outrata31.gms:
References:
- Outrata, J V, On Optimization Problems with Variational Inequality Constraints. SIAM J. Optim. 4 (1994), 340-357.
- Scholtes, S, and Stohr, M, Exact Penalization of Mathematical Programs with Equilibrium Constraints. SIAM J. Control Optim. 37, 2 (1999), 617-652.
- Original source: Original AMPL coding by Sven Leyffer, University of Dundee
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:02:09
*
* 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
* 17 7 10 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.. - 0.5*(POWER(x2 - 3,2) + POWER(x3 - 4,2)) + objvar =E= 0;
e2.. (1 + 0.2*x6)*x2 - 1.333*x6 + 2*x2*x5 - 0.333*x4 =G= 1;
e3.. (1 + 0.1*x6)*x3 - x6 + 2*x3*x5 + x4 =G= 0;
e4.. 0.333*x2 - x3 - 0.1*x6 =G= -1;
e5.. (-POWER(x2,2)) - POWER(x3,2) + 0.1*x6 =G= -9;
* set non default bounds
x6.up = 10;
* set non default levels
* 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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