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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

* 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;