* Test problem 9.3.5 in the Test Collection Book * Test problem 9.2.4 in the web page * Test problem from Yezza 1996 SET i /1*2/; PARAMETER bigu; bigu = 400; VARIABLES z, lb1; POSITIVE VARIABLES x, y1, y2, s(i), lb(i); EQUATIONS ob, c1, c2, c3, cs(i), kt1, kt2; * Outer Objective function ob.. 0.5*( y1- 2)*(y1 - 2) + 0.5*(y2-2)*(y2 - 2) =e= z; * Inner Problem Constraints c1.. y1 + y2 =e= x; c2.. - y1 + s('1') =e= 0; c3.. - y2 + s('2') =e= 0; * KKT conditions for the inner problem optimum kt1.. y1 + lb1 - lb('1') =e= 0; kt2.. 1 + lb1 - lb('2') =e= 0; * Complementarity Constraints cs(i).. s(i)*lb(i) =e= 0; s.up(i) = 200; lb.up(i) = 200; MODEL YEZZA/ALL/; SOLVE YEZZA USING NLP MINIMIZING z;