kehoe1.gms:
Reference:
- Kehoe, T, A Numerical Investigation of the Multiplicity of Equilibria. Mathematical Programming Study 23 (1985), 240-258.
Point:
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* MPEC written by GAMS Convert at 03/08/02 16:07:53
*
* Equation counts
* Total E G L N X
* 11 5 6 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 1 1 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 49 29 20 0
*
* Solve m using MPEC minimizing objvar;
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar;
Positive Variables x1,x2;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11;
e1.. - x3 - x4 - x5 - x6 + objvar =E= 0;
e2.. - 6*x3 + x4 + 4*x5 + x6 =G= 0;
e3.. x3 - 3*x4 + x5 + x6 =G= 0;
e4.. - (0.52*x7/x3 + 0.86*x8/x3 + 0.5*x9/x3 + 0.06*x10/x3) + 6*x1 - x2 =G= -5;
e5.. - (0.4*x7/x4 + 0.1*x8/x4 + 0.2*x9/x4 + 0.25*x10/x4) - x1 + 3*x2 =G= -5;
e6.. - (0.04*x7/x5 + 0.02*x8/x5 + 0.2975*x9/x5 + 0.0025*x10/x5) - 4*x1 - x2
=G= -40;
e7.. - (0.04*x7/x6 + 0.02*x8/x6 + 0.0025*x9/x6 + 0.6875*x10/x6) - x1 - x2
=G= -40;
e8.. - 5*x3 + x7 =E= 0;
e9.. - 5*x4 + x8 =E= 0;
e10.. - 40*x5 + x9 =E= 0;
e11.. - 40*x6 + x10 =E= 0;
* set non default bounds
x3.fx = 1;
x4.lo = 0.0001;
x5.lo = 0.0001;
x6.lo = 0.0001;
* set non default levels
x4.l = 1;
x5.l = 1;
x6.l = 1;
* set non default marginals
Model m / e1,e2.x1,e3.x2,e4.x3,e5.x4,e6.x5,e7.x6,e8,e9,e10,e11 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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