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kehoe2.gms:

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* MPEC written by GAMS Convert at 06/06/02 11:08:17 * * Equation counts * Total E G L N X C * 11 5 6 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 1 1 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 49 29 20 0 * * Solve m using MPEC minimizing objvar; Variables x1,x2,x3,x4,x5,x6,x7,x8,x9,x10,objvar; Positive Variables x1,x2; Equations e1,e2,e3,e4,e5,e6,e7,e8,e9,e10,e11; e1.. x3 + x4 + x5 + x6 + objvar =E= 0; e2.. - 6*x3 + x4 + 4*x5 + x6 =G= 0; e3.. x3 - 3*x4 + x5 + x6 =G= 0; e4.. - (0.52*x7/x3 + 0.86*x8/x3 + 0.5*x9/x3 + 0.06*x10/x3) + 6*x1 - x2 =N= -5; e5.. - (0.4*x7/x4 + 0.1*x8/x4 + 0.2*x9/x4 + 0.25*x10/x4) - x1 + 3*x2 =G= -5; e6.. - (0.04*x7/x5 + 0.02*x8/x5 + 0.2975*x9/x5 + 0.0025*x10/x5) - 4*x1 - x2 =G= -40; e7.. - (0.04*x7/x6 + 0.02*x8/x6 + 0.0025*x9/x6 + 0.6875*x10/x6) - x1 - x2 =G= -40; e8.. - 5*x3 + x7 =E= 0; e9.. - 5*x4 + x8 =E= 0; e10.. - 40*x5 + x9 =E= 0; e11.. - 40*x6 + x10 =E= 0; * set non default bounds x3.fx = 1; x4.lo = 0.0001; x5.lo = 0.0001; x6.lo = 0.0001; * set non default levels x4.l = 1; x5.l = 1; x6.l = 1; * set non default marginals Model m / e1,e2.x1,e3.x2,e4.x3,e5.x4,e6.x5,e7.x6,e8,e9,e10,e11 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;