ex9_1_3m.gms:
References:
- Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
- Candler, W, and Townsley, R, A Linear Two-Level Programming Problem. Comp. Op. Res. 9 (1982), 59-76.
- Original source: Global Model of Chapter 9 ex9.1.3.gms from Floudas e.a. Test Problems
Point:
<![CDATA[
* MPEC written by GAMS Convert at 11/06/01 17:02:05
*
* Equation counts
* Total E G L N X
* 7 1 6 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 23 23 0 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9;
Positive Variables x2,x3,x4,x5,x6,x7,x8,x9;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - objvar - 8*x2 - 4*x3 =E= 40;
e2.. x4 - x5 - x6 =G= -1;
e3.. - 2*x2 + x4 - 2*x5 + 0.5*x6 =G= -1;
e4.. - 2*x3 - 2*x4 + x5 + 0.5*x6 =G= -1;
e5.. - x7 - x8 + 2*x9 =G= -1;
e6.. x7 + 2*x8 - x9 =G= -1;
e7.. x7 - 0.5*x8 - 0.5*x9 =G= -2;
* set non default bounds
* set non default levels
* set non default marginals
Model m / e1,e2.x7,e3.x8,e4.x9,e5.x4,e6.x5,e7.x6 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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