ex9_2_8.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 ex9.2.8.gms from Floudas e.a. Test Problems
Point:
p1
Best known point: p1 with value 1.5000
<![CDATA[
* NLP written by GAMS Convert at 07/19/01 13:40:23
*
* Equation counts
* Total E G L N X
* 6 6 0 0 0 0
*
* Variable counts
* x b i s1s s2s sc si
* Total cont binary integer sos1 sos2 scont sint
* 7 7 0 0 0 0 0 0
* FX 2 2 0 0 0 0 0 0
*
* Nonzero counts
* Total const NL DLL
* 14 8 6 0
*
* Solve m using NLP minimizing objvar;
Variables objvar,x2,x3,x4,x5,x6,x7;
Positive Variables x2,x3,x4,x5,x6,x7;
Equations e1,e2,e3,e4,e5,e6;
e1.. 3*x3 - 4*x2*x3 + 2*x2 - objvar =E= -1;
e2.. - x3 + x4 =E= 0;
e3.. x3 + x5 =E= 1;
e4.. x6*x4 =E= 0;
e5.. x7*x5 =E= 0;
e6.. 4*x2 - x6 + x7 =E= 1;
* set non default bounds
x2.up = 1;
x4.up = 20;
x5.up = 20;
x6.fx = 0;
x7.fx = 0;
* 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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