qvi.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: Quadratic Variational Inequality model from MPECLIB
Point:
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* MPEC written by GAMS Convert at 11/06/01 17:02:14
*
* 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
* 5 5 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 9 5 4 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3,x4,x5;
Positive Variables x2,x3;
Equations e1,e2,e3;
e1.. - (sqr(x2 - x4) + sqr(x3 - x5)) + objvar =E= 0;
e2.. 2*x4 + 2.666666666*x5 =G= 34;
e3.. 1.25*x4 + 2*x5 =G= 24.25;
* set non default bounds
x2.up = 10;
x3.up = 10;
* set non default levels
x3.l = 1;
* set non default marginals
Model m / e1,e2.x4,e3.x5 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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