Reference:
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Cesari, L, Optimization - Theory and Applications. Springer Verlag, 1983.
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Dolan, E D, and More, J J, Benchmarking Optimization Software with COPS.
Tech. rep., Mathematics and Computer Science Division, 2000.
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Source: GAMS Model of chain400.gms
from GLOBALLib Library
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Initial source: GAMS Model of chain.gms
from GAMS Model Library
Solution: