himmel11.gms : Himmelblau Test Problem Number 11

Description

Popular Series of Nonlinear Test Problems

Reference

  • Himmelblau, D M, Problem Number 11. In Applied Nonlinear Programming. Mc Graw Hill, New York, 1972.

Small Model of Type : QCP


Category : GAMS Model library


Main file : himmel11.gms

$Title Himmelblau Test Problem Number 11 (HIMMEL11,SEQ=95)

$Ontext

   Popular Series of Nonlinear Test Problems


Himmelblau, D M, Problem Number 11. In Applied Nonlinear Programming.
Mc Graw Hill, New York, 1972.

$Offtext

Variables g2, g3, g4, xl, x1, x2, x3, x4, x5, obj;
Equations e1, e2, e3, e4, e5;

e1.. -x1 - x5 + 5*xl + 7*x3 =g= 0 ;

e2.. g2 =e= -2*xl + 85.334407 + .0056858*x2*x5 + .0006262*x1*x4
            - .0022053*x3*x5;

e3.. g3 =e= 80.51249 + .0071317*x2*x5 + .0029955*x1*x2 + .0021813*sqr(x3) ;

e4.. g4 =e= -4*xl + 9.300961 + .0047026*x3*x5 + .0012547*x1*x3
            + .0019085*x3*x4 ;

e5.. obj =e= 5000*xl + 5.3578547*sqr(x3) + .8356891*x1*x5 + 37.293239*x1
             - 40792.141 ;

g2.lo = 0; g2.up = 92; g3.lo = 90; g3.up = 110; g4.lo = 20; g4.up = 25;
xl.lo = 0;
x1.lo = 78; x1.up = 102; x2.lo = 33; x2.up = 45;
x3.lo = 27; x3.up =  45; x4.lo = 27; x4.up = 45; x5.lo = 27; x5.up = 45;
x1.l = 78.62; x2.l = 33.44; x3.l = 31.07; x4.l = 44.18; x5.l = 35.22;
Model himmel11 /all/; Solve himmel11 using qcp minimizing obj;