$SET matout " 'matsol.gdx', x, dual, obj, returnStat, A "; SET i /1*2/ j /1*3/ ; ALIAS(j1,j); PARAMETER Q(j,j1) / 1.1 1.0 2.2 1.0 3.3 1.0 / A(i,j) / 1.1 1.0 1.2 1.0 1.3 1.0 2.1 -1.0 2.3 1.0 / b(i) / 1 1.0 2 1.0 / c(j) / 1 2.0 / ; VARIABLE obj ; POSITIVE VARIABLE x(j) ; EQUATION cost dual(i) ; cost .. obj =E= 0.5 * SUM(j, x(j) * SUM(j1, Q(j, j1) * x(j1))) + SUM(j, c(j) * x(j)); dual(i) .. SUM(j, A(i, j) * x(j)) =G= b(i); MODEL qp /ALL/; $IF EXIST "matdata.gms" $INCLUDE "matdata.gms" SOLVE qp USING nlp MINIMIZING obj; SET stat /modelStat, solveStat/ ; PARAMETER returnStat(stat) ; returnStat('modelStat') = qp.modelstat; returnStat('solveStat') = qp.solvestat; DISPLAY x.L, dual.L, obj.L, returnStat; EXECUTE_UNLOAD %matout%;