mcp06.gms : Test level/marginal correctness and conventions for MCP
This model illustrates and tests the convention for returning
equation/variable levels/marginals for an MCP.
Assume we have a complementarity problem defined by
model m /f.x/. The values to expect in GAMS are:
x.l: solution computed by the solver
f.l: computed as for all GAMS models (plug and chug)
x.m: f.l - f.up/f.lo (whichever is not infinity)
what if both are infinity??
f.m: x.l
AFAIK, what is illustrated here has been the accepted behavior,
consistently implemented, for quite some time.
Contributor: Steve Dirkse, June 2006
Small Model of Type: MCP
<![CDATA[
$title 'Test level/marginal correctness and conventions for MCP' (MCP06,SEQ=340)
$ontext
This model illustrates and tests the convention for returning
equation/variable levels/marginals for an MCP.
Assume we have a complementarity problem defined by
model m /f.x/. The values to expect in GAMS are:
x.l: solution computed by the solver
f.l: computed as for all GAMS models (plug and chug)
x.m: f.l - f.up/f.lo (whichever is not infinity)
what if both are infinity??
f.m: x.l
AFAIK, what is illustrated here has been the accepted behavior,
consistently implemented, for quite some time.
Contributor: Steve Dirkse, June 2006
$offtext
$if not set TESTTOL $set TESTTOL 1e-6
scalars
tol / %TESTTOL% /,
failed / 0 /;
$escape =
$echo if{%=1, display '%=1 failed', '%=2'; failed=1}; > gtest.gms
$escape %
set J / j1 * j4 /;
parameters
erhs(J) / j1 -1.0
j2 1.0
j3 -1.0
j4 1.0 /
ex_lo(J) / j3 1.0 /
ex_up(J) / j4 -1.0 /
ex_l(J) / j1 -1.0
j2 1.0
j3 1.0
j4 -1.0 /
ex_m(J) / j1 0
j2 0
j3 2.0
j4 -2.0 /
;
equations
ef(J);
variable
ex(J);
ef(J).. ex(J) =e= erhs(J);
model m / ef.ex /;
ex.lo(J) $= ex_lo(J);
ex.up(J) $= ex_up(J);
solve m using mcp;
$ batinclude gtest "( m.solvestat <> 1 or m.modelstat > 2)" "wrong status codes"
$ batinclude gtest "(smax(J, abs(ex.l(J)-ex_l(J))) > tol)" "bad ex.l"
$ batinclude gtest "(smax(J, abs(ex.m(J)-ex_m(J))) > tol)" "bad ex.m"
abort$failed 'test failed';
]]></plaintext></body></div>