oz3.gms:
Reference:
- Outrata, J V, and Zowe, J, A Numerical Approach to Optimization Problems with Variational Inequality Constraints. Mathematical Programming 68 (1995), 105-130.
- Original source: Outrata & Zowe model #3 from MPECLIB
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:02:13
*
* Equation counts
* Total E G L N X
* 6 1 5 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 19 19 0 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7;
Positive Variables x2,x3,x6,x7;
Equations e1,e2,e3,e4,e5,e6;
e1.. - 2*x2 + 2*x4 + 2*x6 =G= -40;
e2.. - 2*x3 + 2*x5 + 2*x7 =G= -40;
e3.. - x2 - x3 - x4 + 2*x5 =G= -40;
e4.. x2 - 2*x4 =G= 10;
e5.. x3 - 2*x5 =G= 10;
e6.. objvar - 2*x2 - 2*x3 + 3*x4 + 3*x5 =E= -60;
* set non default bounds
x2.up = 50;
x3.up = 50;
x4.lo = -10; x4.up = 20;
x5.lo = -10; x5.up = 20;
* set non default levels
x2.l = 50;
x3.l = 50;
* set non default marginals
Model m / e1.x4,e2.x5,e3,e4.x6,e5.x7,e6 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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