$title nlp2mcp: Form the KKT conditions of an NLP as an MCP (NLP2MCP,SEQ=61)
$ontext
This model shows how to solve an NLP as an MCP using EMP. EMP essentially
reformulates the NLP using Karush-Kuhn-Tucker (KKT) conditions.
Contributor: Michael C. Ferris, February 2011
$offtext
variables f,z; positive variables x,y;
equations g, h, defobj;
g.. x + y =l= 1;
h.. x + y - z =e= 2;
defobj.. f =e= -3*x + y;
model comp / defobj, g, h /;
file info / '%emp.info%' /;
putclose info / 'modeltype mcp';
solve comp using emp minimizing f;