Description

This example is based on exmcp1.gms.  It uses the same shared library.
We hope to introduce some interweaving of regular & external equations, and
some different types of matching.

Contributor: Steve Dirkse, Feb 2015.

Small Model of Type : GAMS

Category : GAMS Test library

Main file : exmcp6.gms

$title External Equation - Example MCP 6 (EXMCP6,SEQ=679)

$onText
  This example is based on exmcp1.gms.  It uses the same shared library.
  We hope to introduce some interweaving of regular & external equations, and
  some different types of matching.

  Contributor: Steve Dirkse, Feb 2015.
$offText

sets
  i  / i1*i14 /
  i1(i)
  i2(i)
  ;
i1(i)$[(ord(i)/card(i)) <= 0.5] = yes;
i2(i) = not i1(i);
alias (i,j);

parameter
  Q(i,i) 'Covariance Matrix'
  x0(i)  'Targets'
  ;
Q(i,j) = power(0.5, abs(ord(i)-ord(j)) );
x0(i)  = ord(i) / card(i);
display Q, x0;

variables
  x(i)
  t  / fx 1 /
  u  / fx 2 /
  v
  ;
equations
  dzdx(i)    'del z wrt x(i)',
  dzdxXA(i)  'del z wrt x(i), eXternal version'
  dzdxXB(i)  'del z wrt x(i), eXternal version'
  f, g, h
  ;

dzdx(i)..       2 * sum {j, Q(i,j) * (x(j) - x0(j)) } =e= 0;

dzdxXA(i1(i)).. sum {j, ord(j) * x(j) } =x= ord(i);

dzdxXB(i2(i)).. sum {j, ord(j) * x(j) } =x= ord(i);

f..  1.1*t + 1.2*u + 1.3*v + sum{j,x(j)} =N= 10;
g..  2.1*t + 2.2*u + 2.3*v + sum{j,x(j)} =N= 10;
h..  3.1*t + 3.2*u + 3.3*v + sum{j,x(j)} =N= 10;


model m 'standard algebra'
   / dzdx.x, f.t, g.u, h.v /;
model libexmcp1c64 'External equations'
   / f.t, dzdxXA.x, g.u, dzdxXB.x, h.v /;

x.l(j) = 0;
x.m(j) = 0;
x.lo('i1') = 0.125;
x.fx('i2') = 0.125;
x.up('i8') = 0.5;
x.fx('i9') = 0.5;

parameter
  d(j)
  xL(j) /
    i1  0.125
    i2  0.125
    i3  0.209821428571423
    i4  0.28571428571429
    i5  0.35714285714286
    i6  0.428571428571429
    i7  0.561224489795917
    i8  0.5
    i9  0.5
    i10 0.795918367346933
    i11 0.785714285714291
    i12 0.857142857142859
    i13 0.928571428571431
    i14 1
  /
  xM(j) /
    i1   .0870535714285743
    i2   .0133928571428617
    i8  -.183673469387751
    i9  -.244897959183668
  /;

solve libexmcp1c64 using mcp;
* solve m using mcp;

* $exit

execute_unload 'mcp6';
d(j) = x.l(j) - xL(j);
abort$[sum{j, abs(d(j))} > 1e-6] 'bad xL', d, x.l, xL;
d(j) = x.m(j) - xM(j);
abort$[sum{j, abs(d(j))} > 1e-6] 'bad xM', d, x.m, xM;