GAMS Rev
116 Windows NT/95/98
11/03/04 09:42:02 PAGE
1
o problema de pnl irrestrita
Este problema de programacao nao linear irrestrita, busca resolver uma situacao
problema, atraves de um exemplo, que possa otimizar uma funcao sem
restricoes.
Para implementar empregamos um pacote
de otimizacao matematica chamado GAMS.
7 variables
8 x1
9 x2
10 z funcao objetivo;
11
12
equation
13
q1 funcao objetivo;
14
*q2 x1
15
*q3 x2;
16
17
q1.. x1*x1 + x2*x2 =e=z;
18
*q2.. x1 =g=0;
19 *q3.. x2 =g=0;
20
21 option NLP=CONOPT2;
22 model pnlirrestrita
/all/;
23 solve pnlirrestrita using
NLP minimizing z;
COMPILATION
TIME =
0.000 SECONDS 0.7
Mb WIN194-116
GAMS Rev
116 Windows NT/95/98
11/03/04 09:42:02
PAGE 2
o problema de pnl irrestrita
Equation
Listing SOLVE
pnlirrestrita USING NLP FROM LINE 23
---- q1 =E=
funcao objetivo
q1.. (0)*x1 +
(0)*x2 - z =E= 0 ; (LHS = 0)
GAMS Rev
116 Windows NT/95/98
11/03/04 09:42:02
PAGE 3
o problema de pnl irrestrita
Column
Listing SOLVE
pnlirrestrita USING NLP FROM LINE 23
---- x1
x1
(.LO, .L, .UP = -INF, 0, +INF)
(0) q1
---- x2
x2
(.LO, .L, .UP = -INF, 0, +INF)
(0) q1
---- z
funcao objetivo
z
(.LO, .L, .UP = -INF, 0, +INF)
-1 q1
GAMS Rev
116 Windows NT/95/98
11/03/04 09:42:02 PAGE
4
o problema de pnl irrestrita
Model
Statistics SOLVE
pnlirrestrita USING NLP FROM LINE 23
MODEL
STATISTICS
BLOCKS
OF EQUATIONS 1
SINGLE EQUATIONS
1
BLOCKS
OF VARIABLES 3
SINGLE VARIABLES
3
NON ZERO
ELEMENTS
3 NON
LINEAR N-Z
2
DERIVATIVE
POOL
6 CONSTANT
POOL
0
CODE
LENGTH
26
GENERATION
TIME =
0.060 SECONDS 1.9
Mb WIN194-116
EXECUTION
TIME =
0.060 SECONDS 1.9
Mb WIN194-116
GAMS Rev
116 Windows NT/95/98
11/03/04
09:42:02 PAGE
5
o problema de pnl irrestrita
S O L V E S
U M M A R Y
MODEL
pnlirrestrita
OBJECTIVE z
TYPE
NLP
DIRECTION MINIMIZE
SOLVER CONOPT2
FROM LINE 23
****
SOLVER STATUS 1
NORMAL
COMPLETION
****
MODEL STATUS 2
LOCALLY OPTIMAL
****
OBJECTIVE VALUE
0.0000
RESOURCE
USAGE, LIMIT
0.102 1000.000
ITERATION
COUNT, LIMIT
3
10000
EVALUATION
ERRORS 0
0
C O N O P T 2 Wintel
version 2.071D-005-039
Copyright (C) ARKI
Consulting and Development A/S
Bagsvaerdvej
246 A
DK-2880
Bagsvaerd
,
Denmark
Using
default control program.
**
Optimal solution. Reduced gradient less than tolerance.
CONOPT
time Total
0.070 seconds
of which: Function evaluations
0.000 = 0.0%
Derivative evaluations
0.000 = 0.0%
Work
length = 0.05 Mbytes
Estimate = 0.05
Mbytes
Max used = 0.04
Mbytes
LOWER LEVEL
UPPER MARGINAL
---- EQU
q1
.
.
. -1.000
q1 funcao objetivo
LOWER LEVEL
UPPER MARGINAL
---- VAR
x1
-INF .
+INF EPS
---- VAR
x2
-INF .
+INF EPS
---- VAR
z
-INF .
+INF .
x1
x2
z funcao objetivo
****
REPORT SUMMARY :
0 NONOPT
0 INFEASIBLE
0 UNBOUNDED
0 ERRORS
GAMS Rev
116 Windows NT/95/98
11/03/04 09:42:02 PAGE
6
o problema de pnl irrestrita
EXECUTION
TIME =
0.000 SECONDS 0.7
Mb WIN194-116
USER: Joao Inacio Soletti
G000920:1631AP-WIN
Universidade Federal de Alagoas, Departamento de EngenhariaDC2982
****
FILE SUMMARY
INPUT
C:\DOCUMENTS AND SETTINGS\ADMINISTRADOR\DESKTOP\ALLAN\TESTE.GMS
OUTPUT
C:\DOCUMENTS AND SETTINGS\ADMINISTRADOR\DESKTOP\ALLAN\TESTE.LST