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GAMS

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  1. SET      n /One, Two, Three/
  2.          t /One, Two, Three/;
  3. PARAMETER
  4.    c(n)     /one   5   ,   two   9   ,   three   13/
  5.    q(n)     /one   4   ,   two   3   ,   three 8/;
  6. POSITIVE VARIABLES     x(n,t), mu(n,t), lambda(n,t);
  7. EQUATIONS KKT(n,t), sl(n,t);
  8. KKT(n,t).. 0 =e= c(n) + mu(n,t) + lambda(n,t);
  9. sl(n,t).. 0 =e= mu(n,t)*(x(n,t) - q(n))
  10. MODEL problem /ALL/;
  11. SOLVE problem using MCP;
  12.  
  13.  
  14. Output:
  15.  
  16. GAMS 24.7.4  r58773 Released Sep 19, 2016 WEX-WEI x86 64bit/MS Windows 05/04/18 14:52:16 Page 1
  17. G e n e r a l   A l g e b r a i c   M o d e l i n g   S y s t e m
  18. C o m p i l a t i o n
  19.  
  20.  
  21.    1  SET      n /One, Two, Three/
  22.    2           t /One, Two, Three/;
  23.    3  PARAMETER
  24.    4     c(n)     /one   5   ,   two   9   ,   three   13/
  25.    5     q(n)     /one   4   ,   two   3   ,   three 8/;
  26.    6  POSITIVE VARIABLES     x(n,t), mu(n,t), lambda(n,t);
  27.    7  EQUATIONS KKT(n,t), sl(n,t);
  28.    8  KKT(n,t).. 0 =e= c(n) + mu(n,t) + lambda(n,t);
  29.    9  sl(n,t).. 0 =e= mu(n,t)*(x(n,t) - q(n))
  30.   10  MODEL problem /ALL/;
  31.   11  SOLVE problem using MCP;
  32.   12  
  33.   13  
  34.  
  35.  
  36. COMPILATION TIME     =        0.016 SECONDS      3 MB  24.7.4 r58773 WEX-WEI
  37. GAMS 24.7.4  r58773 Released Sep 19, 2016 WEX-WEI x86 64bit/MS Windows 05/04/18 14:52:16 Page 2
  38. G e n e r a l   A l g e b r a i c   M o d e l i n g   S y s t e m
  39. Equation Listing    SOLVE problem Using MCP From line 11
  40.  
  41.  
  42. ---- KKT  =E=  
  43.  
  44. KKT(One,One)..  - mu(One,One) - lambda(One,One) =E= 5 ; (LHS = 0
  45.      , INFES = 5 ****)
  46.      
  47. KKT(One,Two)..  - mu(One,Two) - lambda(One,Two) =E= 5 ; (LHS = 0
  48.      , INFES = 5 ****)
  49.      
  50. KKT(One,Three)..  - mu(One,Three) - lambda(One,Three) =E= 5 ;
  51.      
  52.       (LHS = 0, INFES = 5 ****)
  53.      
  54. REMAINING 6 ENTRIES SKIPPED
  55.  
  56.  
  57. ---- sl  =E=  
  58.  
  59. sl(One,One)..  (0)*x(One,One) + (4)*mu(One,One) =E= 0 ; (LHS = 0)
  60.      
  61. sl(One,Two)..  (0)*x(One,Two) + (4)*mu(One,Two) =E= 0 ; (LHS = 0)
  62.      
  63. sl(One,Three)..  (0)*x(One,Three) + (4)*mu(One,Three) =E= 0 ; (LHS = 0)
  64.      
  65. REMAINING 6 ENTRIES SKIPPED
  66.  
  67. GAMS 24.7.4  r58773 Released Sep 19, 2016 WEX-WEI x86 64bit/MS Windows 05/04/18 14:52:16 Page 3
  68. G e n e r a l   A l g e b r a i c   M o d e l i n g   S y s t e m
  69. Column Listing      SOLVE problem Using MCP From line 11
  70.  
  71.  
  72. ---- x  
  73.  
  74. x(One,One)
  75.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  76.        (0)      sl(One,One)
  77.  
  78. x(One,Two)
  79.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  80.        (0)      sl(One,Two)
  81.  
  82. x(One,Three)
  83.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  84.        (0)      sl(One,Three)
  85.  
  86. REMAINING 6 ENTRIES SKIPPED
  87.  
  88. ---- mu  
  89.  
  90. mu(One,One)
  91.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  92.        -1       KKT(One,One)
  93.        (4)      sl(One,One)
  94.  
  95. mu(One,Two)
  96.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  97.        -1       KKT(One,Two)
  98.        (4)      sl(One,Two)
  99.  
  100. mu(One,Three)
  101.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  102.        -1       KKT(One,Three)
  103.        (4)      sl(One,Three)
  104.  
  105. REMAINING 6 ENTRIES SKIPPED
  106.  
  107. ---- lambda  
  108.  
  109. lambda(One,One)
  110.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  111.        -1       KKT(One,One)
  112.  
  113. lambda(One,Two)
  114.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  115.        -1       KKT(One,Two)
  116.  
  117. lambda(One,Three)
  118.                 (.LO, .L, .UP, .M = 0, 0, +INF, 0)
  119.        -1       KKT(One,Three)
  120.  
