BoundaryLP : Simple linear programming model for determination of boundary values of an objective function

Reference

  • Alireza Soroudi, Power System Optimization Modelling in GAMS, Model BoundaryLP (Gcode2.2) in chapter Simple Examples in GAMS, 2017

Category : GAMS PSOPT library


Mainfile : BoundaryLP.gms

$title Simple linear programming model for determination of boundary values of an objective function

$onText
For more details please refer to Chapter 2 (Gcode2.2), of the following book:
Soroudi, Alireza. Power System Optimization Modeling in GAMS. Springer, 2017.
--------------------------------------------------------------------------------
Model type: LP
--------------------------------------------------------------------------------
Contributed by
Dr. Alireza Soroudi
IEEE Senior Member
email: 
We do request that publications derived from the use of the developed GAMS code
explicitly acknowledge that fact by citing
Soroudi, Alireza. Power System Optimization Modeling in GAMS. Springer, 2017.
DOI: doi.org/10.1007/978-3-319-62350-4
$offText

Variable x1, x2, x3, of;
Equation eq1, eq2, eq3, eq4;

eq1.. x1 + 2*x2        =l= 3;
eq2..        x2 +   x3 =l= 2;
eq3.. x1 +   x2 +   x3 =e= 4;
eq4.. x1 + 2*x2 - 3*x3 =e= of;

Model LP1 / all /;

x1.lo = 0; x1.up = 5;
x2.lo = 0; x2.up = 3;
x3.lo = 0; x3.up = 2;

solve LP1 using lp maximizing of;
display x1.l, x2.l, x3.l, of.l;

solve LP1 using lp minimizing of;
display x1.l, x2.l, x3.l, of.l;