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ex9_1_1m.gms:

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* MPEC written by GAMS Convert at 11/06/01 17:02:03 * * Equation counts * Total E G L N X * 8 3 5 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 9 9 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 23 23 0 0 * * Solve m using MPEC minimizing objvar; Variables x1,x2,objvar,x4,x5,x6,x7,x8,x9; Positive Variables x4,x5,x6,x7,x8,x9; Equations e1,e2,e3,e4,e5,e6,e7,e8; e1.. - 3*x1 + 2*x2 - objvar - x4 =E= 0; e2.. - x1 - 4*x2 + 2*x4 =G= -16; e3.. - 3*x1 + 2*x2 - 8*x4 =G= -48; e4.. - x1 + 3*x2 + 2*x4 =G= 12; e5.. x1 =G= 0; e6.. - x1 =G= -4; e7.. x5 + 3*x6 + x7 - x8 + x9 =E= 1; e8.. 4*x5 - 2*x6 - 3*x7 =E= 0; * set non default bounds * set non default levels * set non default marginals Model m / e1,e2.x5,e3.x6,e4.x7,e5.x8,e6.x9,e7.x1,e8.x2 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;