File : qpdata.inc used by : vi_equil.gms [html] vi_mcp.gms [html]
$onText
Data for QP with unique solution
The problem is set up so:
- g_1 is binding and g_2 is not
- x_2.up and x_3.lo are are binding
- x_1 and x_4 are basic/superbasic at solution
$offText
set j / j1 * j4 /;
set i / i1 * i2 /;
alias(j,jj);
parameters
c(j) /
j1 4
j2 -9
j3 6
j4 2
/
b(i) /
i1 1
i2 1
/;
table Q(j,jj)
j1 j2 j3 j4
j1 4 -2 -1 -1
j2 -2 4 -2 -1
j3 -1 -2 4 -2
j4 -1 -1 -2 4
;
table A(i,j)
j1 j2 j3 j4
i1 1 1
i2 1 1 1
;
positive variable x(j);
free variable z;
equation g(i), o;
g(i) .. sum {j, A(i,j)*x(j)} =G= b(i);
o .. 0.5 * sum {j, x(j)*sum{jj, Q(j,jj)*x(jj)}} + sum{j, c(j)*x(j)} =E= z;
x.up(j) = 20;
x.up('j2') = 2;
model mqp / g, o /;
* solve mqp using nlp min z;