* MINLP literature problem * Kocis and Grossmann, 1988. VARIABLES x1 x2 y1 y2 y3 objval objective function variable; FREE VARIABLES objval; BINARY VARIABLES y1; BINARY VARIABLES y2; BINARY VARIABLES y3; EQUATIONS f1 Objective function f2 f3 f4 f5 f6 ; f1 .. objval =e=2*x1+3*x2+1.5*y1+2*y2-0.5*y3; f2 .. POWER(x1,2)+y1 =e= 1.25; f3 .. x2**1.5+1.5*y2 =e= 3; f4 .. x1+y1 =l= 1.6; f5 .. 1.333*x2+y2 =l= 3; f6 .. -y1-y2+y3 =l= 0; * Bounds x1.LO = 0; x1.UP = 10; x2.LO = 0; x2.UP = 10; y1.LO = 0; y1.UP = 1; y2.LO = 0; y2.UP = 1; y3.LO = 0; y3.UP = 1; * Starting point (global solution) * x1.L = 1.12; x2.L = 1.31; * y1.L = 0; y2.L = 1; y3.L = 1; MODEL test /ALL/; SOLVE test USING MINLP MINIMIZING objval;