"""Problem C 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: 6 binary variable 2 continuous variables 6 constraints """ from pyomo.environ import * class Nonconvex3(ConcreteModel): def __init__(self, *args, **kwargs): """Create the problem.""" kwargs.setdefault('name', 'Nonconvex3') super(Nonconvex3, self).__init__(*args, **kwargs) m = self m.x1 = Var(within=Reals, bounds=(1, 5)) m.x2 = Var(within=Reals, bounds=(1, 5)) 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.y4 = Var(within=Binary, bounds=(0, 1), initialize=0) m.y5 = Var(within=Binary, bounds=(0, 1), initialize=0) m.y6 = Var(within=Binary, bounds=(0, 1), initialize=0) m.objective = Objective(expr=7 * m.x1 + 10 * m.x2, sense=minimize) m.c1 = Constraint(expr=(m.x1 ** 1.2) * (m.x2 ** 1.7) - 7 * m.x1 - 9 * m.x2 <= -24) m.c2 = Constraint(expr=-m.x1 - 2 * m.x2 <= 5) m.c3 = Constraint(expr=-3 * m.x1 + m.x2 <= 1) m.c4 = Constraint(expr=4 * m.x1 - 3 * m.x2 <= 11) m.c5 = Constraint(expr=-m.x1 + m.y1 + 2 * m.y2 + 4 * m.y3 == 0) m.c6 = Constraint(expr=-m.x2 + m.y4 + 2 * m.y5 + m.y6 == 0)