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## three.gms:

#### Reference:

• Dirkse, S P, and Ferris, M C, Modeling and Solution Environments for MPEC: GAMS and MATLAB. In Fukushima, M, and Qi, L, Eds, Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods. Kluwer Academic Publishers, 1999, pp. 127-148.
• Original source: Three model from MPECLIB

Point:

* MPEC written by GAMS Convert at 11/06/01 17:02:14 * * Equation counts * Total E G L N X * 4 1 1 2 0 0 * * Variable counts * x b i s1s s2s sc si * Total cont binary integer sos1 sos2 scont sint * 3 3 0 0 0 0 0 0 * FX 0 0 0 0 0 0 0 0 * * Nonzero counts * Total const NL DLL * 8 2 6 0 * * Solve m using MPEC minimizing objvar; Variables objvar,x2,x3; Equations e1,e2,e3,e4; e1.. - sqr(x2 - x3 - 1) + objvar =E= 0; e2.. sqr(x2) =L= 2; e3.. sqr(x2 - 1) + sqr(x3 - 1) =L= 3; e4.. - sqr(x2) + x3 =G= -1; * set non default bounds x2.lo = -1; x2.up = 2; * set non default levels * set non default marginals Model m / e1,e2,e3,e4.x3 /; m.limrow=0; m.limcol=0; \$if NOT '%gams.u1%' == '' \$include '%gams.u1%' Solve m using MPEC minimizing objvar;