ex9_1_8.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.
- Bard, J F, and Falk, J E, An Explicit Solution to the Multi-Level Programming Problem. Comp. Op. Res. 9 (1982), 77-100.
- Original source: Global Model of Chapter 9 ex9.1.8.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -3.2500
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:19
*
* Equation counts
* Total E G L N X
* 13 12 0 1 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
* 33 23 10 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15;
Positive Variables x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13;
e1.. - objvar - 2*x2 + x3 + 0.5*x4 =E= 0;
e2.. x2 + x3 =L= 2;
e3.. - 2*x2 + x4 - x5 + x6 =E= -2.5;
e4.. x2 - 3*x3 + x5 + x7 =E= 2;
e5.. - x4 + x8 =E= 0;
e6.. - x5 + x9 =E= 0;
e7.. x11*x6 =E= 0;
e8.. x12*x7 =E= 0;
e9.. x13*x8 =E= 0;
e10.. x14*x9 =E= 0;
e11.. x15*x10 =E= 0;
e12.. x11 - x13 =E= 4;
e13.. x11 + x12 - x14 =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;
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