Description

Contributor: Jan-H. Jagla, February 2011

Small Model of Type : GAMS

Category : GAMS Test library

Main file : empdisj4.gms

$Title Test disjunctions with negative bounds on variables (EMPDISJ4,SEQ=507)

$ontext
Contributor: Jan-H. Jagla, February 2011
$offtext

$onechoV > testm1.inc
abort$(abs(%1.objval-(-2.0))>1e-6) 'Objective value wrong [%1,%2]' , %1.objval;
abort$(abs(b.l-0.0)         >1e-6) 'b.l wrong [%1,%2]'             , b.l      ;
abort$(abs(x.l-(-2.0))      >1e-6) 'x.l wrong [%1,%2]'             , x.l      ;
$offecho

$onechoV > testm2.inc
abort$(abs(%1.objval-(-2.1))>1e-6) 'Objective value wrong [%1,%2]' , %1.objval;
abort$(abs(b.l-1.0)         >1e-6) 'b.l wrong [%1,%2]'             , b.l      ;
abort$(abs(x.l-(-1.0))      >1e-6) 'x.l wrong [%1,%2]'             , x.l      ;
$offecho

variable z,x;
binary variable b;
equation obj1,obj2,e1,e2;

obj1.. z =e= -0.9*b + x;
obj2.. z =e= -1.1*b + x;
e1.. x =g= -1;

x.lo = -2;

$onecho > jams.opt
Filename mymodel.gms
Dict mydoc.txt
$offecho

model m1  / obj1,e1 /; m1.optcr=0; m1.optfile=1;
model m2  / obj2,e1 /; m2.optcr=0; m2.optfile=1;

* Test with ConvexHull (default reformulation)
execute 'echo disjunction chull b e1 > "%emp.info%"';
solve m1 us emp min z;
$batinclude testm1.inc m1 CHull
solve m2 us emp min z;
$batinclude testm2.inc m2 CHull

* Test with bigM
execute 'echo disjunction bigM b e1 > "%emp.info%"';
solve m1 us emp min z;
$batinclude testm1.inc m1 BigM
solve m2 us emp min z;
$batinclude testm2.inc m2 BigM

$IF not SOLVER cplex $GOTO SCIP
* Test with Indicators and CPLEX
option mip=cplex;
execute 'echo disjunction indic b e1 > "%emp.info%"';
solve m1 us emp min z;
$batinclude testm1.inc m1 Indic
solve m2 us emp min z;
$batinclude testm2.inc m2 Indic

$LABEL SCIP
$IF not SOLVER scip $GOTO XPRESS
* Test with Indicators and SCIP
option mip=scip;
execute 'echo disjunction indic b e1 > "%emp.info%"';
solve m1 us emp min z;
$batinclude testm1.inc m1 Indic
solve m2 us emp min z;
$batinclude testm2.inc m2 Indic

$LABEL XPRESS
$IF not SOLVER xpress $GOTO DONE
* Test with Indicators and XPRESS
option mip=xpress;
execute 'echo disjunction indic b e1 > "%emp.info%"';
solve m1 us emp min z;
$batinclude testm1.inc m1 Indic
solve m2 us emp min z;
$batinclude testm2.inc m2 Indic

$LABEL DONE