Description
Example of max_x x st x+y <= 1, x >=0 with external constraint -3x + y = 0.5 (perpendicular to y free) This is modeled as an equlibrium problem with two agents, one an optimizer, the other solving a VI. Contributor: Michael Ferris, February 2011
Small Model of Type : EQUIL
Category : GAMS EMP library
Main file : simpequil2.gms
$title Simple Equilibrium with external constraint (SIMPEQUIL2,SEQ=63)
$onText
Example of max_x x st x+y <= 1, x >=0
with external constraint
-3x + y = 0.5 (perpendicular to y free)
This is modeled as an equlibrium problem with two agents,
one an optimizer, the other solving a VI.
Contributor: Michael Ferris, February 2011
$offText
option limrow=0, limcol = 0;
variables y;
positive variables x;
equations optcons, vicons;
optcons.. x + y =l= 1;
vicons.. -3*x + y =e= 0.5;
model comp / optcons, vicons /;
file info / '%emp.info%' /;
put info / 'equilibrium';
put / 'max x optcons';
putclose / 'vi vicons y';
solve comp using emp;