gauvin.gms:
Reference:
- Savard, G, and Gauvin, J, The Steepest Descent for the Nonlinear Bilevel Programming Problem. Operation Research Letters 15 (1994), 265-272.
- Original source: Gauvin model from MPECLIB
Point:
<![CDATA[
* MPEC written by GAMS Convert at 11/06/01 17:02:07
*
* Equation counts
* Total E G L N X
* 3 1 2 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 4 4 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 8 6 2 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4;
Positive Variables x2,x3,x4;
Equations e1,e2,e3;
e1.. - (sqr(x2) + sqr(x3 - 10)) + objvar =E= 0;
e2.. 4*x2 + 8*x3 + x4 =G= 120;
e3.. - x2 - x3 =G= -20;
* set non default bounds
x2.up = 15;
* set non default levels
x2.l = 7.5;
x4.l = 1;
* set non default marginals
Model m / e1,e2.x3,e3.x4 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
]]></plaintext></body>