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outrata31.gms:

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* MPEC written by GAMS Convert at 11/06/01 17:02:09 * * Equation counts * Total E G L N X * 5 1 4 0 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 6 6 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 17 7 10 0 * * Solve m using MPEC minimizing objvar; Variables objvar,x2,x3,x4,x5,x6; Positive Variables x2,x3,x4,x5,x6; Equations e1,e2,e3,e4,e5; e1.. - 0.5*(POWER(x2 - 3,2) + POWER(x3 - 4,2)) + objvar =E= 0; e2.. (1 + 0.2*x6)*x2 - 1.333*x6 + 2*x2*x5 - 0.333*x4 =G= 1; e3.. (1 + 0.1*x6)*x3 - x6 + 2*x3*x5 + x4 =G= 0; e4.. 0.333*x2 - x3 - 0.1*x6 =G= -1; e5.. (-POWER(x2,2)) - POWER(x3,2) + 0.1*x6 =G= -9; * set non default bounds x6.up = 10; * set non default levels * set non default marginals Model m / e1,e2.x2,e3.x3,e4.x4,e5.x5 /; m.limrow=0; m.limcol=0; $if NOT '%gams.u1%' == '' $include '%gams.u1%' Solve m using MPEC minimizing objvar;