$offlisting * * Equation counts * Total E G L N X C B * 3 3 0 0 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 9 9 0 0 0 0 0 0 * FX 1 * * Nonzero counts * Total const NL DLL * 23 16 7 0 * * Solve m using NLP minimizing objvar; Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9; Positive Variables x3,x4,x5,x6,x7,x8,x9; Equations e1,e2,e3; e1.. -0.5*(42.18*x3*x3 + 20.18*x3*x4 + 10.88*x3*x5 + 5.3*x3*x6 + 12.32*x3*x7 + 23.84*x3*x8 + 17.41*x3*x9 + 20.18*x4*x3 + 70.89*x4*x4 + 21.58*x4*x5 + 15.41*x4*x6 + 23.24*x4*x7 + 23.8*x4*x8 + 12.62*x4*x9 + 10.88*x5*x3 + 21.58 *x5*x4 + 25.51*x5*x5 + 9.6*x5*x6 + 22.63*x5*x7 + 13.22*x5*x8 + 4.7*x5*x9 + 5.3*x6*x3 + 15.41*x6*x4 + 9.6*x6*x5 + 22.33*x6*x6 + 10.32*x6*x7 + 10.46 *x6*x8 + x6*x9 + 12.32*x7*x3 + 23.24*x7*x4 + 22.63*x7*x5 + 10.32*x7*x6 + 30.01*x7*x7 + 16.36*x7*x8 + 7.2*x7*x9 + 23.84*x8*x3 + 23.8*x8*x4 + 13.22* x8*x5 + 10.46*x8*x6 + 16.36*x8*x7 + 42.23*x8*x8 + 9.9*x8*x9 + 17.41*x9*x3 + 12.62*x9*x4 + 4.7*x9*x5 + x9*x6 + 7.2*x9*x7 + 9.9*x9*x8 + 16.42*x9*x9) + objvar =E= 0; e2.. x2 - 0.1287*x3 - 0.1096*x4 - 0.0501*x5 - 0.1524*x6 - 0.0763*x7 - 0.1854*x8 - 0.062*x9 =E= 0; e3.. x3 + x4 + x5 + x6 + x7 + x8 + x9 =E= 1; * set non-default bounds x2.fx = 0.115; x3.up = 1; x4.up = 1; x5.up = 1; x6.up = 1; x7.up = 1; x8.up = 1; x9.up = 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;