Nowadays I am working on nonlinear mathematical model. The model is mixed integer My objective function is basically like that

Min Z= A’X+B’Y + exp(w) // A and B constants ; X and Y and w are variable

s.t.

…

… // the constraints linear

…

exp(w)*C<=D // C is parameter and D is variable

How can I solve this problem ? I know it is hard to find the optimum solution but at least can you advise me some methods or solvers which solve it at least near optimum ? I tried it on LINGO but LINGO finds just local optimum . Can GAMS solve it to optimality ? All the ideas are appreciated

Thank you so much