empvi02.gms : Compares manual and EMP-VI models

Description

This model compares models generated by EMP with the corresponding
manually build models

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


Small Model of Type : GAMS


Category : GAMS Test library


Main file : empvi02.gms

$title Compares manual and EMP-VI models (EMPVI02,SEQ=424)

$onText

This model compares models generated by EMP with the corresponding
manually build models

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

$offText

set I / 1 * 2 /;

positive variables x(I);
positive variable u;
equations f(I), g;
equation f2(I) 'MCP version of vi';

f(I)..  ord(I) * x(I) =N= 0;
g..     sum {I, x(I)} =G= 1;
f2(I)..  ord(I) * x(I) - u =N= 0;

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

file myinfo / "%emp.info%" /;
put myinfo '* complementarity pairs for both viMCP and vi';
putclose / 'vi f x';

model mcp1 'MCP version of viMCP' / f.x /;
model mcp2 'MCP version of vi'    / f2.x, g.u /;

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

x.l(I) = 0;
solve mcp2 using mcp;
vi.iterlim = 0;
solve vi using emp;
abort$[vi.objval > 1e-6] 'Input for model vi should be optimal, was not';