ex9_1_2.gms:
References:
- Floudas, C A, Pardalos, P M, Adjiman, C S, Esposito, W R, Gumus, Z H, Harding, S T, Klepeis, J L, Meyer, C A, and Schweiger, C A, Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers, 1999.
- Liu, Y H, and Hart, S M, Characterizing an Optimal Solution to the Linear Bilevel Programming Problem. European Journal of Operational Research 79 (1994), 164-166.
- Original source: Global Model of Chapter 9 ex9.1.2.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -16.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:18
*
* Equation counts
* Total E G L N X
* 10 10 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 11 11 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 26 18 8 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11;
Positive Variables x2,x3,x4,x5,x6,x7,x8,x9,x10,x11;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10;
e1.. - objvar - x2 - 3*x3 =E= 0;
e2.. - x2 + x3 + x4 =E= 3;
e3.. x2 + 2*x3 + x5 =E= 12;
e4.. 4*x2 - x3 + x6 =E= 12;
e5.. - x3 + x7 =E= 0;
e6.. x8*x4 =E= 0;
e7.. x9*x5 =E= 0;
e8.. x10*x6 =E= 0;
e9.. x11*x7 =E= 0;
e10.. x8 + 2*x9 - x10 - x11 =E= -1;
* 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 minimizing objvar;
]]></plaintext></body></div>