# bilevel2.mod QQR2-MN-32-18 # 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 10 # Number of variables: 20 + 12 slacks # Number of constraints: 17 # Nonlinear complementarity constraint set I := 1..4; param ubx {I}; # upper bounds on x var x {i in I} >= 0, <= ubx[i]; var y{I}; var l{1..12} >= 0; # Multipliers minimize f: - (200 - y[1] - y[3])*(y[1] + y[3]) - (160 - y[2] - y[4])*(y[2] + y[4]); subject to l1: x[1] + x[2] + x[3] + x[4] <= 40; F1: 0 = y[1] - 4 - ( - 0.4*l[1] - 0.6*l[2] + l[3] - l[4]); F2: 0 = y[2] - 13 - ( - 0.7*l[1] - 0.3*l[2] + l[5] - l[6]); F3: 0 = y[3] - 35 - ( - 0.4*l[7] - 0.6*l[8] + l[9] - l[10]); F4: 0 = y[4] - 2 - ( - 0.7*l[7] - 0.3*l[8] + l[11] - l[12]); g1: 0 <= x[1] - 0.4*y[1] - 0.7*y[2] complements l[1] >= 0; g2: 0 <= x[2] - 0.6*y[1] - 0.3*y[2] complements l[2] >= 0; g3: 0 <= y[1] complements l[3] >= 0; g4: 0 <= - y[1] + 20 complements l[4] >= 0; g5: 0 <= y[2] complements l[5] >= 0; g6: 0 <= - y[2] + 20 complements l[6] >= 0; g7: 0 <= x[3] - 0.4*y[3] - 0.7*y[4] complements l[7] >= 0; g8: 0 <= x[4] - 0.6*y[3] - 0.3*y[4] complements l[8] >= 0; g9: 0 <= y[3] complements l[9] >= 0; g10: 0 <= - y[3] + 40 complements l[10] >= 0; g11: 0 <= y[4] complements l[11] >= 0; g12: 0 <= -y[4] + 40 complements l[12] >= 0; data; param: ubx, x := 1 10 5 2 5 5 3 15 15 4 20 15;