Reply-to: gamsworld@googlegroups.com

Hi,

As we defined, only the elements of (1,1), (2,2) and (3,2)

in a set are meaningful to us. So all the operations and

constraints are happening only on (1,1), (2,2) and (3,2).

For example, when I define equation mck(i,j) as x(i,j) +

y(i,j) =L= bound(i,j), I mean: mck(1,1), mck(2,2) and

mck(3,2):

mck(1,1) – x(1,1) + y(1,1) =L= bound(1,1);

mck(2,2) – x(2,2) + y(2,2) =L= bound(2,2);

mck(3,2) – x(3,2) + y(3,2) =L= bound(3,2);

According to the KKT condition, I have Lagrangian

coefficients mu(i,j) corresponding to the inequalities

mck(i,j) at (1,1), (2,2) and (3,2).

Even not being defined, the undefined index pairs (1,2),

(2,1) and (3,1) should be satisfied. The reason is that all

the parameters’ default values at these pairs are 0, so both

left side and right side will be 0 at these undefined pairs.

However, GAMS gives an error regarding to the undefined

index pairs and the undefined mu(i,j):

**** MCP pair mck.mu has empty equation but associated

variable is NOT fixed

mu(1,2)

**** MCP pair mck.mu has empty equation but associated

variable is NOT fixed

mu(2,1)

**** MCP pair mck.mu has empty equation but associated

variable is NOT fixed

mu(3,1)

## Any comments on this?

–

Best regards,

Peng (Dennis) Wei

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