ex9_1_4m.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.
- Clark, P A, and Westerberg, A W, A Note on the Optimality Conditions for the Bilevel Programming Problem. Naval Research Logistics 35 (1988), 413-418.
- Original source: Global Model of Chapter 9 ex9.1.4.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
* 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
* 12 12 0 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6;
Positive Variables x2,x3,x4,x5,x6;
Equations e1,e2,e3,e4,e5;
e1.. - objvar - x2 - 3*x3 =E= 0;
e2.. 2*x2 - x3 =G= 0;
e3.. - 2*x2 - 5*x3 =G= -108;
e4.. - 2*x2 + 3*x3 =G= 4;
e5.. x4 + 5*x5 - 3*x6 =G= -1;
* set non default bounds
* set non default levels
* set non default marginals
Model m / e1,e2.x4,e3.x5,e4.x6,e5.x3 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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