Description
Example from Chapter 5, example 5.1.1, page 197 John F. Bard, Practical Bilevel Optimization: Algorithms and Applications, Kluwer Academic Publishers, Dordrecht, 1998. Contributor: Jan-H. Jagla, January 2009
Small Model of Type : BP
Category : GAMS EMP library
Main file : bard511.gms
$title Practical Bilevel Optimization Example 5.1.1 (BARD511,SEQ=4)
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Example from Chapter 5, example 5.1.1, page 197
John F. Bard, Practical Bilevel Optimization: Algorithms and Applications,
Kluwer Academic Publishers, Dordrecht, 1998.
Contributor: Jan-H. Jagla, January 2009
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positive variables x,y; variables objout,objin;
equations defout,defin,e1,e2,e3,e4;
defout.. objout =e= x - 4*y;
defin.. objin =e= y;
e1.. - x - y =l= -3;
e2.. -2*x + y =l= 0;
e3.. 2*x + y =l= 12;
e4.. 3*x - 2*y =l= 4;
model bard / all /;
$echo bilevel x min objin y defin e1 e2 e3 e4 > "%emp.info%"
solve bard us emp min objout;
*Note: The subsolver used by EMP might not find the global solution
parameter solution(*,*);
solution('x','book') = 4; solution('x','model') = x.l;
solution('y','book') = 4; solution('y','model') = y.l;
display solution;