bard2.gms:
Reference:
- Bard, J F, Convex Two-Level Optimization. Mathematical Programming 40 (1988), 15-27.
- Original source: Bard2 model from MPECLIB
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:01:54
*
* Equation counts
* Total E G L N X
* 10 5 0 5 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 13 13 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 33 29 4 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13;
Negative Variables x8,x9,x12,x13;
Positive Variables x2,x3,x4,x5,x6,x7,x10,x11;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10;
e1.. - (-(200 + (-x6) - x10)*(x6 + x10) - (160 + (-x7) - x11)*(x7 + x11))
+ objvar =E= 0;
e2.. x2 + x3 + x4 + x5 =L= 40;
e3.. 2*x6 - 0.4*x8 - 0.6*x9 =E= 8;
e4.. 2*x7 - 0.7*x8 - 0.3*x9 =E= 26;
e5.. - x2 + 0.4*x6 + 0.7*x7 =L= 0;
e6.. - x3 + 0.6*x6 + 0.3*x7 =L= 0;
e7.. 2*x10 - 0.4*x12 - 0.6*x13 =E= 70;
e8.. 2*x11 - 0.7*x12 - 0.3*x13 =E= 4;
e9.. - x4 + 0.4*x10 + 0.7*x11 =L= 0;
e10.. - x5 + 0.6*x10 + 0.3*x11 =L= 0;
* set non default bounds
x2.up = 10;
x3.up = 5;
x4.up = 15;
x5.up = 20;
x6.up = 20;
x7.up = 20;
x10.up = 40;
x11.up = 40;
* set non default levels
* set non default marginals
Model m / e1,e2,e3.x6,e4.x7,e5.x8,e6.x9,e7.x10,e8.x11,e9.x12,e10.x13 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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