nlp2mcp.gms : nlp2mcp: Form the KKT conditions of an NLP as an MCP

Description

This model shows how to solve an NLP as an MCP using EMP. EMP essentially
reformulates te NLP using KarushKuhnTucker (KKT) conditions.

Contributor: Michael C. Ferris, February 2011


Small Model of Type : GAMS


Category : GAMS EMP library


Main file : nlp2mcp.gms

$title nlp2mcp: Form the KKT conditions of an NLP as an MCP  (NLP2MCP,SEQ=61)

$ontext
This model shows how to solve an NLP as an MCP using EMP. EMP essentially
reformulates te NLP using KarushKuhnTucker (KKT) conditions.

Contributor: Michael C. Ferris, February 2011
$offtext


variables f,z; positive variables x,y;
equations g, h, defobj;

g.. x + y =l= 1;
h.. x + y - z =e= 2;
defobj.. f =e= -3*x + y;

model comp / defobj, g, h /;

file info / '%emp.info%' /;
putclose info / 'modeltype mcp';

solve comp using emp minimizing f;