stochasticstockbondanalysis.gms
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* LP written by GAMS Convert at 09/03/08 03:39:36
*
* Equation counts
* Total E G L N X C
* 5 5 0 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 17 17 0 0
*
* Solve m using LP maximizing objvar;
*
Variables x1,x2,x3,x4,x5,x6,x7,x8,objvar;
Positive Variables x1,x2,x3,x4,x5,x6,x7,x8;
Equations e1,e2,e3,e4,e5;
e1.. x1 + x4 =E= 55;
e2.. 1.25*x3 + 1.14*x6 + x7 - x8 =E= 80;
e3.. 1.25*x1 - x2 + 1.14*x4 - x5 =E= 0;
e4.. 1.25*x2 - x3 + 1.14*x5 - x6 =E= 0;
e5.. 4*x7 - x8 + objvar =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 LP maximizing objvar;
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