qcp10.gms : Test for QCP correctness

Description

There was a bug in the QP code which should be fixed with GAMS 23.9.4. This
was used to reproduce the problem.

Contributor: Michael Bussieck


Small Model of Type : QCP


Category : GAMS Test library


Main file : qcp10.gms

$title Test for QCP correctness (QCP10,SEQ=580)

$onText
There was a bug in the QP code which should be fixed with GAMS 23.9.4. This
was used to reproduce the problem.

Contributor: Michael Bussieck
$offText

$if not set TESTTOL $set TESTTOL 1e-6

variables z,x,y;
positive variables x,y;
equation e1,e2;
e1.. z =g= x*x+y;
e2.. x+y =g= 1;
model m /all/;

solve m minimizing z using qcp;
abort$(abs(z.l-0.75)>%TESTTOL%) 'Wrong solution';