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Instance: chance

Formats ams gms mod nl osil
Primal Bounds
29.89437816 p1 ( gdx sol )
(infeas: 9e-16)
Dual Bounds
29.89437507 (ANTIGONE)
29.89437813 (BARON)
29.89437816 (COUENNE)
29.89437741 (LINDO)
29.89437792 (SCIP)
References Bracken, Jerome and McCormick, Garth P, Chapter 9. In Bracken, Jerome and McCormick, Garth P, Selected Applications of Nonlinear Programming, John Wiley and Sons, New York, 1968, 94-100.
Source GAMS Model Library model chance
Application Feed Mix
Added to library 31 Jul 2001
Problem type NLP
#Variables 4
#Binary Variables 0
#Integer Variables 0
#Nonlinear Variables 4
#Nonlinear Binary Variables 0
#Nonlinear Integer Variables 0
Objective Sense min
Objective type linear
Objective curvature linear
#Nonzeros in Objective 4
#Nonlinear Nonzeros in Objective 0
#Constraints 3
#Linear Constraints 2
#Quadratic Constraints 0
#Polynomial Constraints 0
#Signomial Constraints 0
#General Nonlinear Constraints 1
Operands in Gen. Nonlin. Functions sqr sqrt
Constraints curvature nonconcave
#Nonzeros in Jacobian 12
#Nonlinear Nonzeros in Jacobian 4
#Nonzeros in (Upper-Left) Hessian of Lagrangian 16
#Nonzeros in Diagonal of Hessian of Lagrangian 4
#Blocks in Hessian of Lagrangian 1
Minimal blocksize in Hessian of Lagrangian 4
Maximal blocksize in Hessian of Lagrangian 4
Average blocksize in Hessian of Lagrangian 4.0
#Semicontinuities 0
#Nonlinear Semicontinuities 0
#SOS type 1 0
#SOS type 2 0
Infeasibility of initial point 2.327
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
*          4        2        2        0        0        0        0        0
*  
*  Variable counts
*                   x        b        i      s1s      s2s       sc       si
*      Total     cont   binary  integer     sos1     sos2    scont     sint
*          5        5        0        0        0        0        0        0
*  FX      0
*  
*  Nonzero counts
*      Total    const       NL      DLL
*         17       13        4        0
*
*  Solve m using NLP minimizing objvar;


Variables  objvar,x2,x3,x4,x5;

Positive Variables  x2,x3,x4,x5;

Equations  e1,e2,e3,e4;


e1..    objvar - 24.55*x2 - 26.75*x3 - 39*x4 - 40.5*x5 =E= 0;

e2..    x2 + x3 + x4 + x5 =E= 1;

e3.. 12*x2 - 1.645*sqrt(0.28*sqr(x2) + 0.19*sqr(x3) + 20.5*sqr(x4) + 0.62*sqr(
     x5)) + 11.9*x3 + 41.8*x4 + 52.1*x5 =G= 21;

e4..    2.3*x2 + 5.6*x3 + 11.1*x4 + 1.3*x5 =G= 5;

* set non-default levels
objvar.l = 28.9426476516831;
x2.l = 0.685244910300343;
x3.l = 0.0126990526103601;
x4.l = 0.302056037089293;

* set non-default marginals
e1.m = 1;
e2.m = 1;
x5.m = 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: 2018-09-14 Git hash: ac5a5314
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