$TITLE NLP Example (simple) 3 $OFFUPPER * * * Ref: From C&O666 notes * Regularity condition and multiplier rule fail. GAMS fails. * *--------------------------------------------------------------------- SETS J index / J1 * J2 / ; VARIABLES X(J) unknowns Z optimal value ; EQUATIONS COST define objective function CONSTR1 single constraint nonlinear ; COST.. Z =E= X('J1')**2 + X('J2')**2; CONSTR1 .. X('J2')**2 + (1-X('J1'))**3 =E= 0 ; MODEL NLP3 /ALL/; SOLVE NLP3 MINIMIZING Z USING NLP;