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ex9_1_2m.gms:

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* MPEC written by GAMS Convert at 11/06/01 17:02:04 * * Equation counts * Total E G L N X * 6 2 4 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 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 14 14 0 0 * * Solve m using MPEC minimizing objvar; Variables x1,objvar,x3,x4,x5,x6,x7; Positive Variables x3,x4,x5,x6,x7; Equations e1,e2,e3,e4,e5,e6; e1.. - 3*x1 - objvar - x3 =E= 0; e2.. - x1 + x3 =G= -3; e3.. - 2*x1 - x3 =G= -12; e4.. x1 - 4*x3 =G= -12; e5.. x1 =G= 0; e6.. x4 + 2*x5 - x6 - x7 =E= -1; * set non default bounds * set non default levels * set non default marginals Model m / e1,e2.x4,e3.x5,e4.x6,e5.x7,e6.x1 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;