* Test problem 10.2.7 in the web page * Section 10.3.8 in test problem collection * Test problem from MCPLIB SET J Process /1*10/; SET I Capital Good /1*2/; SET K Resources /1*2/; TABLE A(I,J) Capital Input Matrix 1 2 3 4 5 6 7 8 9 10 1 2 2 2 2 2 2 2 2 2 2 2 3 3 2 2 1 1 1 0.5 1 0.5; TABLE B(I,J) Capital Output Matrix 1 2 3 4 5 6 7 8 9 10 1 1.5 1.5 1.5 1.5 1.5 1.5 4 3 1.5 1.5 2 2.7 2.7 1.8 1.8 0.9 0.9 0.9 0.4 2 1.5; TABLE C(K,J) Resource Input Matrix 1 2 3 4 5 6 7 8 9 10 1 1 1 1 1 1 1 1 1 1 1 2 0.5 1.5 1.5 0.5 0.5 1.5 1.5 0.5 0.5 1.5; PARAMETER alpha Discount Factor; alpha = 0.7; PARAMETER w(K) Constant on the Resources Available/ 1 0.8 2 0.8/; PARAMETER p; p = 0.2; POSITIVE VARIABLES x(J),y(I),u(K); EQUATIONS f(J), f7(I), f8(K); f(J).. - ( p*( x('1') + 2.5*x('2') )**(p-1) *((2.5*x('3') + x('4') )**p)*(( 2*x('5') + 3*x('6') )**p))$(ord(J) eq 1) - ( p*2.5*(( x('1') + 2.5*x('2'))**(p-1))*((2.5*x('3') + x('4') )**p)*((2*x('5') + 3*x('6'))**p))$(ord(J) eq 2) - ( p*2.5*(( x('1')+2.5*x('2'))**p)*((2.5*x('3') + x('4'))**(p-1))*((2*x('5') + 3*x('6'))**p))$(ord(J) eq 3) - ( p*(( x('1') +2.5*x('2'))**p)*((2.5*x('3') + x('4'))**(p-1))*((2*x('5') + 3*x('6'))**p))$(ord(J) eq 4) - ( p*2*(( x('1') +2.5*x('2'))**p)*((2.5*x('3') + x('4'))**p)*((2*x('5') + 3*x('6'))**(p-1)))$(ord(J) eq 5) - ( p*3*(( x('1') +2.5*x('2'))**p)*((2.5*x('3') + x('4'))**p)*((2*x('5') + 3*x('6'))**(p-1)))$(ord(J) eq 6) + sum(I, ( A(I,J) - alpha*B(I,J) )*y(I)) + sum(K, C(K,J)*u(K)) =g= 0; f7(I).. sum(J, (B(I,J) - A(I,J))*x(J)) =g= 0; f8(K).. -sum(J, C(K,J)*x(J)) + w(K) =g= 0; MODEL HANKO /f.x, f7.y, f8.u/; *Option limrow = 0; *option limcol = 0; *Option iterlim = 2000; *Option reslim = 120; *Option domlim = 100; x.lo(J) = 2.0e-05; SOLVE HANKO using mcp; x.lo(J) = 0; SOLVE HANKO using mcp