ex3sos.mps

利用c语言编写

* Infeasible SOS1 example problem from the CPLEX reference manual, here made
* feasible by converting to SOS2 and increasing the c1 RHS from 20 to 30.
* Optimal value is -25 with the solution vector [ 0, 7.0, 3.0, 2, 0].
*
NAME          ex3sos
ROWS
 N  obj
 L  c1
 L  c2
 E  c3
COLUMNS
    x1        obj                 -1   c1                  -1
    x1        c2                   1
    x2        obj                 -2   c1                   1
    x2        c2                  -3   c3                   1
    x3        obj                 -3   c1                   1
    x3        c2                   1
    x4        obj                 -1   c1                  10
    x4        c3                -3.5
    x5        obj                  0
RHS
    rhs       c1                  30   c2                  30
BOUNDS
 UP BOUND     x1                  40
 LI BOUND     x4                   2
 UI BOUND     x4                   3
SOS
 S2 SET       SOS2                10
    SET       x1               10000
    SET       x2               20000
    SET       x4               40000
    SET       x5               50000
ENDATA