Description

This model compares three alternative EMP variational inequality formulations
with the corresponding complementarity problems

Contributor: Steven Dirkse and Jan-H. Jagla , January 2009

Small Model of Type : GAMS

Category : GAMS Test library

Main file : empvi03.gms

$title Compares alternative EMP-VI models (EMPVI03,SEQ=425)

$onText

This model compares three alternative EMP variational inequality formulations
with the corresponding complementarity problems

Contributor: Steven Dirkse and Jan-H. Jagla , January 2009

$offText


$onText
Example showing how to write a VI as an MCP
We want to write the VI using EMP to avoid manual translation to MCP
We use the definitions of VI and MCP from pages 4-6 of the Dirkse Ph.D. thesis
$offText
positive variables x, y;
free variable t 'alternate way to specify feasible region';
t.up = 1;
equations
  fx        'defines VI-function, perp to x'
  fy        'defines VI-function, perp to y'
  g1        'defines feasible region'
  g2        'negative of g1'
  g3        'alternate way to write g1 - must also handle this'
  ;

fx..     1 =N= 0;
fy..    -2 =N= 0;
g1..     x + y =L= 1;
g2..    -x - y =G= -1;
g3..     x + y - t =E= 0;

model vi1 / fx, fy, g1 /;
model vi2 / fx, fy, g2 /;
model vi3 / fx, fy, g3 /;

* complementarity pairs for vi1, vi2 and vi3
file myinfo / '%emp.info%' /;
putclose myinfo 'vi' / '  fx x' / '  fy y';

negative variable u1;
positive variable u2;
free variable     v3;
equations
  fx1       'augmented fx in 1st formulation'
  fy1       'augmented fy in 1st formulation'
  fx2       'augmented fx in 2nd formulation'
  fy2       'augmented fy in 2nd formulation'
  fx3       'augmented fx in 3rd formulation'
  fy3       'augmented fy in 3rd formulation'
  ft        'zero function'
  ;

fx1..  1 - u1 =N= 0;
fy1.. -2 - u1 =N= 0;
fx2..  1 + u2 =N= 0;
fy2.. -2 + u2 =N= 0;
fx3..  1 - v3 =N= 0;
fy3.. -2 - v3 =N= 0;
ft ..  0 + v3 =N= 0;

model mcp1 'MCP version of vi1' / fx1.x, fy1.y, g1.u1 /;
model mcp2 'MCP version of vi2' / fx2.x, fy2.y, g2.u2 /;
model mcp3 'MCP version of vi3' / fx3.x, fy3.y, ft.t, g3.v3 /;

solve mcp1 using mcp;
vi1.iterlim = 0;
solve vi1 using emp;
abort$[vi1.objVal > 1e-6] 'Input for model vi1 should be optimal, was not';

solve mcp2 using mcp;
vi2.iterlim = 0;
solve vi2 using emp;
abort$[vi2.objVal > 1e-6] 'Input for model vi2 should be optimal, was not';

solve mcp3 using mcp;
vi3.iterlim = 0;
solve vi3 using emp;
abort$[vi3.objVal > 1e-6] 'Input for model vi3 should be optimal, was not';