ex9_2_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.
- Shimizu, K, and Aiyoshi, E, A New Computational Method for Stackelberg and Mim-Max Problems by Use of a Penalty Method. IEEE Trans. on Aut. Control 26 (1981).
- Original source: Global Model of Chapter 9 ex9.2.2.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 99.9999
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:20
*
* Equation counts
* Total E G L N X
* 12 9 0 3 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
* 27 17 10 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,e11,e12;
e1.. x2*x2 + (x3 - 10)*(x3 - 10) - objvar =E= 0;
e2.. x2 =L= 15;
e3.. - x2 + x3 =L= 0;
e4.. - x2 =L= 0;
e5.. x2 + x3 + x4 =E= 20;
e6.. - x3 + x5 =E= 0;
e7.. x3 + x6 =E= 20;
e8.. x4*x8 =E= 0;
e9.. x5*x9 =E= 0;
e10.. x6*x10 =E= 0;
e11.. x7*x11 =E= 0;
e12.. 2*x2 + 4*x3 + x8 - x9 + x10 =E= 60;
* set non default bounds
x4.up = 20;
x5.up = 20;
x6.up = 20;
x7.up = 20;
x8.up = 20;
x9.up = 20;
x10.up = 20;
x11.up = 20;
* 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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