MINLPLib
A Library of Mixed-Integer and Continuous Nonlinear Programming Instances
Home // Instances // Documentation // Download // Statistics
Instance meanvarx
Formatsⓘ | ams gms lp mod nl osil pip py |
Primal Bounds (infeas ≤ 1e-08)ⓘ | |
Other points (infeas > 1e-08)ⓘ | |
Dual Boundsⓘ | 14.36874739 (ALPHAECP) 14.36923171 (ANTIGONE) 14.36923210 (BARON) 14.36923210 (BONMIN) 14.36923000 (COUENNE) 14.36923211 (CPLEX) 14.36923211 (GUROBI) 14.36923211 (LINDO) 14.36923180 (SCIP) 14.36923211 (SHOT) |
Referencesⓘ | Dahl, H, Meeraus, Alexander, and Zenios, Stavros A, Some Financial Optimization Models: Risk Management. In Zenios, Stavros A, Ed, Financial Optimization, Cambridge University Press, New York, NY, 1993. |
Sourceⓘ | GAMS Model Library model meanvarx |
Applicationⓘ | Financial Optimization |
Added to libraryⓘ | 01 May 2001 |
Problem typeⓘ | MBQP |
#Variablesⓘ | 35 |
#Binary Variablesⓘ | 14 |
#Integer Variablesⓘ | 0 |
#Nonlinear Variablesⓘ | 7 |
#Nonlinear Binary Variablesⓘ | 0 |
#Nonlinear Integer Variablesⓘ | 0 |
Objective Senseⓘ | min |
Objective typeⓘ | quadratic |
Objective curvatureⓘ | convex |
#Nonzeros in Objectiveⓘ | 7 |
#Nonlinear Nonzeros in Objectiveⓘ | 7 |
#Constraintsⓘ | 44 |
#Linear Constraintsⓘ | 44 |
#Quadratic Constraintsⓘ | 0 |
#Polynomial Constraintsⓘ | 0 |
#Signomial Constraintsⓘ | 0 |
#General Nonlinear Constraintsⓘ | 0 |
Operands in Gen. Nonlin. Functionsⓘ | |
Constraints curvatureⓘ | linear |
#Nonzeros in Jacobianⓘ | 103 |
#Nonlinear Nonzeros in Jacobianⓘ | 0 |
#Nonzeros in (Upper-Left) Hessian of Lagrangianⓘ | 49 |
#Nonzeros in Diagonal of Hessian of Lagrangianⓘ | 7 |
#Blocks in Hessian of Lagrangianⓘ | 1 |
Minimal blocksize in Hessian of Lagrangianⓘ | 7 |
Maximal blocksize in Hessian of Lagrangianⓘ | 7 |
Average blocksize in Hessian of Lagrangianⓘ | 7.0 |
#Semicontinuitiesⓘ | 0 |
#Nonlinear Semicontinuitiesⓘ | 0 |
#SOS type 1ⓘ | 0 |
#SOS type 2ⓘ | 0 |
Minimal coefficientⓘ | 2.0000e-02 |
Maximal coefficientⓘ | 7.0890e+01 |
Infeasibility of initial pointⓘ | 1 |
Sparsity Jacobianⓘ | |
Sparsity Hessian of Lagrangianⓘ |
$offlisting * * Equation counts * Total E G L N X C B * 45 9 14 22 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 36 22 14 0 0 0 0 0 * FX 0 * * Nonzero counts * Total const NL DLL * 111 104 7 0 * * Solve m using MINLP 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,b23,b24,b25,b26,b27,b28,b29,b30,b31,b32,b33,b34,b35 ,b36; Positive Variables x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17 ,x18,x19,x20,x21,x22; Binary Variables b23,b24,b25,b26,b27,b28,b29,b30,b31,b32,b33,b34,b35,b36; 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; e1.. x2 + x3 + x4 + x5 + x6 + x7 + x8 =E= 1; e2.. x2 - x9 + x16 =E= 0.2; e3.. x3 - x10 + x17 =E= 0.2; e4.. x4 - x11 + x18 =E= 0; e5.. x5 - x12 + x19 =E= 0; e6.. x6 - x13 + x20 =E= 0.2; e7.. x7 - x14 + x21 =E= 0.2; e8.. x8 - x15 + x22 =E= 0.2; e9.. x9 + x10 + x11 + x12 + x13 + x14 + x15 =L= 0.3; e10.. x9 - 0.11*b23 =L= 0; e11.. x10 - 0.1*b24 =L= 0; e12.. x11 - 0.07*b25 =L= 0; e13.. x12 - 0.11*b26 =L= 0; e14.. x13 - 0.2*b27 =L= 0; e15.. x14 - 0.1*b28 =L= 0; e16.. x15 - 0.1*b29 =L= 0; e17.. x9 - 0.03*b23 =G= 0; e18.. x10 - 0.04*b24 =G= 0; e19.. x11 - 0.04*b25 =G= 0; e20.. x12 - 0.03*b26 =G= 0; e21.. x13 - 0.03*b27 =G= 0; e22.. x14 - 0.03*b28 =G= 0; e23.. x15 - 0.03*b29 =G= 0; e24.. x16 - 0.2*b30 =L= 0; e25.. x17 - 0.15*b31 =L= 0; e26.. x18 =L= 0; e27.. x19 =L= 0; e28.. x20 - 0.1*b34 =L= 0; e29.. x21 - 0.15*b35 =L= 0; e30.. x22 - 0.2*b36 =L= 0; e31.. x16 - 0.02*b30 =G= 0; e32.. x17 - 0.02*b31 =G= 0; e33.. x18 - 0.04*b32 =G= 0; e34.. x19 - 0.04*b33 =G= 0; e35.. x20 - 0.04*b34 =G= 0; e36.. x21 - 0.04*b35 =G= 0; e37.. x22 - 0.04*b36 =G= 0; e38.. b23 + b30 =L= 1; e39.. b24 + b31 =L= 1; e40.. b25 + b32 =L= 1; e41.. b26 + b33 =L= 1; e42.. b27 + b34 =L= 1; e43.. b28 + b35 =L= 1; e44.. b29 + b36 =L= 1; e45.. -(42.18*x2*x2 + 40.36*x2*x3 + 21.76*x2*x4 + 10.6*x2*x5 + 24.64*x2*x6 + 47.68*x2*x7 + 34.82*x2*x8 + 70.89*x3*x3 + 43.16*x3*x4 + 30.82*x3*x5 + 46.48*x3*x6 + 47.6*x3*x7 + 25.24*x3*x8 + 25.51*x4*x4 + 19.2*x4*x5 + 45.26 *x4*x6 + 26.44*x4*x7 + 9.4*x4*x8 + 22.33*x5*x5 + 20.64*x5*x6 + 20.92*x5* x7 + 2*x5*x8 + 30.01*x6*x6 + 32.72*x6*x7 + 14.4*x6*x8 + 42.23*x7*x7 + 19.8*x7*x8 + 16.42*x8*x8 - 0.06435*x2 - 0.0548*x3 - 0.02505*x4 - 0.0762* x5 - 0.03815*x6 - 0.0927*x7 - 0.031*x8) + objvar =E= 0; Model m / all /; m.limrow=0; m.limcol=0; m.tolproj=0.0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' $if not set MINLP $set MINLP MINLP Solve m using %MINLP% minimizing objvar;
Last updated: 2024-08-26 Git hash: 6cc1607f