bard3.gms:
Reference:
- Bard, J F, Convex Two-Level Optimization. Mathematical Programming 40 (1988), 15-27.
- Original source: Bard3 model from MPECLIB
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:01:55
*
* Equation counts
* Total E G L N X
* 6 1 4 1 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 19 14 5 0
*
* Solve m using MPEC minimizing objvar;
Variables x1,x2,objvar,x4,x5,x6,x7;
Positive Variables x1,x2,x4,x5,x6,x7;
Equations e1,e2,e3,e4,e5,e6;
e1.. - (sqr(x5) - sqr(x1)) + 3*x2 + objvar + 4*x4 =E= 0;
e2.. sqr(x1) + 2*x2 =L= 4;
e3.. 2*x4 + 2*x6 - 3*x7 =G= 0;
e4.. - x6 + 4*x7 =G= 5;
e5.. sqr(x1) - 2*x1 + sqr(x2) - 2*x4 + x5 =G= -3;
e6.. x2 + 3*x4 - 4*x5 =G= 4;
* set non default bounds
* set non default levels
* set non default marginals
Model m / e1,e2,e3.x4,e4.x5,e5.x6,e6.x7 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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