Description

Example from Chapter 7, example 7.4, page 281

Conejo A J, Castillo E, Minguez R, and Garcia-Bertrand R, Decomposition
Techniques in Mathematical Programming, Springer, Berlin, 2006.

Contributor: Jan-H. Jagla, January 2009

Small Model of Type : BP

Category : GAMS EMP library

Main file : ccmg74.gms

$title Bilevel Programs in Engineering Example 7.4 (CCMG74,11)

$ontext
Example from Chapter 7, example 7.4, page 281

Conejo A J, Castillo E, Minguez R, and Garcia-Bertrand R, Decomposition
Techniques in Mathematical Programming, Springer, Berlin, 2006.

Contributor: Jan-H. Jagla, January 2009

$offtext

*The reported solution is
scalar x_l /   1/
       y_l /   6/
       tol /1e-6/;

*-------------------------------------------------------------------------------
* Prepare reporting and comparison of different solutions

Parameter rep comparison;
sets
   enames     / defobj,e1,f2*f5 /
   vnames     / obj,x,y  /
   evnames    / set.enames,set.vnames /
* This model has a dual degeneracy, so we cannot test for the marginals reliably
   suf        / l /;


$gdxout "%gams.scrdir%repsets.%gams.scrext%"
$unload evnames suf
$gdxout

$onecho > "%gams.scrdir%repmaker.%gams.scrext%"
set evnames, suf;
$gdxin "%gams.scrdir%repsets.%gams.scrext%"
$load evnames suf

file fx /"%gams.scrdir%report.%gams.scrext%"/; put fx;
loop((evnames,suf),
$escape =
  put "rep('" evnames.te(evnames) "','" suf.te(suf) "','%=1')"
  put " = " evnames.te(evnames) "." suf.te(suf) ";" /;
$escape %
);
$offecho

$call gams "%gams.scrdir%repmaker.%gams.scrext%" lo=0
*-------------------------------------------------------------------------------
* The Models

variables obj,x,y; positive variable m1,m2;
equation defobj,e1,f2,f3,f4,f5; equations a1,a2,a3;

defobj.. obj =e= 4*y - x;
e1.. y + 2*x =l= 8;
f2.. y =g= 0;
f3.. y + x =g= 7;
f4.. x =g= 0;
f5.. x =l= 4;
a1.. -1 - m1 + m2 =e= 0;
a2.. -y*m1 =e= 0;
a3.. (y+x-7)*m2 =e= 0;

model book / defobj,e1,f2,f3,f4,f5,a1,a2,a3/
      emp1 / defobj,e1,f2,f3,f4,f5 /
      emp2 / defobj,e1   ,f3 /;

*Solve model as given in paper
solve book us nlp min obj;
$batinclude "%gams.scrdir%report.%gams.scrext%" book

*Solve with EMP
File emp extended MP info file handle / '%emp.info%' / ;
putclose emp '* without simple bounds' / 'bilevel x max y f2 f3';
solve emp1 us emp min obj;
abort$(emp1.solvestat <> %SOLVESTAT.NORMAL COMPLETION%) 'EMP has solver status <> 1';
$batinclude "%gams.scrdir%report.%gams.scrext%" emp

*Solve with EMP using simple bounds instead of explicit constraints
x.lo = 0; x.up = 4; y.lo = 0;
putclose emp '* with simple bounds' / 'bilevel x max y f3';
solve emp2 us emp min obj;
abort$(emp2.solvestat <> %SOLVESTAT.NORMAL COMPLETION%) 'EMP with simple bounds has solver status <> 1';
$batinclude "%gams.scrdir%report.%gams.scrext%" simpleemp

*-------------------------------------------------------------------------------
*Reporting Differences

rep(evnames,suf,'book-emp') = abs(rep(evnames,suf,'book')
                                    - rep(evnames,suf,'emp'));
rep(evnames,suf,'book-emp')$(rep(evnames,suf,'book-emp') < 1e-5) = 0;

rep(evnames,suf,'book-simpleemp') = abs(rep(evnames,suf,'book')
                                    - rep(evnames,suf,'simpleemp'));
rep(evnames,suf,'book-simpleemp')$(rep(evnames,suf,'book-simpleemp') < 1e-5) = 0;

display rep;

abort$sum((evnames,suf),rep(evnames,suf,'book-emp')) 'Solutions of book model and EMP are different';
abort$sum((evnames,suf),rep(evnames,suf,'book-simpleemp')) 'Solutions of book model and EMP with simple bound are different';

abort$(  (abs(x.l - x_l ) > tol)
      or (abs(y.l - y_l ) > tol) ) 'Reported solution not found';