Description

Example from Chapter 8, example 8.7.1, page 358

John F. Bard, Practical Bilevel Optimization: Algorithms and Applications,
Kluwer Academic Publishers, Dordrecht, 1998.

Contributor: Jan-H. Jagla, January 2009

Small Model of Type : BP

Category : GAMS EMP library

Main file : bard871.gms

$title Practical Bilevel Optimization Example 8.7.1 (BARD871,SEQ=8)

$ontext
Example from Chapter 8, example 8.7.1, page 358

John F. Bard, Practical Bilevel Optimization: Algorithms and Applications,
Kluwer Academic Publishers, Dordrecht, 1998.

Contributor: Jan-H. Jagla, January 2009

$offtext

*The reported solution is
scalar x_l /11.25/
       y_l /    5/
       tol / 1e-3/;

positive variables x,y; variables objout,objin;
equations defout,defin,e1,e2;

defout.. objout =e= 16*sqr(x) + 9*sqr(y);
defin..  objin  =e= power(x+y-20,4);

e1.. -4*x + y =l= 0;
e2..  4*x + y =l= 50;

model bard / all /;

$echo bilevel x min objin y defin e2 > "%emp.info%"

*Start from reported solution
x.l = x_l ;
y.l = y_l;

solve bard us emp min objout;

abort$(  (abs(x.l - x_l ) > tol)
      or (abs(y.l - y_l ) > tol) ) 'Deviated from known solution';