Reference

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

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

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For more details please refer to Chapter 2 (Gcode2.2), of the following book:
Soroudi, Alireza. Power System Optimization Modeling in GAMS. Springer, 2017.
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Model type: LP
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Contributed by
Dr. Alireza Soroudi
IEEE Senior Member
email: alireza.soroudi@gmail.com
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
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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;