sos2a.gms : Test of SOS2 variables

Description

```Do linear interpolation of the points
ord(I), f(I)
(using SOS2 vars w(I)) to define a function f(x).
By bounding w(I) below we can take out a little interval from the
domain of f.  We minimize the distance between f(x) and Fbar,
with full domain and with the restriction.

Contributor: Steve Dirkse
```

Small Model of Type : MIP

Category : GAMS Test library

Main file : sos2a.gms

``````\$TITLE 'Test of SOS2 variables'  (SOS2A,SEQ=345)

\$ontext

Do linear interpolation of the points
ord(I), f(I)
(using SOS2 vars w(I)) to define a function f(x).
By bounding w(I) below we can take out a little interval from the
domain of f.  We minimize the distance between f(x) and Fbar,
with full domain and with the restriction.

Contributor: Steve Dirkse
\$offtext

\$if not set TESTTOL \$set TESTTOL 1e-6
scalar mchecks / 0 /;
\$if not %MIPMCHECKS% == 0 mchecks = 1;
scalar Fbar / 1.3 /;

set I / 1 * 3 /;

parameter f(I) /
1       1
2       2
3       3
/;

scalar wLo 'lower bound on w(1)' / -1 /;

sos2 variables w(I);
positive variables fplus, fminus;
* the optimization forces
* fplus  = min(0,fx-Fbar)
* fminus = min(0,Fbar-fx)

variables
obj,
x,
fx;

w.lo(I) = 0;

equations
wsum,
xdef,
fxdef,
objdef,
defwLo,
gapplus,
gapminus;

wsum..  1  =e= sum {I, w(I)};
xdef..  x  =e= sum {I, w(I)*ord(I)};
fxdef..        fx =e= sum {I, w(I)*f(I)};
gapplus..  fplus  =g= fx - Fbar;
gapminus.. fminus =g= Fbar - fx;
defwLo..   w('1') =g= wLo;
objdef..   obj =e= fplus + fminus;

model m / all /;
m.optcr = 0;

scalars
tol / %TESTTOL% /,
obj1    'objective of first solve'  / 0 /
obj1_m    / 0 /
obj2    'objective of second solve' / .1 /
obj2_m    / 0 /
fplus1    / 0 /
fminus1   / 0 /
fplus1_m  / 1 /
fminus1_m / 1 /
fplus2    / 0 /
fminus2   / .1 /
fplus2_m  / 1 /
fminus2_m / 0 /
fx1_L     / 1.3 /
fx2_L     / 1.2 /
fx1_m     / 0 /
fx2_m     / 0 /
x1_L      / 1.3 /
x2_L      / 1.2 /
x1_m      / 0 /
x2_m      / 0 /
defw1_m   / 0 /
defw2_m   / 1 /
;
parameters
w1_L(I) /
1       .7
2       .3
3       0
/
w1_m(I) /
1       0
2       0
3       0
/
w2_L(I) /
1       .8
2       .2
3       0
/
w2_m(I) /
1       0
2       0
3       -1
/
;
solve m using MIP minimizing obj;

if {(m.solvestat = %solvestat.CapabilityProblems%),
abort\$(m.modelstat <> %modelstat.NoSolutionReturned%)             'bad modelstat';
else
abort\$( m.solvestat <> %solvestat.NormalCompletion% or m.modelstat <> %modelstat.Optimal%) 'wrong status codes';
abort\$( abs(m.objval - obj1) > tol)           'Wrong m.objval';
abort\$( abs(obj.l - obj1) > tol)              'Wrong obj.l';
abort\$( smax(I,abs(w.l(I) - w1_L(I))) > tol)  'Wrong w.l';
abort\$( abs(fplus.l - fplus1) > tol)          'Wrong fplus.l';
abort\$( abs(fminus.l - fminus1) > tol)        'Wrong fminus.l';
abort\$( abs(fx.l - fx1_L) > tol)              'Wrong fx.l';
abort\$( abs(x.l - x1_L) > tol)                'Wrong x.l';
if {mchecks,
*   we will do a sampling check for uniqueness of the duals
*   it is not likely that all of these are unique
abort\$( abs(obj.m - obj1_m) > tol)            'Wrong obj.m';
abort\$( smax(I,abs(w.m(I) - w1_m(I))) > tol)  'Wrong w.m';
abort\$( abs(defwLo.m - defw1_m) > tol)        'Wrong defwLo.m';
abort\$( abs(fplus.m - fplus1_m) > tol)        'Wrong fplus.m';
abort\$( abs(fminus.m - fminus1_m) > tol)      'Wrong fminus.m';
abort\$( abs(fx.m - fx1_m) > tol)              'Wrong fx.m';
abort\$( abs(x.m - x1_m) > tol)                'Wrong x.m';
};
};

wLo = .8;
solve m using MIP minimizing obj;
if {(m.solvestat = %solvestat.CapabilityProblems%),
abort\$(m.modelstat <> %modelstat.NoSolutionReturned%)             'bad modelstat';
else
abort\$( m.solvestat <> %solvestat.NormalCompletion% or m.modelstat <> %modelstat.Optimal%) 'wrong status codes';
abort\$( abs(m.objval - obj2) > tol)           'Wrong m.objval';
abort\$( abs(obj.l - obj2) > tol)              'Wrong obj.l';
abort\$( smax(I,abs(w.l(I) - w2_L(I))) > tol)  'Wrong w.l';
abort\$( abs(fplus.l - fplus2) > tol)          'Wrong fplus.l';
abort\$( abs(fminus.l - fminus2) > tol)        'Wrong fminus.l';
abort\$( abs(fx.l - fx2_L) > tol)              'Wrong fx.l';
abort\$( abs(x.l - x2_L) > tol)                'Wrong x.l';
if {mchecks,
*   we will do a sampling check for uniqueness of the duals
*   it is not likely that all of these are unique
abort\$( abs(obj.m - obj2_m) > tol)            'Wrong obj.m';
abort\$( smax(I,abs(w.m(I) - w2_m(I))) > tol)  'Wrong w.m';
abort\$( abs(defwLo.m - defw2_m) > tol)        'Wrong defwLo.m';
abort\$( abs(fplus.m - fplus2_m) > tol)        'Wrong fplus.m';
abort\$( abs(fminus.m - fminus2_m) > tol)      'Wrong fminus.m';
abort\$( abs(fx.m - fx2_m) > tol)              'Wrong fx.m';
abort\$( abs(x.m - x2_m) > tol)                'Wrong x.m';
};
};
``````