Dear Gams world community,

I have a problem with knitro solver.

I have an MPEC program, that gives a locally optimal solution. However, when I check the output file, the level of the objective function equation (in SolEQU) is different than the level of the obj variable defined by this equation, as follow:

LOWER LEVEL UPPER MARGINAL

---- EQU objDSO 38654.568 38654.568 38654.568 1.000

LOWER LEVEL UPPER MARGINAL

---- VAR objD -INF 37828.887 +INF

ObjD is defined in the objDSO equation as follow:

objDSO…

objD =e= sum((t),sum((i),-…

Anyone has had this problem before?

BG,