Hi All,

I am new to GAMS, I have to solve a DATA RECONCILIATION problem to some chemical engineering example.

My MINLP Optimization Problem is

Min f(x)

Such that,

S_hat = S - SA’PAS

P(ASA’) = I

where

A is Matrix came from Material Balance of the System

A’ is Transpose of A

S is Co-variance Matrix

P is a Continuous Variable

S_hat is diagonal elements of matrix

I is identity matrix

for example :

A = [1 -1 -1 0;

0 0 1 -1];

can find transpose of A directly in GAMS?

S = [x1*s1+y1*10, 0,0,0 ;

0,x2*s2+y2*10,0,0 ;

0,0,x3*s3+y3*10,0 ;

0,0,0,x4*s4+y4*10];

P = [p11, 0;

p21,p22];

By matrix multiplication, can i get constraints for expressions S_hat = S - SA’PAS and P(ASA’) = I.

I would be great help if anyone can help for giving me an idea.

Thanks and Regards

Suryanarayana

PhD Student

IIT Bombay

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