Description

This model shows how to solve an NLP as an MCP using EMP. EMP essentially
reformulates the NLP using Karush-Kuhn-Tucker (KKT) conditions.

Contributor: Michael C. Ferris, February 2011

Small Model of Type : GAMS

Category : GAMS EMP library

Main file : nlp2mcp.gms

$title nlp2mcp: Form the KKT conditions of an NLP as an MCP  (NLP2MCP,SEQ=61)

$onText
This model shows how to solve an NLP as an MCP using EMP. EMP essentially
reformulates the NLP using Karush-Kuhn-Tucker (KKT) conditions.

Contributor: Michael C. Ferris, February 2011
$offText


variables f,z; positive variables x,y;
equations g, h, defobj;

g.. x + y =l= 1;
h.. x + y - z =e= 2;
defobj.. f =e= -3*x + y;

model comp / defobj, g, h /;

file info / '%emp.info%' /;
putclose info / 'modeltype mcp';

solve comp using emp minimizing f;