three.gms:
Reference:
- Dirkse, S P, and Ferris, M C, Modeling and Solution Environments for MPEC: GAMS and MATLAB. In Fukushima, M, and Qi, L, Eds, Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods. Kluwer Academic Publishers, 1999, pp. 127-148.
- Original source: Three model from MPECLIB
Point:
<![CDATA[
* MPEC written by GAMS Convert at 11/06/01 17:02:14
*
* Equation counts
* Total E G L N X
* 4 1 1 2 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 3 3 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 8 2 6 0
*
* Solve m using MPEC minimizing objvar;
Variables objvar,x2,x3;
Equations e1,e2,e3,e4;
e1.. - sqr(x2 - x3 - 1) + objvar =E= 0;
e2.. sqr(x2) =L= 2;
e3.. sqr(x2 - 1) + sqr(x3 - 1) =L= 3;
e4.. - sqr(x2) + x3 =G= -1;
* set non default bounds
x2.lo = -1; x2.up = 2;
* set non default levels
* set non default marginals
Model m / e1,e2,e3,e4.x3 /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using MPEC minimizing objvar;
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