\$title 'SELKIE test suite' (SELKIE10,SEQ=766) \$ontext Test implicit feature of SELKIE of test6.gms. Contributor: Youngdae Kim (08.12.2017) \$offtext \$if not set TESTTOL \$set TESTTOL 1e-4 scalar tol / %TESTTOL% /; file opt / 'selkie.opt' /; file info / '%emp.info%' /; sets i / 1*3 /; variables obj, x(i); equation defobj; defobj.. obj =e= -x('1')*x('2') - x('2')*x('3') - x('1')*x('3') + sqr(max(0,x('1')-1)) + sqr(max(0,-x('1')-1)) + sqr(max(0,x('2')-1)) + sqr(max(0,-x('2')-1)) + sqr(max(0,x('3')-1)) + sqr(max(0,-x('3')-1)); model m / defobj /; file empinfo / '%emp.info%' /; put empinfo 'equilibrium' /; put 'implicit obj defobj' /; loop(i, put 'min', 'dnlp', obj, x(i) /; ); putclose; x.lo(i) = -10; x.up(i) = 10; scalar epsilon / 1 /; x.l('1') = -1 - epsilon; x.l('2') = 1 + 0.5*epsilon; x.l('3') = -1 - 0.25*epsilon; option emp = selkie; solve m using emp; abort\$[ smax{i, abs(abs(x.l(i)) - 10)} > tol ] 'bad x.l(i)', x.l; \$onecho > agent1_gms Variables x1,x2,x3,x4; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 =E= 0; * set non-default bounds x2.lo = -10; x2.up = 10; * set non-default levels and fix prox terms x2.l = -2; * fix levels belonging to other agents x3.fx = 1.5; x4.fx = -1.25; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent1_gms > agent1.gms.want'; execute 'cat "%gams.scrdir%agent1.gms" > agent1.gms.got'; execute '=diff -bw agent1.gms.want agent1.gms.got'; abort\$errorlevel 'Files agent1.gms.want and agent1.gms.got differ'; \$onecho > agent2_gms Variables x1,x2,x3,x4; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 =E= 0; * set non-default bounds x3.lo = -10; x3.up = 10; * set non-default levels and fix prox terms x3.l = 1.5; * fix levels belonging to other agents x2.fx = -2; x4.fx = -1.25; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent2_gms > agent2.gms.want'; execute 'cat "%gams.scrdir%agent2.gms" > agent2.gms.got'; execute '=diff -bw agent2.gms.want agent2.gms.got'; abort\$errorlevel 'Files agent2.gms.want and agent2.gms.got differ'; \$onecho > agent3_gms Variables x1,x2,x3,x4; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 =E= 0; * set non-default bounds x4.lo = -10; x4.up = 10; * set non-default levels and fix prox terms x4.l = -1.25; * fix levels belonging to other agents x2.fx = -2; x3.fx = 1.5; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent3_gms > agent3.gms.want'; execute 'cat "%gams.scrdir%agent3.gms" > agent3.gms.got'; execute '=diff -bw agent3.gms.want agent3.gms.got'; abort\$errorlevel 'Files agent3.gms.want and agent3.gms.got differ'; * Solve it again with proximal term. defobj.l = 0; defobj.m = 0; obj.l = 0; x.m(i) = 0; x.l('1') = -1 - epsilon; x.l('2') = 1 + 0.5*epsilon; x.l('3') = -1 - 0.25*epsilon; putclose opt 'proximal_use {{1..3}}' / 'proximal_perturbation_primal 0.5'; m.optfile = 1; solve m using emp; abort\$[ m.modelstat > 2 ] 'model does not solve', m.modelstat; abort\$[ smax{i, abs(abs(x.l(i)) - 10)} > tol ] 'bad x.l(i)', x.l; \$onecho > agent1prox_gms Variables x1,x2,x3,x4,x5,x2_l; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 - x5*(sqr(x2 - x2_l)) =E= 0; * set non-default bounds x2.lo = -10; x2.up = 10; * set non-default levels and fix prox terms x2.l = -2; x2_l.fx = -2; x5.fx = 0.5; * fix levels belonging to other agents x3.fx = 1.5; x4.fx = -1.25; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent1prox_gms > agent1prox.gms.want'; execute 'cat "%gams.scrdir%agent1.gms" > agent1prox.gms.got'; execute '=diff -bw agent1prox.gms.want agent1prox.gms.got'; abort\$errorlevel 'Files agent1prox.gms.want and agent1prox.gms.got differ'; \$onecho > agent2prox_gms Variables x1,x2,x3,x4,x5,x3_l; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 - x5*(sqr(x3 - x3_l)) =E= 0; * set non-default bounds x3.lo = -10; x3.up = 10; * set non-default levels and fix prox terms x3.l = 1.5; x3_l.fx = 1.5; x5.fx = 0.5; * fix levels belonging to other agents x2.fx = -2; x4.fx = -1.25; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent2prox_gms > agent2prox.gms.want'; execute 'cat "%gams.scrdir%agent2.gms" > agent2prox.gms.got'; execute '=diff -bw agent2prox.gms.want agent2prox.gms.got'; abort\$errorlevel 'Files agent2prox.gms.want and agent2prox.gms.got differ'; \$onecho > agent3prox_gms Variables x1,x2,x3,x4,x5,x4_l; Equations e1; e1.. -(-x2*x3 - x3*x4 - x2*x4 + sqr(max(eps,(-1) + x2)) + sqr(max(eps,(-1) - x2 )) + sqr(max(eps,(-1) + x3)) + sqr(max(eps,(-1) - x3)) + sqr(max(eps,(-1) + x4)) + sqr(max(eps,(-1) - x4))) + x1 - x5*(sqr(x4 - x4_l)) =E= 0; * set non-default bounds x4.lo = -10; x4.up = 10; * set non-default levels and fix prox terms x4.l = -1.25; x4_l.fx = -1.25; x5.fx = 0.5; * fix levels belonging to other agents x2.fx = -2; x3.fx = 1.5; Model m / e1 /; Solve m using dnlp minimizing x1; \$offecho execute 'cat agent3prox_gms > agent3prox.gms.want'; execute 'cat "%gams.scrdir%agent3.gms" > agent3prox.gms.got'; execute '=diff -bw agent3prox.gms.want agent3prox.gms.got'; abort\$errorlevel 'Files agent3prox.gms.want and agent3prox.gms.got differ';