Description

This model shows that a VI with no constraint set is equivalent to an MCP
(models viMCP and mcp1) and shows that by introducing multipliers on the VI
constraints (g) in the model vi, we can formulate an equivalent MCP (mcp2)

Note the two forms of the syntax for the empinfo file.  In the first case we
use the full form, whereas in the second case we use the "vectorized" form.

Contributor: Michael C. Ferris, February 2011

Small Model of Type : VI

Category : GAMS EMP library

Main file : simplevi3.gms

$Title Another simple VI example (SIMPLEVI3,SEQ=62)

$ontext
This model shows that a VI with no constraint set is equivalent to an MCP
(models viMCP and mcp1) and shows that by introducing multipliers on the VI
constraints (g) in the model vi, we can formulate an equivalent MCP (mcp2)

Note the two forms of the syntax for the empinfo file.  In the first case we
use the full form, whereas in the second case we use the "vectorized" form.

Contributor: Michael C. Ferris, February 2011
$offtext

set I / 1 * 2 /;

$macro FUN(I) ord(I)*(x(I) - 1) + 1.5

positive variables x(I);
equations f(I), g;

f(I)..  FUN(I) =N= 0;
g..     sum {I, x(I)} =G= 1;

model viMCP / f /;
model vi    / f, g /;

file myinfo / '%emp.info%' /;
put myinfo 'vi';
loop{I,
  put / f(I) x(I);
};
putclose;

solve viMCP using emp;

model mcp1 'MCP version of viMCP' / f.x /;
solve mcp1 using mcp;

put myinfo;
putclose 'vi f x g';

solve vi    using emp;

positive variable u;
equation f2(I) 'MCP version of vi';

f2(I)..  FUN(I) - u =N= 0;

model mcp2 'MCP version of vi'    / f2.x, g.u /;
solve mcp2 using mcp;