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;