gamsmcp.gms
* Properties of original model
* ------------------------------
* LP written by GAMS Convert at 07/06/07 14:18:15
*
* Equation counts
* Total E G L N X C
* 6 1 3 2 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 LP minimizing x7;
*
* ========================================
* Reformulation as GAMS scalar MCP model
* ========================================
Variables x1,x2,x3,x4,x5,x6,x7,u2,u3,u4,u5,u6;
Negative Variables u2,u3;
Positive Variables x1,x2,x3,x4,x5,x6,u4,u5,u6;
Equations e1,e2,e3,e4,e5,e6,dLdx1,dLdx2,dLdx3,dLdx4,dLdx5,dLdx6;
*Former objective equation not needed but added for comparison
e1.. - 0.225*x1 - 0.153*x2 - 0.162*x3 - 0.225*x4 - 0.162*x5 - 0.126*x6 + x7
=E= 0;
e2.. x1 + x2 + x3 =L= 350;
e3.. x4 + x5 + x6 =L= 600;
e4.. x1 + x4 =G= 325;
e5.. x2 + x5 =G= 300;
e6.. x3 + x6 =G= 275;
dLdx1.. 0.225 - u2 - u4 =N= 0;
dLdx2.. 0.153 - u2 - u5 =N= 0;
dLdx3.. 0.162 - u2 - u6 =N= 0;
dLdx4.. 0.225 - u3 - u4 =N= 0;
dLdx5.. 0.162 - u3 - u5 =N= 0;
dLdx6.. 0.126 - u3 - u6 =N= 0;
* set non default bounds
* set dual bounds (fix dual variables with perpendicular free constraints (=N=))
* set non default levels
* set non default marginals
Model m / e1.x7,e2.u2,e3.u3,e4.u4,e5.u5,e6.u6,dLdx1.x1,dLdx2.x2,dLdx3.x3
,dLdx4.x4,dLdx5.x5,dLdx6.x6 /;
m.limrow=0; m.limcol=0;
Solve m using MCP;