General Algebraic Modeling System - Gams
General Algebraic Modeling System - Gams
General Algebraic Modeling System - Gams
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•Equreform = 1<br />
•Initmu = 0.01<br />
•Numsolves = 5<br />
•Updatefac = 0.1<br />
•Finalmu = 0<br />
•Initslo = 0<br />
Parametric algorithm<br />
NLPEC<br />
NLP (ö) : min f(x, y)<br />
g(x, y) ô 0<br />
s = h(x, y)<br />
0 ô s, y õ 0<br />
siyi = ö<br />
Reformulate problem and set up sequence of solves<br />
30
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