$TITLE Example of a simple nonlin problem $OFFUPPER *Taken from the example: Ramsey Model of Optimal Economic Growth * * This formulation is described in 'GAMS/MINOS: Three examples' * by Alan S. Manne, Department of Operations Research, Stanford * University, May 1986. * * *--------------------------------------------------------------------- SETS I index / IND1 * IND4 / ; VARIABLES X(I) unknowns Z optimal value ; EQUATIONS COST define objective function CONSTRAINT single constraint nonlinear ; COST.. Z =E= -X("IND1")*X("IND3")-2*X("IND2") +9*X("IND3") ; CONSTRAINT.. SUM(I,SQR(X(I))) =L= 100; MODEL NONL /ALL/; SOLVE NONL MAXIMIZING Z USING NLP;