ex9_2_4.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.
- Yezza, A, First-Order Necessary Optimality Conditions for General Bilevel Programming Problems. Journal of Optimization Theory and Applications 89 (1996), 189-219.
- Original source: Global Model of Chapter 9 ex9.2.4.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 0.5000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:21
*
* Equation counts
* Total E G L N X
* 8 8 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 9 9 0 0 0 0 0 0
* FX 0 0 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 19 13 6 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9;
Positive Variables x3,x4,x5,x6,x7,x8,x9;
Equations e1,e2,e3,e4,e5,e6,e7,e8;
e1.. (0.5*x4 - 1)*(x4 - 2) + (0.5*x5 - 1)*(x5 - 2) - objvar =E= 0;
e2.. - x3 + x4 + x5 =E= 0;
e3.. - x4 + x6 =E= 0;
e4.. - x5 + x7 =E= 0;
e5.. x6*x8 =E= 0;
e6.. x7*x9 =E= 0;
e7.. x2 + x4 - x8 =E= 0;
e8.. x2 - x9 =E= -1;
* set non default bounds
x6.up = 200;
x7.up = 200;
x8.up = 200;
x9.up = 200;
* 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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