selkie04.gms : SELKIE test suite

Description

```This example was taken from the following papers:

F. H. Murphy et al. A mathematical programming approach for determining
oligopolistic market equilibrium. Mathematical Programming 24 (1982) 92--106.

The solution is q* = (36.933, 41.818, 43.707, 42.659, 39.179).

Contributor: Youngdae Kim (10.26.2016)
```

Small Model of Type : GAMS

Category : GAMS Test library

Main file : selkie04.gms

``````\$title 'SELKIE test suite'  (SELKIE04,SEQ=760)

\$ontext

This example was taken from the following papers:

F. H. Murphy et al. A mathematical programming approach for determining
oligopolistic market equilibrium. Mathematical Programming 24 (1982) 92--106.

The solution is q* = (36.933, 41.818, 43.707, 42.659, 39.179).

Contributor: Youngdae Kim (10.26.2016)

\$offtext

\$if not set TESTTOL \$set TESTTOL 1e-4
scalar tol / %TESTTOL% /;
file opt   / 'selkie.opt' /;
file info  / '%emp.info%' /;

sets i agents / 1*5 /;
alias(i,j);

parameters
c(i)    / 1  10, 2   8, 3   6, 4   4, 5   2 /
K(i)    / 1   5, 2   5, 3   5, 4   5, 5   5 /
beta(i) / 1 1.2, 2 1.1, 3 1.0, 4 0.9, 5 0.8 /
gamma   / 1.1 /
;

variables obj(i);
positive variables q(i);

equations
objdef(i)
;

objdef(i)..
obj(i) =e= q(i)*5000**(1.0/gamma)*sum(j, q(j))**(-1.0/gamma) - (c(i)*q(i) + beta(i)/(beta(i)+1)*K(i)**(-1/beta(i))*q(i)**((beta(i)+1)/beta(i)));

model nep / objdef /;

file empinfo / '%emp.info%' /;
put empinfo 'equilibrium' /;
loop(i,
put 'max ', obj(i), q(i), objdef(i) /;
);
putclose empinfo;

q.l(i) = 10;

option emp = selkie;
solve nep using emp;
abort\$[ abs(q.l('1') - 36.9325) > tol ] 'bad q.l("1")', q.l;
abort\$[ abs(q.l('2') - 41.8181) > tol ] 'bad q.l("2")', q.l;
abort\$[ abs(q.l('3') - 43.7066) > tol ] 'bad q.l("3")', q.l;
abort\$[ abs(q.l('4') - 42.6592) > tol ] 'bad q.l("4")', q.l;
abort\$[ abs(q.l('5') - 39.1790) > tol ] 'bad q.l("5")', q.l;

\$onecho > agent1_gms

Variables  x1,x6,x7,x8,x9,x10;

Positive Variables  x6,x7,x8,x9,x10;

Equations  e1;

e1.. -(2305.15431536512*(x6 + x7 + x8 + x9 + x10)**(-0.909090909090909)*x6 - (
0.142653871201291*x6**1.83333333333333 + 10*x6)) + x1 =E= 0;

* set non-default levels and fix prox terms
x6.l = 10;

* fix levels belonging to other agents
x7.fx = 10;
x8.fx = 10;
x9.fx = 10;
x10.fx = 10;

Model m / e1 /;

Solve m using nlp maximizing x1;

\$offecho

execute 'cat agent1_gms > agent1.gms.want';
execute 'cat "%gams.scrdir%agent1.gms" > agent1.gms.got';
execute '=diff -bw agent1.gms.want agent1.gms.got';
abort\$errorlevel 'Files agent1.gms.want and agent1.gms.got differ';

\$onecho > agent2_gms

Variables  x2,x6,x7,x8,x9,x10;

Positive Variables  x6,x7,x8,x9,x10;

Equations  e2;

e2.. -(2305.15431536512*(x6 + x7 + x8 + x9 + x10)**(-0.909090909090909)*x7 - (
0.121267971709307*x7**1.90909090909091 + 8*x7)) + x2 =E= 0;

* set non-default levels and fix prox terms
x7.l = 10;

