# bilevel1m.mod QQR2-MN-8-7 # Original AMPL coding by Sven Leyffer, University of Dundee # An MPEC from F. Facchinei, H. Jiang and L. Qi, A smoothing method for # mathematical programs with equilibrium constraints, Universita di Roma # Technical report, 03.96. Problem number 7 # Number of variables: 8 # Number of constraints: 7 var x{1..2} >= 0, <= 50; var y{1..2}; var l{1..4}; # Multipliers minimize f: 2*x[1] + 2*x[2] - 3*y[1] - 3*y[2] - 60; subject to c1: x[1] + x[2] + y[1] - 2*y[2] - 40 <= 0; F1: 0 = 2*y[1] - 2*x[1] + 40 - (l[1] - 2*l[3]); F2: 0 = 2*y[2] - 2*x[2] + 40 - (l[2] - 2*l[4]); m1: -10 <= y[1] <= 20 complements l[1]; m2: -10 <= y[2] <= 20 complements l[2]; g5: 0 <= x[1] - 2*y[1] - 10 complements l[3] >= 0; g6: 0 <= x[2] - 2*y[2] - 10 complements l[4] >= 0;