mathopt2.gms : MathOptimizer Example 2
The following is still a fairly simple constrained model which has
two variables, two equality and two inequality constraints.
The optimum value is zero at the vector x = 0.
More information at http://www.wolfram.com/products/applications/mathoptimizer/
References:
- Mathematica, MathOptimizer - An Advanced Modeling and Optimization System for Mathematica Users. http://www.wolfram.com/products/applications/mathoptimizer/
- Pinter, J D, Global Optimization in Action. Kluwer Acadameic Publishers, Dordrecht/Boston/London, 1996.
- Pinter, J D, Computational Global Optimization in Nonlinear Systems. Lionheart Publishing, Atlanta, GA, 2001.
Small Model of Type: NLP
$title MathOptimizer Example 2 (MATHOPT2,SEQ=256)
* The following is still a fairly simple constrained model which has
* two variables, two equality and two inequality constraints.
* The optimum value is zero at the vector x = 0.
*
* 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.l = 10; x2.l = -10; // initial value
*x1.lo =-100; x2.lo =-100; // lower bounds
*x1.up = 100; x2.up = 100; // upper bounds
equations objdef, eq1, eq2, ineq1, ineq2;
objdef.. obj =e= sqr(2*sqr(x1) - x2) + sqr(x2 - 6*sqr(x1));
eq1.. x1 =e= 10*x2 + x1*x2 ;
eq2.. x1 =e= 3*x2 ;
ineq1.. x2 + x1 =l= 1;
ineq2.. x2 - x1 =l= 2;
models m / all /;
solve m minimizing obj using nlp;
parameter report diff from global solution;
report('x1') = round(0 - x1.l,6);
report('x2') = round(0 - x2.l,6);
Display report;