optioncontract.gms
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* NLP written by GAMS Convert at 09/03/08 03:39:35
*
* Equation counts
* Total E G L N X C
* 10 8 0 2 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 15 15 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 32 32 0 0
*
* Solve m using NLP maximizing objvar;
*
Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,objvar,x14,x15;
Positive Variables x1,x9,x10,x11,x12,x15;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10;
e1.. - 2*x10 + 12*x12 + x14 =E= 8658.132;
e2.. - 1.5*x1 - 8*x2 - 8*x4 - 8*x5 - 0.5*x9 - 0.5*x10 - 6*x11 - 6*x12 + x15
=E= 0;
e3.. x7 - x9 + x11 =E= 0;
e4.. x8 - x10 + x12 =E= 0;
e5.. - x2 - x5 - x7 + x8 =E= -187.365;
e6.. - x3 + x6 =E= 0;
e7.. - x4 + x7 =E= -534.146;
e8.. x1 =L= 10000;
e9.. - x1 + x2 =L= 0;
e10.. objvar - x14 + x15 =E= 0;
* set non default bounds
* set non default levels
* set non default marginals
Model m / all /;
m.limrow=0; m.limcol=0;
$if NOT '%gams.u1%' == '' $include '%gams.u1%'
Solve m using NLP maximizing objvar;
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