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ex9_1_3m.gms:

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* MPEC written by GAMS Convert at 11/06/01 17:02:05 * * Equation counts * Total E G L N X * 7 1 6 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 objvar,x2,x3,x4,x5,x6,x7,x8,x9; Positive Variables x2,x3,x4,x5,x6,x7,x8,x9; Equations e1,e2,e3,e4,e5,e6,e7; e1.. - objvar - 8*x2 - 4*x3 =E= 40; e2.. x4 - x5 - x6 =G= -1; e3.. - 2*x2 + x4 - 2*x5 + 0.5*x6 =G= -1; e4.. - 2*x3 - 2*x4 + x5 + 0.5*x6 =G= -1; e5.. - x7 - x8 + 2*x9 =G= -1; e6.. x7 + 2*x8 - x9 =G= -1; e7.. x7 - 0.5*x8 - 0.5*x9 =G= -2; * set non default bounds * set non default levels * set non default marginals Model m / e1,e2.x7,e3.x8,e4.x9,e5.x4,e6.x5,e7.x6 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;