fjq1.gms:
Reference:
- Facchinei, F, Jiang, H, and Qi, L, A Smoothing Method for Mathematical Programs with Equilibrium Constraints. Tech. rep., Universita di Roma La Sapienza, 1996.
- Original source: Facchinaei, etc, model from MPECLIB
Point:
<![CDATA[
* MPEC written by GAMS Convert at 11/06/01 17:02:06
*
* Equation counts
* Total E G L N X
* 7 3 4 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 8 8 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 21 11 10 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8;
Positive Variables x2,x5,x6,x7,x8;
Equations e1,e2,e3,e4,e5,e6,e7;
e1.. - (0.5*sqr(x3 - 3) + 0.5*sqr(x4 - 4)) + objvar =E= 0;
e2.. (1 + 0.2*x2)*x3 - 1.333*x2 + 2*x3*x6 - 0.333*x5 - x7 =E= 3;
e3.. (1 + 0.1*x2)*x4 - x2 + 2*x4*x6 + x5 - x8 =E= 0;
e4.. - 0.1*x2 + 0.333*x3 - x4 =G= -1;
e5.. (-sqr(x3)) - sqr(x4) + 0.1*x2 =G= -9;
e6.. x3 =G= 0;
e7.. x4 =G= 0;
* set non default bounds
x2.up = 10;
* set non default levels
x3.l = 1;
x4.l = 1;
x5.l = 1;
x6.l = 1;
x7.l = 1;
x8.l = 1;
* set non default marginals
Model m / e1,e2.x3,e3.x4,e4.x5,e5.x6,e6.x7,e7.x8 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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