) + (-112.163715625 + x19)*(-112.163715625 + x19) + (-66.2957598225
      + 0.444*x26)*(-149.314774375 + x26) + (-113.004943492188 + x20)*(-
     113.004943492188 + x20) + (-66.7929780211688 + 0.444*x27)*(-
     150.434635182813 + x27) + (-113.852480568379 + x21)*(-113.852480568379 + 
     x21) + (-67.2939253563275 + 0.444*x28)*(-151.562894946684 + x28) + (-
     114.706374172642 + x22)*(-114.706374172642 + x22) + (-67.7986297965 + 
     0.444*x29)*(-152.699616658784 + x29) + (-115.566671978937 + x23)*(-
     115.566671978937 + x23) + (-68.3071195199738 + 0.444*x30)*(-
     153.844863783725 + x30))) + objvar =E= 0;

e2..  - 0.914*x1 + x2 + 0.016*x9 - 0.305*x17 - 0.424*x24 =E= -59.4;

e3..  - 0.914*x2 + x3 + 0.016*x10 - 0.305*x18 - 0.424*x25 =E= -59.4;

e4..  - 0.914*x3 + x4 + 0.016*x11 - 0.305*x19 - 0.424*x26 =E= -59.4;

e5..  - 0.914*x4 + x5 + 0.016*x12 - 0.305*x20 - 0.424*x27 =E= -59.4;

e6..  - 0.914*x5 + x6 + 0.016*x13 - 0.305*x21 - 0.424*x28 =E= -59.4;

e7..  - 0.914*x6 + x7 + 0.016*x14 - 0.305*x22 - 0.424*x29 =E= -59.4;

e8..  - 0.914*x7 + x8 + 0.016*x15 - 0.305*x23 - 0.424*x30 =E= -59.4;

e9..  - 0.097*x1 - 0.424*x9 + x10 + 0.101*x17 - 1.459*x24 =E= -184.7;

e10..  - 0.097*x2 - 0.424*x10 + x11 + 0.101*x18 - 1.459*x25 =E= -184.7;

e11..  - 0.097*x3 - 0.424*x11 + x12 + 0.101*x19 - 1.459*x26 =E= -184.7;

e12..  - 0.097*x4 - 0.424*x12 + x13 + 0.101*x20 - 1.459*x27 =E= -184.7;

e13..  - 0.097*x5 - 0.424*x13 + x14 + 0.101*x21 - 1.459*x28 =E= -184.7;

e14..  - 0.097*x6 - 0.424*x14 + x15 + 0.101*x22 - 1.459*x29 =E= -184.7;

e15..  - 0.097*x7 - 0.424*x15 + x16 + 0.101*x23 - 1.459*x30 =E= -184.7;

* set non-default bounds
x1.fx = 387.9;
x9.fx = 85.3;

* set non-default levels
x2.l = 387.9;
x3.l = 387.9;
x4.l = 387.9;
x5.l = 387.9;
x6.l = 387.9;
x7.l = 387.9;
x8.l = 387.9;
x10.l = 85.3;
x11.l = 85.3;
x12.l = 85.3;
x13.l = 85.3;
x14.l = 85.3;
x15.l = 85.3;
x16.l = 85.3;
x17.l = 110.5;
x18.l = 110.5;
x19.l = 110.5;
x20.l = 110.5;
x21.l = 110.5;
x22.l = 110.5;
x23.l = 110.5;
x24.l = 147.1;
x25.l = 147.1;
x26.l = 147.1;
x27.l = 147.1;
x28.l = 147.1;
x29.l = 147.1;
x30.l = 147.1;

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: 2024-04-02 Git hash: 1dd5fb9b
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