# bilevel3.mod QQR2-MN-16-12 # 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 11 # Number of variables: 12 # Number of constraints: 11 # Nonlinear complementarity constraint var x{1..2} >= 0; var y{1..6}; var l{1..4}; # Multipliers minimize f: - x[1]^2 - 3*x[2] - 4*y[1] + y[2]^2; subject to c1: x[1]^2 + 2*x[2] <= 4; F1: 0 = 2*y[1] + 2*y[3] - 3*y[4] - y[5]; F2: 0 = - 5 - y[3] + 4*y[4] - y[6]; F3: 0 = x[1]^2 - 2*x[1] + x[2]^2 - 2*y[1] + y[2] + 3 - ( l[1] ); F4: 0 = x[2] + 3*y[1] - 4*y[2] - 4 - ( l[2] ); F5: 0 = y[1] - ( l[3] ); F6: 0 = y[2] - ( l[4] ); g1: 0 <= l[1] complements y[3] >= 0; g2: 0 <= l[2] complements y[4] >= 0; g3: 0 <= l[3] complements y[5] >= 0; g4: 0 <= l[4] complements y[6] >= 0; data; let x[1] := 0; let x[2] := 2;