www.pudn.com > minlp.zip > minlp.apm, change:2012-03-19,size:1036b


! Mixed Integer Nonlinear Programming Test Problem 
! min p(x,y) 
! s.t. Linear Constraints 
!      A*x <= b 
!      Aeq*x = beq 
!      lb <= x <= ub 
!      Nonlinear Constraints 
!      f(y) <= 0 
!      g(y) = 0  
!      lower <= y <= upper 
! Declare integer variables first 
! Default upper and lower bounds are overrided with 
!  new_ub and new_lb in MATLAB code 
Variables 
  x[1:4] >=0, <=1 
End Variables 
Parameters 
  A[1] = 5 
  A[2] = 7 
  A[3] = 4 
  A[4] = 3 
  b = 14 
  c[1] = -8 
  c[2] = -11 
  c[3] = -6 
  c[4] = -4 
End Parameters 
! More variables, but not integers 
Variables 
  y[1:4] = 1, >=1, <=5 
End Variables 
Intermediates 
  p[0] = 0 
  p[1:4] = p[0:3] + A[1:4] * x[1:4] 
  Ax = p[4] 
  s[0] = 0 
  s[1:4] = s[0:3] + c[1:4] * x[1:4] 
  obj = s[4] 
End Intermediates 
Equations 
  ! Linear or Nonlinear Contraints 
  Ax <= b 
  x[1]*x[2]*x[3]*x[4] = 0 
  y[1]*y[2]*y[3]*y[4] > 25 
  y[1]^2 + y[2]^2 + y[3]^2 + y[4]^2 = 40 
  minimize obj + y[1]*y[4]*(y[1]+y[2]+y[3]) + y[3] 
End Equations 

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