* Test problem 9.3.3 in the Test Collection Book * Test problem 9.2.2 in the web page * Test problem from Visweswaran etal 1996 * Originally from Shimizu Aiyoshi 81 SET i /1*4/; PARAMETER bigu; bigu = 40; VARIABLES z; POSITIVE VARIABLES x, y, s(i), lb(i); EQUATIONS ob, o1, o2, o3, c1, c2, c3, cs(i), kt1; * Outer Objective function ob.. x*x + (y-10)*(y-10) =e= z; * Outer Problem Constraints o1.. x =l= 15; o2.. - x + y =l= 0; o3.. - x =l= 0; * Inner Problem Constraints c1.. x + y + s('1') =e= 20; c2.. - y + s('2') =e= 0; c3.. y + s('3') =e= 20; * KKT conditions for the inner problem optimum kt1.. 2*(x + 2*y - 30) + lb('1') - lb('2') + lb('3') =e= 0; * Complementarity Constraints cs(i).. s(i)*lb(i) =e= 0; s.up(i) = 20; lb.up(i) = 20; MODEL VISHY/ALL/; SOLVE VISHY USING NLP MINIMIZING z;