ex9_2_3.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.
- Visweswaran, V, A Decomposition-Based Global Optimization Approach for Solving Bilevel Linear and Quadratic Programs. In Floudas, C A, and Pardalos, P M, Eds, State of the Art in Global Optimization. Kluwer Academic Publishers, 1996, p. 139.
- Original source: Global Model of Chapter 9 ex9.2.3.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 0.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:20
*
* Equation counts
* Total E G L N X
* 16 15 0 1 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 17 17 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 45 33 12 0
*
* Solve m using NLP minimizing objvar;
Variables x1,x2,objvar,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17;
Positive Variables x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17;
Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11,e12,e13,e14,e15,e16;
e1.. - 3*x1 - 3*x2 - objvar + 2*x4 + 2*x5 =E= 60;
e2.. x1 - 2*x2 + x4 + x5 =L= 40;
e3.. 2*x1 - x4 + x6 =E= -10;
e4.. 2*x2 - x5 + x7 =E= -10;
e5.. - x1 + x8 =E= 10;
e6.. x1 + x9 =E= 20;
e7.. - x2 + x10 =E= 10;
e8.. x2 + x11 =E= 20;
e9.. x6*x12 =E= 0;
e10.. x7*x13 =E= 0;
e11.. x8*x14 =E= 0;
e12.. x9*x15 =E= 0;
e13.. x10*x16 =E= 0;
e14.. x11*x17 =E= 0;
e15.. 2*x1 - 2*x4 + 2*x12 - x14 + x15 =E= -40;
e16.. 2*x2 - 2*x5 + 2*x13 - x16 + x17 =E= -40;
* set non default bounds
x4.up = 50;
x5.up = 50;
x6.up = 200;
x7.up = 200;
x8.up = 200;
x9.up = 200;
x10.up = 200;
x11.up = 200;
x12.up = 200;
x13.up = 200;
x14.up = 200;
x15.up = 200;
x16.up = 200;
x17.up = 200;
* set non default levels
x1.l = -8;
x2.l = -8;
x4.l = 1;
* 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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