* fix levels belonging to other agents
x6.fx = 10;
x8.fx = 10;
x9.fx = 10;
x10.fx = 10;

Model m / e2 /;

Solve m using nlp maximizing x2;

\$offecho

execute 'cat agent2_gms > agent2.gms.want';
execute 'cat "%gams.scrdir%agent2.gms" > agent2.gms.got';
execute '=diff -bw agent2.gms.want agent2.gms.got';
abort\$errorlevel 'Files agent2.gms.want and agent2.gms.got differ';

\$onecho > agent3_gms

Variables  x3,x6,x7,x8,x9,x10;

Positive Variables  x6,x7,x8,x9,x10;

Equations  e3;

e3.. -(2305.15431536512*(x6 + x7 + x8 + x9 + x10)**(-0.909090909090909)*x8 - (
0.1*x8**2 + 6*x8)) + x3 =E= 0;

* set non-default levels and fix prox terms
x8.l = 10;

* fix levels belonging to other agents
x6.fx = 10;
x7.fx = 10;
x9.fx = 10;
x10.fx = 10;

Model m / e3 /;

Solve m using nlp maximizing x3;

\$offecho

execute 'cat agent3_gms > agent3.gms.want';
execute 'cat "%gams.scrdir%agent3.gms" > agent3.gms.got';
execute '=diff -bw agent3.gms.want agent3.gms.got';
abort\$errorlevel 'Files agent3.gms.want and agent3.gms.got differ';

\$onecho > agent4_gms

Variables  x4,x6,x7,x8,x9,x10;

Positive Variables  x6,x7,x8,x9,x10;

Equations  e4;

e4.. -(2305.15431536512*(x6 + x7 + x8 + x9 + x10)**(-0.909090909090909)*x9 - (
0.0792237818795091*x9**2.11111111111111 + 4*x9)) + x4 =E= 0;

* set non-default levels and fix prox terms
x9.l = 10;

* fix levels belonging to other agents
x6.fx = 10;
x7.fx = 10;
x8.fx = 10;
x10.fx = 10;

Model m / e4 /;

Solve m using nlp maximizing x4;

\$offecho

execute 'cat agent4_gms > agent4.gms.want';
execute 'cat "%gams.scrdir%agent4.gms" > agent4.gms.got';
execute '=diff -bw agent4.gms.want agent4.gms.got';
abort\$errorlevel 'Files agent4.gms.want and agent4.gms.got differ';

\$onecho > agent5_gms

Variables  x5,x6,x7,x8,x9,x10;

Positive Variables  x6,x7,x8,x9,x10;

Equations  e5;

e5.. -(2305.15431536512*(x6 + x7 + x8 + x9 + x10)**(-0.909090909090909)*x10 - (
0.0594435826645709*x10**2.25 + 2*x10)) + x5 =E= 0;

* set non-default levels and fix prox terms
x10.l = 10;

* fix levels belonging to other agents
x6.fx = 10;
x7.fx = 10;
x8.fx = 10;
x9.fx = 10;

Model m / e5 /;

Solve m using nlp maximizing x5;

\$offecho

execute 'cat agent5_gms > agent5.gms.want';
execute 'cat "%gams.scrdir%agent5.gms" > agent5.gms.got';
execute '=diff -bw agent5.gms.want agent5.gms.got';
abort\$errorlevel 'Files agent5.gms.want and agent5.gms.got differ';

* Test the model without writing agent's problem into a file.
putclose opt 'write_agent_model   no';
nep.optfile = 1;

obj.l(i) = 0;
q.l(i) = 10;

solve nep using emp;
abort\$[ abs(q.l('1') - 36.9325) > tol ] 'bad q.l("1")', q.l;
abort\$[ abs(q.l('2') - 41.8181) > tol ] 'bad q.l("2")', q.l;
abort\$[ abs(q.l('3') - 43.7066) > tol ] 'bad q.l("3")', q.l;
abort\$[ abs(q.l('4') - 42.6592) > tol ] 'bad q.l("4")', q.l;
abort\$[ abs(q.l('5') - 39.1790) > tol ] 'bad q.l("5")', q.l;
``````
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