$TITLE Example for QAP using penalty and single circle constraint $OFFUPPER * * * *--------------------------------------------------------------------- SETS J index / J1 * J4 / ; VARIABLES X(J) unknowns Z optimal value ; X.L(J) = 10 ; X.LO(J) = 0 ; SCALAR P quadratic penalty parameter /100/; * SCALAR R log barrier penalty parameter /.0001/; EQUATIONS COST define objective function CONSTR1 single constraint nonlinear ; COST .. Z =E= 12*(X('J1')**2 + X('J2')**2 + X('J3')**2 + X('J4')**2) +18*X('J1')*X('J2') + 16*X('J1')*X('J3') + 12*X('J1')*X('J4') +12*X('J2')*X('J3') + 16*X('J2')*X('J4') + 18*X('J3')*X('J4') - 12*(SUM(J,X(J))) +P*((X('J1') + X('J2') -1)**2 +(X('J3') + X('J4') -1)**2 +(X('J1') + X('J3') -1)**2 +(X('J2') + X('J4') -1)**2 ) ; * -(R)*(SUM(J,LOG(X(J)))) ; CONSTR1.. X('J1')**2 + X('J2')**2 + X('J3')**2 + X('J4')**2 =E= 2 ; MODEL PNLTY1 /ALL/; SOLVE PNLTY1 MINIMIZING Z USING NLP;