param a{1..21}; var x {1..5}; param best_val_found := 5280335.111; param eps := 52803.35111; # = max(1, 1% x best_val_found) subject to f: a[1] + x[1] * (a[2] + a[3]*x[2] + a[4]*x[3] + a[5]*x[4] + a[6]*x[5]) >= best_val_found - eps; subject to cons1: x[1] >= 0; cons2: x[1] <= 1000; cons3: x[2] >= 1.2; cons4: x[2] <= 2.4; cons5: x[3] >= 20; cons6: x[3] <= 60; cons7: x[4] >= 9; cons8: x[4] <= 9.3; cons9: x[5] >= 6.5; cons10: x[5] <= 7; cons11: x[1] * (a[7] + a[8]*x[2] + a[9]*x[3] + a[10]*x[4] + a[11]*x[5]) <= 294000; cons12: x[1] * (a[7] + a[8]*x[2] + a[9]*x[3] + a[10]*x[4] + a[11]*x[5]) >= 0; cons13: x[1] * (a[12] + a[13]*x[2] + a[14]*x[3] + a[15]*x[4] + a[16]*x[5]) <= 294000; cons14: x[1] * (a[12] + a[13]*x[2] + a[14]*x[3] + a[15]*x[4] + a[16]*x[5]) >= 0; cons15: x[1] * (a[17] + a[18]*x[2] + a[19]*x[3] + a[20]*x[4] + a[21]*x[5]) >= 0; cons16: x[1] * (a[17] + a[18]*x[2] + a[19]*x[3] + a[20]*x[4] + a[21]*x[5]) <= 277200; data; param a:= 1 -24345, 2 -8720288.849, 3 150512.5233, 4 -156.6950325, 5 476470.3222, 6 729482.8271, 7 -145421.402, 8 3931.1506, 9 -40.4279932, 10 5106.192, 11 15711.36, 12 -155011.1084, 13 4360.53352, 14 12.9492344, 15 10236.884, 16 13176.786, 17 -326669.5104, 18 7390.68412, 19 -27.8986976, 20 16643.076, 21 30988.146; solve; display x;