Dear GAMS expert,

I have a MCP model, and my model has some problem.

I would like to know why the model was not solved.

SETS T TIME PERIODS /0*1/

N Regions /U, C/;

VARIABLES

u(T,N)

x(T,N)

lamd(T,N)

;

EQUATIONS

X0

lamd0

X1

X2

lamd1

lamd2

U1

U2

;

X0(T, N)… x(“0”, N) =e= 1;

lamd0(T, N)… lamd(“1”, N) =e= 0;

X1(T+1,N)… x(T+1, “U”) =e= (1-x(T,“U”))*u(T,“U”) - x(T,“U”)*u(T,“C”) + x(T, “U”);

X2(T+1,N)… x(T+1, “C”) =e= x(T,“C”)*u(T,“U”) - (1 - x(T,“C”))*u(T,“C”) + x(T, “C”);

lamd1(T+1,N)… lamd(T+1,“U”) =e= -1 + lamd(T,“U”)*u(T,“U”) + lamd(T,“U”)*u(T,“C”) + lamd(T,“U”);

lamd2(T+1,N)… lamd(T+1,“C”) =e= -1 - lamd(T,“C”)*u(T,“U”) - lamd(T,“C”)*u(T,“C”) + lamd(T,“C”);

U1(T,N)… u(T,“U”) =e= -lamd(T,“U”)*(x(T,“U”)-1)/2;
U2(T,N)… u(T,“C”) =e= lamd(T,“C”)*(1-x(T,“C”))/2;

MODEL Nash /all/;

SOLVE Nash using MCP;

DISPLAY x.L, u.L, lamd.L;

Thank you very much in advance.

Sincerely yours,

J1

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