"""Problem A in paper "Outer approximation algorithms for separable nonconvex mixed-integer nonlinear programs" Ref: Kesavan P, Allgor R J, Gatzke E P, et al. Outer approximation algorithms for separable nonconvex mixed-integer nonlinear programs[J]. Mathematical Programming, 2004, 100(3): 517-535. Problem type: nonconvex MINLP size: 3 binary variable 2 continuous variables 6 constraints """ from pyomo.environ import * class Nonconvex1(ConcreteModel): def __init__(self, *args, **kwargs): """Create the problem.""" kwargs.setdefault('name', 'Nonconvex1') super(Nonconvex1, self).__init__(*args, **kwargs) m = self m.x1 = Var(within=Reals, bounds=(0, 10)) m.x2 = Var(within=Reals, bounds=(0, 10)) m.y1 = Var(within=Binary, bounds=(0, 1), initialize=0) m.y2 = Var(within=Binary, bounds=(0, 1), initialize=0) m.y3 = Var(within=Binary, bounds=(0, 1), initialize=0) m.objective = Objective(expr=2 * m.x1 + 3 * m.x2 + 1.5 * m.y1 + 2 * m.y2 - 0.5 * m.y3, sense=minimize) m.c1 = Constraint(expr=m.x1 * m.x1 + m.y1 == 1.25) m.c2 = Constraint(expr=m.x2 ** 1.5 + 1.5 * m.y2 == 3) m.c4 = Constraint(expr=m.x1 + m.y1 <= 1.6) m.c5 = Constraint(expr=1.333 * m.x2 + m.y2 <= 3) m.c6 = Constraint(expr=-m.y1 - m.y2 + m.y3 <= 0)