Version:

jointc1.gms : Educational bilevel model

**Description**

This is an example that shows that upper level joint constraints cannot simply be put into lower level model First model ----------- The lower level problem essentially requires y = -x which implies -x >= x for the upper level problem. Since has a lower bound 1 this model is infeasible. Second model ------------ The lower level problem essentially requires y = |x|. Since x and y are minimized and x has a lower bound of 1 the solution is x = 1 = y. Contributor: Michael Ferris, November 2009

**Small Model of Type : ** BP

**Category :** GAMS EMP library

**Main file :** jointc1.gms

```
$title Educational bilevel model (JOINTC1, SEQ=22)
$ontext
This is an example that shows that upper level joint constraints
cannot simply be put into lower level model
First model
-----------
The lower level problem essentially requires y = -x which implies -x >= x
for the upper level problem. Since has a lower bound 1 this model is infeasible.
Second model
------------
The lower level problem essentially requires y = |x|. Since x and y are
minimized and x has a lower bound of 1 the solution is x = 1 = y.
Contributor: Michael Ferris, November 2009
$offtext
variables x, y;
equations upper, lower;
upper.. y =g= x;
lower.. y =g= -x;
model jc /all/;
x.lo = 1;
file fhandle /"%emp.info%"/;
*First model
putclose fhandle 'bilevel min y lower';
solve jc using emp min x;
* check that it is indeed infeasible
abort$(jc.solvestat <> %SOLVESTAT.NORMAL COMPLETION%
or ((jc.modelstat <> %MODELSTAT.INFEASIBLE%)
and (jc.modelstat <> %MODELSTAT.LOCALLY INFEASIBLE%)) ) 'Wrong solution: 1st model';
*Reset initial values
x.l = 2;
y.l = 0;
*Second model
putclose fhandle 'bilevel min y upper lower';
solve jc using emp min x;
* check that solution is x = y = 1
abort$(jc.solvestat <> %SOLVESTAT.NORMAL COMPLETION%
or ((abs(x.l-1) > 1e-6) or (abs(y.l-1) > 1e-6)) ) 'Wrong solution: 2nd model';
```