Resolver con GAMS:

Ejemplo 1.
SETS t / 1, 2, 3, 4, 5, 6, 7, 8 /;
PARAMETER x1(t) /1 2, 2 3, 3 3, 4 3, 5 5, 6 5, 7 6, 8 7/;
PARAMETER x2(t) /1 30, 2 60, 3 70, 4 60, 5 80, 6 90, 7 100, 8 100/;
PARAMETER x3(t) /1 1, 2 6, 3 7, 4 3, 5 5, 6 9, 7 8, 8 17/;
PARAMETER y_hat(t) /1 10, 2 20, 3 30, 4 20, 5 40, 6 50, 7 60, 8 70/;
VARIABLES
a, b, c, y(t), e(t), obj;
EQUATION mod(t), residual(t), objective;
mod(t).. a*x1(t)*x1(t)-b/x3(t)-c/x2(t)+EXP(-y(t)*y(t)) =E= y(t);
residual(t).. e(t) =E= y(t)-y_hat(t);
objective.. obj=E=sum(t,power(e(t),2));
MODEL Leastsq / ALL /;
SOLVE Leastsq USING NLP MINIMIZING obj;
FILE res /Eq2.txt/
PUT res;
PUT "t
x(1,t)
x(2,t)
x(3,t)
y(t)
LOOP((t),PUT t.TL, x1(t), x2(t), x3(t), y.L(t), y_hat(t)/;);
PUT /" a b c"/;
PUT a.L, b.L, c.L;

y_hat(t)"/;

Ejemplo 2
$ontext
Resolver un programa lineal
El problema es:
Min Z
=850*X1+850*X2+850*X3+900*X4+900*X5+900*X6+950*X7+950*X8+950*
X9
s.a:
40*X1+48*X4+42*X7=6300
40*X2+48*X5+42*X8=1890
40*X3+48*X6+42*X9=945
X1+X2+X3<=80
X4+X5+X6<=100
X7+X8+X9<=50
X1, X2, X3, X4, X5, X6, X7, X8, X9 no negativas
$offtext
variables
x1,x2,x3,x4,x5,x6,x7,x8,x9,F;
equations
obj, R1,R2,R3,R4,R5,R6;

obj..
F=E=850*X1+850*X2+850*X3+900*X4+900*X5+900*X6+950*X7+950*X8+9
50*X9;
R1..
40*X1+48*X4+42*X7=E=6300;
R2..
40*X2+48*X5+42*X8=E=1890;
R3..
40*X3+48*X6+42*X9=E=945;
R4..
X1+X2+X3=L=80;
R5..
X4+X5+X6=L=100;
R6..
X7+X8+X9=L=50;
model lineal/obj, R1, R2, R3, R4, R5, R6/;
solve lineal using LP minimizing F;
Ejemplo 3.
$TITLE PROBLEMA DE TRANSPORTE
OPTIONS LIMROW = 10;
SETS
I plantas / PLANTA1, PLANTA2, PLANTA3 /
J mercados / CIUDAD1*CIUDAD4 / ;
PARAMETERS
A(I) oferta
/ PLANTA1 1700
PLANTA2 2000
PLANTA3 1700 /
B(J) demanda
/ CIUDAD1 1700
CIUDAD2 1000
CIUDAD3 1500
CIUDAD4 1200 / ;
TABLE C(I,J) Costes de Transporte
CIUDAD1 CIUDAD2 CIUDAD3 CIUDAD4
PLANTA1 5
3
2
6
PLANTA2 4
7
8
10
PLANTA3 6
5
3
8;
VARIABLES
X(I,J) cantidades transportadas desde i hasta j
Z
coste total de transporte;
POSITIVE VARIABLE X ;
EQUATIONS
COSTE
funcin objetivo
OFERTA(I) oferta de la planta i
DEMANDA(J) demanda del mercado j;
COSTE .. Z =E= SUM((I,J), C(I,J)*X(I,J)) ;
OFERTA(I) .. SUM(J, X(I,J)) =L= A(I) ;
DEMANDA(J) .. SUM(I, X(I,J)) =G= B(J) ;
MODEL TRANSPORT /ALL/ ;
SOLVE TRANSPORT USING LP MINIMIZING Z ;
DISPLAY X.L, Z.L ;