MINLPLib
A Library of Mixed-Integer and Continuous Nonlinear Programming Instances
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Removed Instance qp2
Formatsⓘ | ams gms lp mod nl osil pip py |
Primal Bounds (infeas ≤ 1e-08)ⓘ | |
Other points (infeas > 1e-08)ⓘ | |
Dual Boundsⓘ | 0.00080932 (ANTIGONE) 0.00080931 (BARON) -0.12325335 (COUENNE) 0.00080932 (CPLEX) 0.00080932 (LINDO) 0.00080930 (SCIP) |
Referencesⓘ | Brooke, Anthony, Kendrick, D, and Meeraus, Alexander, GAMS: A User's Guide, The Scientific Press, Redwood City, California, 1988. |
Sourceⓘ | GAMS Model Library model qp2 |
Applicationⓘ | Portfolio Optimization |
Added to libraryⓘ | 31 Jul 2001 |
Removed from libraryⓘ | 16 Feb 2022 |
Removed becauseⓘ | Instance is continuous and convex. |
Problem typeⓘ | QP |
#Variablesⓘ | 50 |
#Binary Variablesⓘ | 0 |
#Integer Variablesⓘ | 0 |
#Nonlinear Variablesⓘ | 50 |
#Nonlinear Binary Variablesⓘ | 0 |
#Nonlinear Integer Variablesⓘ | 0 |
Objective Senseⓘ | min |
Objective typeⓘ | quadratic |
Objective curvatureⓘ | convex |
#Nonzeros in Objectiveⓘ | 50 |
#Nonlinear Nonzeros in Objectiveⓘ | 50 |
#Constraintsⓘ | 2 |
#Linear Constraintsⓘ | 2 |
#Quadratic Constraintsⓘ | 0 |
#Polynomial Constraintsⓘ | 0 |
#Signomial Constraintsⓘ | 0 |
#General Nonlinear Constraintsⓘ | 0 |
Operands in Gen. Nonlin. Functionsⓘ | |
Constraints curvatureⓘ | linear |
#Nonzeros in Jacobianⓘ | 97 |
#Nonlinear Nonzeros in Jacobianⓘ | 0 |
#Nonzeros in (Upper-Left) Hessian of Lagrangianⓘ | 2500 |
#Nonzeros in Diagonal of Hessian of Lagrangianⓘ | 50 |
#Blocks in Hessian of Lagrangianⓘ | 1 |
Minimal blocksize in Hessian of Lagrangianⓘ | 50 |
Maximal blocksize in Hessian of Lagrangianⓘ | 50 |
Average blocksize in Hessian of Lagrangianⓘ | 50.0 |
#Semicontinuitiesⓘ | 0 |
#Nonlinear Semicontinuitiesⓘ | 0 |
#SOS type 1ⓘ | 0 |
#SOS type 2ⓘ | 0 |
Minimal coefficientⓘ | 7.0690e-05 |
Maximal coefficientⓘ | 1.5483e+01 |
Infeasibility of initial pointⓘ | 1 |
Sparsity Jacobianⓘ | |
Sparsity Hessian of Lagrangianⓘ |
$offlisting * * Equation counts * Total E G L N X C B * 3 2 1 0 0 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 51 51 0 0 0 0 0 0 * FX 0 * * Nonzero counts * Total const NL DLL * 148 98 50 0 * * Solve m using NLP 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,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34,x35 ,x36,x37,x38,x39,x40,x41,x42,x43,x44,x45,x46,x47,x48,x49,x50,x51; Positive Variables x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17 ,x18,x19,x20,x21,x22,x23,x24,x25,x26,x27,x28,x29,x30,x31,x32,x33,x34 ,x35,x36,x37,x38,x39,x40,x41,x42,x43,x44,x45,x46,x47,x48,x49,x50,x51; Equations e1,e2,e3; e1.. -(0.0281500000000001*x2*x2 + 0.0513642857142858*x2*x3 + 0.0335428571428573 *x2*x4 + 0.00899999999999991*x2*x5 + 0.0115071428571429*x2*x6 + 0.230042857142858*x2*x7 + 0.0147142857142857*x2*x8 - 0.0459000000000002*x2 *x9 + 0.0679000000000001*x2*x10 + 0.0379499999999999*x2*x11 + 0.0225*x2* x12 - 0.0256214285714285*x2*x13 - 0.0271642857142857*x2*x14 + 0.027207142857143*x2*x15 + 0.242764285714286*x2*x16 + 0.0490857142857145* x2*x17 - 0.000985714285714262*x2*x18 + 0.0178142857142857*x2*x19 + 0.00557857142857148*x2*x20 - 0.014107142857143*x2*x21 + 0.0192857142857142 *x2*x22 + 0.00216428571428575*x2*x23 + 0.00959285714285709*x2*x24 + 0.0321571428571426*x2*x25 + 0.00843571428571421*x2*x26 + 0.0162*x2*x27 + 0.127142857142857*x2*x28 - 0.00324285714285726*x2*x29 + 0.0493714285714286 *x2*x30 - 0.0346857142857144*x2*x31 + 0.425914285714286*x2*x32 + 0.19425* x2*x33 + 0.0256642857142857*x2*x34 + 0.126614285714285*x2*x35 + 0.00850000000000001*x2*x36 + 0.143635714285715*x2*x37 + 0.0107142857142857 *x2*x38 + 0.00837857142857168*x2*x39 + 0.00178571428571422*x2*x40 + 0.0921714285714287*x2*x41 - 0.0130142857142857*x2*x42 + 0.0122142857142856 *x2*x43 + 0.0525142857142854*x2*x44 + 0.0871785714285707*x2*x45 + 0.000821428571428605*x2*x46 + 0.0128071428571428*x2*x47 - 0.00717142857142861*x2*x48 + 0.205935714285714*x2*x49 + 0.0257142857142857 *x2*x50 + 0.2684*x2*x51 + 0.177550492610837*x3*x3 + 0.172949507389163*x3* x4 + 0.243923399014778*x3*x5 + 0.04085*x3*x6 + 0.257874137931034*x3*x7 + 0.00735837438423661*x3*x8 + 0.302198275862069*x3*x9 + 0.342185714285715*x3 *x10 + 0.270659359605911*x3*x11 + 0.0316748768472906*x3*x12 + 0.0845812807881775*x3*x13 - 0.0860886699507389*x3*x14 + 0.0839586206896551 *x3*x15 + 0.411988669950739*x3*x16 + 0.146471428571429*x3*x17 + 0.170961083743842*x3*x18 + 0.0853578817733989*x3*x19 + 0.0157268472906405* x3*x20 - 0.0835847290640396*x3*x21 + 0.312437931034482*x3*x22 - 0.0105788177339902*x3*x23 - 0.0337780788177339*x3*x24 - 0.257972413793103* x3*x25 - 0.0167748768472903*x3*x26 - 0.00990147783251224*x3*x27 + 0.599661083743842*x3*x28 + 0.0325364532019703*x3*x29 + 0.147851477832512* x3*x30 - 0.248196551724138*x3*x31 + 1.2969960591133*x3*x32 + 0.23682290640394*x3*x33 + 0.0415295566502465*x3*x34 + 0.0760815270935958* x3*x35 + 0.0176169950738915*x3*x36 + 0.243091133004927*x3*x37 + 0.0961637931034482*x3*x38 - 0.016907881773399*x3*x39 - 0.0640238916256154* x3*x40 + 0.246583004926108*x3*x41 + 0.0494928571428573*x3*x42 - 0.0181371921182268*x3*x43 + 0.0322384236453201*x3*x44 + 0.188787438423645* x3*x45 + 0.000144827586206877*x3*x46 + 0.0228364532019704*x3*x47 + 0.0124899014778325*x3*x48 + 0.521293103448276*x3*x49 - 0.0783123152709359* x3*x50 + 0.702118472906403*x3*x51 + 0.320196551724138*x4*x4 + 0.55691330049261*x4*x5 + 0.0417500000000002*x4*x6 + 0.213237931034482*x4* x7 - 0.00992561576354662*x4*x8 + 0.428633004926108*x4*x9 + 0.462857142857142*x4*x10 + 0.333238177339902*x4*x11 - 0.0508802955665021* x4*x12 + 0.0854736453201968*x4*x13 + 0.0994514778325129*x4*x14 + 0.038942118226601*x4*x15 + 0.101084236453201*x4*x16 + 0.00545000000000002* x4*x17 + 0.117505172413792*x4*x18 - 0.0019110837438425*x4*x19 + 0.297904433497537*x4*x20 - 0.116521921182267*x4*x21 - 0.102568965517242*x4 *x22 + 0.00361083743842365*x4*x23 - 0.0235931034482758*x4*x24 - 0.0538423645320183*x4*x25 - 0.00597684729064079*x4*x26 + 0.00508645320197085*x4*x27 + 0.61719802955665*x4*x28 - 0.0383825123152713* x4*x29 - 0.128293596059112*x4*x30 - 0.160658866995073*x4*x31 + 1.41539482758621*x4*x32 - 0.156736453201968*x4*x33 - 0.0042719211822659*x4 *x34 - 0.316872906403939*x4*x35 + 0.0581093596059113*x4*x36 + 0.282797290640396*x4*x37 - 0.000835467980295442*x4*x38 + 0.673225369458129 *x4*x39 + 0.143979802955665*x4*x40 + 0.353319211822661*x4*x41 - 0.00141428571428542*x4*x42 - 0.10021354679803*x4*x43 - 0.15824778325123*x4 *x44 - 0.158804433497535*x4*x45 + 0.026541871921182*x4*x46 - 0.0243825123152708*x4*x47 + 0.0274300492610837*x4*x48 + 0.287846305418722* x4*x49 - 0.0759795566502451*x4*x50 + 0.472080049261084*x4*x51 + 0.873730541871921*x5*x5 - 0.00419285714285682*x5*x6 + 0.25250541871921*x5* x7 - 0.00611896551724109*x5*x8 + 0.750925123152709*x5*x9 + 0.719421428571429*x5*x10 + 0.366447290640393*x5*x11 - 0.072721674876847*x5 *x12 + 0.141305418719212*x5*x13 + 0.097879802955666*x5*x14 + 0.0293458128078814*x5*x15 + 0.27000591133005*x5*x16 + 0.168778571428572*x5 *x17 + 0.0638935960591132*x5*x18 + 0.0362086206896549*x5*x19 + 0.258382266009853*x5*x20 - 0.0830337438423637*x5*x21 + 0.176890147783252* x5*x22 + 0.0117923645320197*x5*x23 + 0.0355295566502463*x5*x24 - 0.453409113300492*x5*x25 + 0.258643103448276*x5*x26 - 0.0156029556650243* x5*x27 + 1.2903078817734*x5*x28 + 0.151115763546798*x5*x29 - 0.13013275862069*x5*x30 - 0.32102881773399*x5*x31 + 1.28974211822661*x5* x32 + 0.0314600985221714*x5*x33 + 0.0918948275862076*x5*x34 - 0.413765517241378*x5*x35 + 0.00576970443349716*x5*x36 - 0.186232019704433* x5*x37 + 0.137184729064039*x5*x38 + 0.915548522167486*x5*x39 - 0.0663692118226579*x5*x40 + 0.399723152709359*x5*x41 - 0.0895214285714285* x5*x42 + 0.0609399014778322*x5*x43 - 0.475187438423644*x5*x44 - 0.106889408866993*x5*x45 + 0.0262825123152707*x5*x46 - 0.0710270935960592* x5*x47 + 0.00217266009852216*x5*x48 + 0.385836206896555*x5*x49 - 0.1264460591133*x5*x50 + 1.12781551724138*x5*x51 + 0.0626*x6*x6 - 0.0498642857142859*x6*x7 + 8.57142857143759e-5*x6*x8 + 0.0946071428571428* x6*x9 + 0.118171428571428*x6*x10 + 0.0965214285714286*x6*x11 + 0.0295999999999999*x6*x12 - 0.0444214285714287*x6*x13 - 0.0492428571428576 *x6*x14 + 0.0163785714285714*x6*x15 + 0.262814285714286*x6*x16 + 0.0614642857142857*x6*x17 + 0.0217857142857142*x6*x18 - 0.0296428571428572 *x6*x19 + 0.00299285714285723*x6*x20 + 0.0922642857142857*x6*x21 - 0.0154928571428577*x6*x22 - 0.00444285714285716*x6*x23 - 0.0336357142857143*x6*x24 + 0.0673428571428571*x6*x25 + 0.0682571428571428 *x6*x26 - 0.0532500000000001*x6*x27 + 0.123928571428571*x6*x28 - 0.0134785714285714*x6*x29 + 0.0742928571428571*x6*x30 - 0.0506285714285713 *x6*x31 + 0.462014285714285*x6*x32 + 0.214471428571428*x6*x33 + 0.0314928571428569*x6*x34 + 0.094714285714286*x6*x35 - 0.00294285714285725 *x6*x36 - 0.0632071428571428*x6*x37 + 0.00222857142857146*x6*x38 + 0.270714285714286*x6*x39 + 0.0418928571428571*x6*x40 + 0.141742857142857* x6*x41 + 0.0211142857142858*x6*x42 - 0.0564071428571429*x6*x43 - 0.0231928571428568*x6*x44 - 0.171985714285714*x6*x45 - 0.00144285714285712 *x6*x46 - 0.00922142857142856*x6*x47 - 0.00284285714285716*x6*x48 + 0.1391 *x6*x49 - 0.0680357142857143*x6*x50 + 0.142949999999999*x6*x51 + 4.2131421182266*x7*x7 + 0.107162315270936*x7*x8 + 0.24068275862069*x7*x9 + 0.743657142857144*x7*x10 + 1.35937216748768*x7*x11 + 0.064291625615764* x7*x12 - 0.583558620689655*x7*x13 - 0.384515270935961*x7*x14 + 0.210421921182266*x7*x15 + 1.8489224137931*x7*x16 + 0.151878571428571*x7* x17 + 0.300689408866996*x7*x18 + 0.352500246305419*x7*x19 + 0.511497044334974*x7*x20 + 0.0453169950738911*x7*x21 + 1.77857931034483*x7 *x22 + 0.03339039408867*x7*x23 + 0.106426354679803*x7*x24 + 0.481854433497537*x7*x25 + 0.0109369458128081*x7*x26 + 0.308978078817734* x7*x27 + 0.182567980295567*x7*x28 + 0.0529573891625614*x7*x29 + 1.07010049261084*x7*x30 - 0.130058374384237*x7*x31 + 2.45368201970444*x7* x32 + 2.37463620689655*x7*x33 + 0.504781280788178*x7*x34 + 1.21014384236453*x7*x35 + 0.137869950738916*x7*x36 + 0.871004187192115*x7* x37 + 0.178502216748769*x7*x38 - 0.730171674876847*x7*x39 + 0.184975369458126*x7*x40 + 0.122044334975371*x7*x41 - 0.180492857142857*x7 *x42 - 0.146379064039408*x7*x43 - 0.856694334975368*x7*x44 + 1.90122438423645*x7*x45 - 0.0383874384236454*x7*x46 - 0.104314039408867*x7 *x47 - 0.10731527093596*x7*x48 + 1.19916674876847*x7*x49 + 0.645591133004926*x7*x50 + 3.35639187192118*x7*x51 + 0.0232891625615763*x8 *x8 - 0.00468965517241351*x8*x9 + 0.0290785714285715*x8*x10 - 0.0075704433497538*x8*x11 + 0.0126793103448275*x8*x12 - 0.0283091133004925 *x8*x13 - 0.0177394088669949*x8*x14 - 0.0144231527093596*x8*x15 + 0.023432266009853*x8*x16 + 0.0303214285714287*x8*x17 - 0.0325879310344824* x8*x18 + 0.00405985221674876*x8*x19 + 0.00774605911330055*x8*x20 - 0.0210059113300495*x8*x21 + 0.0834581280788175*x8*x22 + 0.0014229064039409 *x8*x23 + 0.021461330049261*x8*x24 + 0.117870197044335*x8*x25 + 0.0101921182266011*x8*x26 + 0.0280660098522168*x8*x27 + 0.0290334975369464 *x8*x28 - 0.00953300492610832*x8*x29 + 0.0540625615763548*x8*x30 + 0.0155650246305417*x8*x31 + 0.0941593596059125*x8*x32 + 0.227676847290641* x8*x33 + 0.0389083743842365*x8*x34 + 0.142853694581281*x8*x35 + 0.0062837438423645*x8*x36 + 0.0133746305418722*x8*x37 + 0.0475458128078817 *x8*x38 + 0.0223472906403946*x8*x39 + 0.00791477832512324*x8*x40 - 0.0256337438423643*x8*x41 + 0.00615714285714272*x8*x42 + 0.0277874384236453*x8*x43 + 0.0623123152709361*x8*x44 + 0.218111083743842* x8*x45 - 0.00809753694581278*x8*x46 + 0.0129812807881773*x8*x47 + 0.00713916256157633*x8*x48 + 0.167462807881774*x8*x49 + 0.0681667487684728 *x8*x50 + 0.242453448275863*x8*x51 + 0.718225615763547*x9*x9 + 0.619507142857142*x9*x10 + 0.50159433497537*x9*x11 + 0.0401546798029561*x9 *x12 + 0.297204187192118*x9*x13 - 0.109959113300492*x9*x14 + 0.0575009852216748*x9*x15 - 0.380055172413796*x9*x16 + 0.1944*x9*x17 + 0.208978817733989*x9*x18 + 0.114021921182266*x9*x19 + 0.266251231527093*x9 *x20 - 0.0167517241379314*x9*x21 + 0.531994334975369*x9*x22 - 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0.061789408866995*x45*x46 + 0.126242364532019*x45*x47 + 0.0296019704433498 *x45*x48 + 5.99794507389163*x45*x49 + 1.26011773399015*x45*x50 + 2.33832339901478*x45*x51 + 0.00812339901477831*x46*x46 - 0.00190566502463048*x46*x47 + 0.00337266009852217*x46*x48 - 0.0271137931034484*x46*x49 - 0.0228032019704434*x46*x50 - 0.0284987684729064*x46*x51 + 0.0271386699507389*x47*x47 + 0.0030549261083744*x47*x48 + 0.137637684729064*x47*x49 - 0.00237709359605918*x47*x50 + 0.0727120689655171*x47*x51 + 0.00914014778325123*x48*x48 + 0.00886354679802967*x48*x49 - 0.00431305418719215*x48*x50 + 0.0226802955665024*x48*x51 + 3.66250270935961*x49*x49 + 1.07562906403941*x49*x50 + 3.87285640394089*x49 *x51 + 0.397459113300492*x50*x50 + 0.745258374384238*x50*x51 + 2.79586157635468*x51*x51) + objvar =E= 0; e2.. x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 + x12 + x13 + x14 + x15 + x16 + x17 + x18 + x19 + x20 + x21 + x22 + x23 + x24 + x25 + x26 + x27 + x28 + x29 + x30 + x31 + x32 + x33 + x34 + x35 + x36 + x37 + x38 + x39 + x40 + x41 + x42 + x43 + x44 + x45 + x46 + x47 + x48 + x49 + x50 + x51 =E= 1; e3.. - 0.0517241379310345*x3 + 0.0558620689655172*x4 + 0.116551724137931*x5 - 0.0172413793103448*x7 - 0.0496551724137931*x8 - 0.0644827586206896*x9 + 0.00862068965517241*x11 + 0.0689655172413793*x12 - 0.0172413793103448*x13 - 0.0948275862068965*x14 - 0.0475862068965517*x15 + 0.344827586206897*x16 + 0.0299999999999999*x17 + 0.0131034482758622*x18 + 0.0562068965517241*x19 - 0.0644827586206897*x20 - 0.301724137931034*x21 - 0.241379310344828*x22 - 0.00206896551724138*x23 - 0.0258620689655172*x24 - 0.198275862068966*x25 - 0.0389655172413793*x26 + 0.0775862068965517*x27 - 0.206896551724138*x28 + 0.0562068965517242*x29 - 0.0775862068965517*x30 + 0.0689655172413793*x31 - 1.04310344827586*x32 - 0.327586206896552*x33 - 0.0217241379310345*x34 - 0.155172413793103*x35 - 0.0172413793103448*x36 - 0.28448275862069*x37 + 0.0558620689655173*x38 + 0.163793103448276*x39 - 0.370689655172414*x40 + 0.0172413793103448*x41 - 0.03*x42 + 0.0475862068965517*x43 - 0.517241379310345*x44 - 0.21551724137931*x45 + 0.00655172413793105*x46 - 0.0537931034482758*x47 - 0.0148275862068966*x48 - 0.417931034482759*x49 - 0.103448275862069*x50 - 0.124827586206896*x51 =G= -0.100241379310345; Model m / all /; m.limrow=0; m.limcol=0; m.tolproj=0.0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' $if not set NLP $set NLP NLP Solve m using %NLP% minimizing objvar;
Last updated: 2024-12-17 Git hash: 8eaceb91