DNLP or NLP and plausible Declaration??

GAMS
1

Hallo,

i have questionable Situation(:-)).

i have a Function Y(x^2, P1,P2, Q, Price)
with:
-P1(c,o), P2(c,o) and Q(c,o) are Parameters
-X(c,o) is Variable 1
-Price(c) is Variable 2.
With Constrains 1,2,3 i would like to delimit X:

  1. X(c,o)=1 if Q(c,o)*(P1(c,o)-Price(c)) >=0
  2. X(c,o)=0 if Q(c,o)(P2(c,o)-Price(c)) 0))…
    x(c,o)    (P1(c,o) -P2(c,o))=e= (Price(c)-P2(c,o));

and i get errror message
-with CPLEX (qcp): Endogenous relational operations require model type
dnlp
-WIth DNLP: endogenous $-control operations is not allowed

Can someone suggest why this is and what i can make?

many thanks in advance!
Dieter


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2

Hello,
many Thanks an Ervin.

can someone suggest how i can make for CPLEX.

i write in GAMS
*--------------

file fcplex Option file /cplex.opt/;
putclose fcplex ‘indic Constr_1(c,o)((Q(c,o)*(P(t,c,o)-Price(c))) ge 0)'/ 'indic Price_2(c,o)((Q_(c,o)*(P_u(t,c,o)-Price(c)) le
0)’;
mod1.optfile=1;

loop((t,c,o),
put fcplex ‘indic’ Constr_1.tn(c,o)‘'x.tn(c,o) '‘P(c,o)’$‘Q
(c,o)’$Price(c) yes/
‘indic’ price_2.tn(t,c,o)’$$'x.tn(c,o) ''P (c,o)'‘Q(c,o)’$Price(c) yes/
);
putclose fcplex
Option miqcp=cplex;

$offtext
solve mod1 using dnlp maximizing WElfare_global;

*---------------------------------

and i agree the X over all c and o =1. this is false…



thanks
Dieter
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3

Dieter,

The indicator syntax in the GAMS/Cplex option file is not as rich as
the GAMS syntax. The syntax is

indic equ(i,j)$bvar(i,j) 0 or 1

There can be only one variable (no expression) after the $ and the
variable has to be a binary variable.

Michael Bussieck - GAMSWorld Coordinator

On Jan 21, 7:28 am, “dieter.kunstm...@googlemail.com”
wrote:

Hello,
many Thanks an Ervin.

can someone suggest how i can make for CPLEX.

i write in GAMS
*--------------

file fcplex Option file /cplex.opt/;
putclose fcplex ‘indic Constr_1(c,o)((Q(c,o)*(P(t,c,o)-Price(c))) ge 0)'/ 'indic Price_2(c,o)((Q_(c,o)*(P_u(t,c,o)-Price(c)) le
0)’;
mod1.optfile=1;

loop((t,c,o),
put fcplex ‘indic’ Constr_1.tn(c,o)‘'x.tn(c,o) '‘P(c,o)’$‘Q
(c,o)’$Price(c) yes/
‘indic’ price_2.tn(t,c,o)’$$'x.tn(c,o) ''P (c,o)'‘Q(c,o)’$Price(c) yes/
);
putclose fcplex
Option miqcp=cplex;

$offtext
solve mod1 using dnlp maximizing WElfare_global;

*---------------------------------

and i agree the X over all c and o =1. this is false…

thanks
Dieter
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