* Test problem 9.3.6 in the Test Collection Book * Test problem 9.2.5 in the web page * Test problem from Clark and Westerberg 1990a SET i /1*3/; PARAMETER bigu; bigu = 10; VARIABLES y, z; POSITIVE VARIABLES x, s(i), lb(i); EQUATIONS ob, c1, c2, c3, cs(i), kt1; * Outer Objective function ob.. (x-3)*(x-3) + (y-2)*(y-2) =e= z; * Inner Problem Constraints c1.. -2*x + y + s('1') =e= 1; c2.. x - 2*y + s('2') =e= 2; c3.. x + 2*y + s('3') =e= 14; *c4.. -y + s('4') =e= 0; * KKT conditions for the inner problem optimum kt1.. 2*(y-5) + lb('1') - 2*lb('2') + 2*lb('3') =e= 0; * Complementarity Constraints cs(i).. s(i)*lb(i) =e= 0; x.up = 8; MODEL CW90/ALL/; SOLVE CW90 USING NLP MINIMIZING z;