ex9_2_6.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.
- Falk, J E, and Liu, J, On Bilevel Programming, Part i: General Nonlinear Cases. Mathematical Programming 70 (1995), 47.
- Original source: Global Model of Chapter 8 ex9.2.6.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value -1.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:22
*
* Equation counts
* Total E G L N X
* 13 13 0 0 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
* 33 17 16 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7,x8,x9,x10,x11,x12,x13,x14,x15,x16,x17;
Positive Variables x2,x3,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;
e1.. x2*x2 - 2*x2 + x3*x3 - 2*x3 + x4*x4 + x5*x5 - objvar =E= 0;
e2.. - x4 + x6 =E= -0.5;
e3.. - x5 + x7 =E= -0.5;
e4.. x4 + x8 =E= 1.5;
e5.. x5 + x9 =E= 1.5;
e6.. x6*x12 =E= 0;
e7.. x7*x13 =E= 0;
e8.. x8*x14 =E= 0;
e9.. x9*x15 =E= 0;
e10.. x10*x16 =E= 0;
e11.. x11*x17 =E= 0;
e12.. - 2*x2 + 2*x4 - x12 + x14 =E= 0;
e13.. - 2*x3 + 2*x5 - x13 + x15 =E= 0;
* set non default bounds
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
* 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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