HI!

I have retyped model

Variable F,X1,X2,y1,y2 ;

Positive Variable y1

Equation cost, g, h1, h2 ;

cost… f =e= x1+x2 ;

g… sqr(x1) +sqr(x2) =l= 1 ;

h1… x1=g= y1-y2 +1 ;

h2… x2+y2 =n= 0 ;

y2.lo = -1 ;

y2.up = 1 ;

model example /cost ,g,h1.y1,h2.y2/;

option mpec=nlpec ;

option dnlp=lindo;

solve example using mpec min f ;

Run it. It give optimal solution. All is fine.

1 Variable F,X1,X2,y1,y2 ;

2 Positive Variable y1

3

4

5 Equation cost, g, h1, h2 ;

6 cost… f =e= x1+x2 ;

7 g… sqr(x1) +sqr(x2) =l= 1 ;

8 h1… x1=g= y1-y2 +1 ;

9 h2… x2+y2 =n= 0 ;

10 y2.lo = -1 ;

11 y2.up = 1 ;

12 model example /cost ,g,h1.y1,h2.y2/;

13

14 option mpec=nlpec ;

15 option dnlp=lindo;

16 solve example using mpec min f ;

Equation Listing SOLVE example Using MPEC From line 16

and so on

---- cost =E=

cost… F - X1 - X2 =E= 0 ; (LHS = 0)

and so on till

message optimal solution found

and

# Normal comletion

I suggest Your error related to uncorrect place for GAMS project.

Make next

a) Open new project by GAMS software and not deep in folders system (make this near root of hard drive)

B) Open your model code by GAMS software

c) Run model

I suggest all will be nice.

23.04.2015, 23:12, “Fawzat Alawneh” :

Dear all,

I am trying to solve simple example using GAMS/Lindo. I have installed Lindo, create the lindopath.txt and I have an error, see attachment.

To to my understanding, Lindo is the only stochastic programming with continuous random variable solver, any other stochastic programming solvers? Any suggestions on how to solve this error please?

Best regards and thanks in advance

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With kindly regards!

Andre Savitsky

E-mail:andresavit@yandex.ru

andre_savit@yahoo.com

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