  121. REMAINING 6 ENTRIES SKIPPED
  122.  
  123. **** Unmatched variable not free or fixed
  124.      x(One,One)
  125.  
  126. **** Unmatched variable not free or fixed
  127.      x(One,Two)
  128.  
  129. **** Unmatched variable not free or fixed
  130.      x(One,Three)
  131.  
  132. **** Unmatched variable not free or fixed
  133.      x(Two,One)
  134.  
  135. **** Unmatched variable not free or fixed
  136.      x(Two,Two)
  137.  
  138. **** Unmatched variable not free or fixed
  139.      x(Two,Three)
  140.  
  141. **** Unmatched variable not free or fixed
  142.      x(Three,One)
  143.  
  144. **** Unmatched variable not free or fixed
  145.      x(Three,Two)
  146.  
  147. **** Unmatched variable not free or fixed
  148.      x(Three,Three)
  149.  
  150. **** Unmatched variable not free or fixed
  151.      mu(One,One)
  152.  
  153. **** Unmatched variable not free or fixed
  154.      mu(One,Two)
  155.  
  156. **** Unmatched variable not free or fixed
  157.      mu(One,Three)
  158.  
  159. **** Unmatched variable not free or fixed
  160.      mu(Two,One)
  161.  
  162. **** Unmatched variable not free or fixed
  163.      mu(Two,Two)
  164.  
  165. **** Unmatched variable not free or fixed
  166.      mu(Two,Three)
  167.  
  168. **** Unmatched variable not free or fixed
  169.      mu(Three,One)
  170.  
  171. **** Unmatched variable not free or fixed
  172.      mu(Three,Two)
  173.  
  174. **** Unmatched variable not free or fixed
  175.      mu(Three,Three)
  176.  
  177. **** Unmatched variable not free or fixed
  178.      lambda(One,One)
  179.  
  180. **** Unmatched variable not free or fixed
  181.      lambda(One,Two)
  182.  
  183. **** Unmatched variable not free or fixed
  184.      lambda(One,Three)
  185.  
  186. **** Unmatched variable not free or fixed
  187.      lambda(Two,One)
  188.  
  189. **** Unmatched variable not free or fixed
  190.      lambda(Two,Two)
  191.  
  192. **** Unmatched variable not free or fixed
  193.      lambda(Two,Three)
  194.  
  195. **** Unmatched variable not free or fixed
  196.      lambda(Three,One)
  197.  
  198. **** Unmatched variable not free or fixed
  199.      lambda(Three,Two)
  200.  
  201. **** Unmatched variable not free or fixed
  202.      lambda(Three,Three)
  203.  
  204. **** Counts do not match
  205.      Single equations in unmatched =E= blocks       18
  206.      Unmatched single free variables                 0
  207.  
  208. **** Unmatched free variables = 0
  209.  
  210. **** Unmatched =E= equations = 18
  211.      KKT(One,One)
  212.      KKT(One,Two)
  213.      KKT(One,Three)
  214.      KKT(Two,One)
  215.      KKT(Two,Two)
  216.      KKT(Two,Three)
  217.      KKT(Three,One)
  218.      KKT(Three,Two)
  219.      KKT(Three,Three)
  220.      sl(One,One)
  221.      sl(One,Two)
  222.      sl(One,Three)
  223.      sl(Two,One)
  224.      sl(Two,Two)
  225.      sl(Two,Three)
  226.      sl(Three,One)
  227.      sl(Three,Two)
  228.      sl(Three,Three)
  229. GAMS 24.7.4  r58773 Released Sep 19, 2016 WEX-WEI x86 64bit/MS Windows 05/04/18 14:52:16 Page 4
  230. G e n e r a l   A l g e b r a i c   M o d e l i n g   S y s t e m
  231. Model Statistics    SOLVE problem Using MCP From line 11
  232.  
  233.  
  234. MODEL STATISTICS
  235.  
  236. BLOCKS OF EQUATIONS           2     SINGLE EQUATIONS           18
  237. BLOCKS OF VARIABLES           3     SINGLE VARIABLES           27
  238. NON ZERO ELEMENTS            36     NON LINEAR N-Z             18
  239. DERIVATIVE POOL              20     CONSTANT POOL              19
  240. CODE LENGTH                  64
  241.  
  242.  
  243. GENERATION TIME      =        0.015 SECONDS      4 MB  24.7.4 r58773 WEX-WEI
  244.  
  245. **** SOLVE from line 11 ABORTED, EXECERROR = 28
  246.  
  247.  
  248. EXECUTION TIME       =        0.015 SECONDS      4 MB  24.7.4 r58773 WEX-WEI
  249.  
  250.  
  251. USER: GAMS Development Corporation, Washington, DC   G871201/0000CA-ANY
  252.       Free Demo,  202-342-0180,  sales@gams.com,  www.gams.com   DC0000
  253.  
  254.  
  255. **** FILE SUMMARY
  256.  
  257. Input      C:\Users\apfan\Documents\A (School)\General ISE\Research\KKT_research
  258.            .gms
  259. Output     C:\Users\apfan\Documents\gamsdir\projdir\KKT_research.lst
  260.  
  261. **** USER ERROR(S) ENCOUNTERED
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