kojshin4.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 16:07:55
*
* 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
* 5 5 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 18 10 8 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5;
Positive Variables x2,x3,x4,x5;
Equations e1,e2,e3,e4,e5;
e1.. objvar - x5 =E= 0;
e2.. 3*sqr(x2) + 2*x2*x3 + 2*sqr(x3) + x4 + 3*x5 =G= 6;
e3.. 2*sqr(x2) + x2 + sqr(x3) + 10*x4 + 2*x5 =G= 2;
e4.. 3*sqr(x2) + x2*x3 + 2*sqr(x3) + 2*x4 + 9*x5 =G= 9;
e5.. sqr(x2) + 3*sqr(x3) + 2*x4 + 3*x5 =G= 3;
* set non default bounds
* set non default levels
x2.l = 100;
x3.l = 100;
x4.l = 100;
x5.l = 100;
* set non default marginals
Model m / e1,e2.x2,e3.x3,e4.x4,e5.x5 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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