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ex9_1_2.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.
• Liu, Y H, and Hart, S M, Characterizing an Optimal Solution to the Linear Bilevel Programming Problem. European Journal of Operational Research 79 (1994), 164-166.
• Original source: Global Model of Chapter 9 ex9.1.2.gms from Floudas e.a. Test Problems

Point: p1
Best known point: p1 with value -16.0000

* NLP written by GAMS Convert at 07/19/01 13:40:18 * * 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 * 26 18 8 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.. - objvar - x2 - 3*x3 =E= 0; e2.. - x2 + x3 + x4 =E= 3; e3.. x2 + 2*x3 + x5 =E= 12; e4.. 4*x2 - x3 + x6 =E= 12; e5.. - x3 + x7 =E= 0; e6.. x8*x4 =E= 0; e7.. x9*x5 =E= 0; e8.. x10*x6 =E= 0; e9.. x11*x7 =E= 0; e10.. x8 + 2*x9 - x10 - x11 =E= -1; * set non default bounds * 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;