bard1.gms:
Reference:
- Bard, J F, Convex Two-Level Optimization. Mathematical Programming 40 (1988), 15-27.
- Original source: Bard1 model from MPECLIB
Point:
<![CDATA[
* MPEC written by GAMS Convert at 11/06/01 17:01:53
*
* Equation counts
* Total E G L N X
* 5 1 4 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 6 6 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 14 12 2 0
*
* Solve m using MPEC minimizing objvar;
Variables x1,objvar,x3,x4,x5,x6;
Positive Variables x1,x3,x4,x5,x6;
Equations e1,e2,e3,e4,e5;
e1.. - (sqr(x1 - 5) + sqr(1 + 2*x3)) + objvar =E= 0;
e2.. - 1.5*x1 + 2*x3 + x4 - 0.5*x5 + x6 =G= 2;
e3.. 3*x1 - x3 =G= 3;
e4.. - x1 + 0.5*x3 =G= -4;
e5.. - x1 - x3 =G= -7;
* set non default bounds
* set non default levels
* set non default marginals
Model m / e1,e2.x3,e3.x4,e4.x5,e5.x6 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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