$TITLE MILP $OFFSYMXREF $OFFSYMLIST VARIABLES Z, u3, u4; INTEGER VARIABLES A1, A2; EQUATIONS CON1,CON2,OBJ; CON1.. 0.7424*(A1+A2)*u3+0.7424*(A1-A2)*u4=E=1; CON2.. 0.7424*(A1-A2)*u3+0.7424*(A1+A2)*u4=E=0; OBJ.. Z=E=1.41*(A1+A2); * Limite Superior u3.UP=1; * Limite Inferior A1.LO=3; A2.LO=2; * Valor Inicial u3.L=1; u4.L=-1; A1.L=4; A2.L=3; MODEL ESTR / ALL / ; *OPTION mip = cplex; OPTION minlp = sbb; *OPTION sysout = on; SOLVE ESTR USING MINLP MINIMIZING Z;