# ex9.2.5.mod QLR-AY-NLP-8-7-3 # AMPL coding by Sven Leyffer, Apr. 2001, # From Nonconvex Optimization and its Applications, Volume 33 # Kluwer Academic Publishers, Dordrecht, Hardbound, ISBN 0-7923-5801-5 # (see also titan.princeton.edu/TestProblems/) # # 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; var y; var x >= 0, <= 8; var s{I} >= 0; var l{I} >= 0; # ... Outer Objective function minimize ob: (x-3)*(x-3) + (y-2)*(y-2); subject to # ... Inner Problem Constraints c1: -2*x + y + s[1] = 1; c2: x - 2*y + s[2] = 2; c3: x + 2*y + s[3] = 14; # ... KKT conditions for the inner problem optimum kt1: 2*(y-5) + l[1] - 2*l[2] + 2*l[3] = 0; compl{i in I}: 0 <= l[i] complements s[i] >= 0;