Description

Small Model of Type : GAMS

Category : GAMS Test library

Main file : lindgl01.gms

$TITLE 'LINDOGLOBAL test suite - lindoglobal as subsolver' (LINDGL01,SEQ=339)

variable f, x1, x2, y1, y2;
positive variable y1;
y2.lo = -1;
y2.up = 1;

equations cost, g, h1, h2;

cost.. f =E= x1 + x2;
   g.. sqr(x1) + sqr(x2) =L= 1;
  h1.. x1 =G= y1 - y2 + 1;
  h2.. x1 + y2 =N= 0;

* declare h and y complementary
model example / cost, g, h1.y1, h2.y2/;

option mpec= nlpec;
option dnlp=lindoglobal;
solve example using mpec min f;