tp130.apm

Model tp130
  ! Source version 1

  ! MPEC Example
  ! SIGN Operator Example

  Parameters
    opnd = -2
  End Parameters

  Variables
    x[1] = 1, >= -1, <= 1 ! result, ends up with sign(opnd)
    x[2] = 1, >=  0       ! slack variable
    x[3] = 1, >=  0       ! slack variable
    obj
  End Variables

  Equations
    opnd + x[2] - x[3] = 0

    obj = x[2]*(1 + x[1]) + x[3]*(1 - x[1])

    ! best known objective = 0
    ! begin of best known solution
    ! x[1] = -1
    ! x[2] =  2
    ! x[3] =  0
    ! end of best known solution
  End Equations
End Model