ex9_2_7.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 ex9.2.7.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 17.0000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:22
*
* Equation counts
* Total E G L N X
* 10 10 0 0 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
* 28 18 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;
e1.. (x2 - 5)*(x2 - 5) + (1 + 2*x3)*(1 + 2*x3) - objvar =E= 0;
e2.. - 3*x2 + x3 + x4 =E= -3;
e3.. x2 - 0.5*x3 + x5 =E= 4;
e4.. x2 + x3 + x6 =E= 7;
e5.. - x3 + x7 =E= 0;
e6.. x4*x8 =E= 0;
e7.. x5*x9 =E= 0;
e8.. x6*x10 =E= 0;
e9.. x7*x11 =E= 0;
e10.. - 1.5*x2 + 2*x3 + x8 - 0.5*x9 + x10 - x11 =E= 2;
* 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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