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mathopt1.gms : MathOptimizer Example 1

A simple example model that illustrates the formulation structure for
using LGO in the Mathematica environment.

More information at http://www.wolfram.com/products/applications/mathoptimizer/
References:
Small Model of Type: NLP
$title MathOptimizer Example 1 (MATHOPT1,SEQ=255) * A simple example model that illustrates the formulation structure for * using LGO in the Mathematica environment. * * More information at http://www.wolfram.com/products/applications/mathoptimizer/ * * * Mathematica, MathOptimizer - An Advanced Modeling and Optimization System * for Mathematica Users, http://www.wolfram.com/products/applications/mathoptimizer/ * * Janos D Pinter, Global Optimization in Action, Kluwer Academic Publishers, * Dordrecht/Boston/London, 1996. * * Janos D Pinter, Computational Global Optimization in Nonlinear Systems, * Lionheart Publishing, Inc., Atlanta, GA, 2001 * $eolcom // variables x1, x2, obj; x1.lo = -10; x2.lo = -15; // lower bounds x1.l = 8; x2.l = -14; // initial value x1.up = 20; x2.up = 20; // upper bounds equations objdef, eqs, ineqs; objdef.. obj =e= 10*sqr(sqr(x1) - x2) + sqr(x1 - 1); eqs .. x1 =e= x1*x2; ineqs.. 3*x1 + 4*x2 =l= 25; models m / all /; * x1.l = 1; x2.l = 1; // optimal values solve m minimizing obj using nlp; parameter report solution summary report; report('x1','global') = 1; report('x2','global') = 1; report('x1','solver') = x1.l; report('x2','solver') = x2.l; report('x1','diff') = report('x1','global') - report('x1','solver'); report('x2','diff') = report('x2','global') - report('x2','solver'); display report;