chkwon / Complementarity.jl

provides a modeling interface for mixed complementarity problems (MCP) and math programs with equilibrium problems (MPEC) via JuMP
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The result of transmcp.jl seems wrong. #5

Closed chkwon closed 8 years ago

chkwon commented 8 years ago

The model creation seems have bugs and errors.

The solution to transmcp.gms

---- VAR w  shadow price at supply node i

            LOWER     LEVEL     UPPER    MARGINAL

seattle        .         .        +INF  4.5931E-6      
san-diego      .         .        +INF     50.000      

---- VAR p  shadow price at demand node j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .        0.225     +INF  2.1987E-8      
chicago       .        0.153     +INF  6.5960E-8      
topeka        .        0.126     +INF       .         

---- VAR x  shipment quantities in cases

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york      .       50.000     +INF       .         
seattle  .chicago       .      300.000     +INF       .         
seattle  .topeka        .         .        +INF      0.036      
san-diego.new-york      .      275.000     +INF       .         
san-diego.chicago       .         .        +INF      0.009      
san-diego.topeka        .      275.000     +INF       .       

The entire report:

Executed on neos-4.neos-server.org
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 1
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
C o m p i l a t i o n

COMPILATION TIME     =        0.000 SECONDS      3 MB  24.5.6 r55090 LEX-LEG
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 2
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Model Statistics    SOLVE fixedqty Using MCP From line 84

MODEL STATISTICS

BLOCKS OF EQUATIONS           3     SINGLE EQUATIONS           11
BLOCKS OF VARIABLES           3     SINGLE VARIABLES           11
NON ZERO ELEMENTS            24     NON LINEAR N-Z              0
DERIVATIVE POOL              20     CONSTANT POOL              16
CODE LENGTH                   0

GENERATION TIME      =        0.001 SECONDS      4 MB  24.5.6 r55090 LEX-LEG

EXECUTION TIME       =        0.002 SECONDS      4 MB  24.5.6 r55090 LEX-LEG
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 3
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Solution Report     SOLVE fixedqty Using MCP From line 84

              S O L V E      S U M M A R Y

    MODEL   fixedqty            
    TYPE    MCP                 
    SOLVER  PATH                FROM LINE  84

**** SOLVER STATUS     1 Normal Completion         
**** MODEL STATUS      1 Optimal                   

RESOURCE USAGE, LIMIT          0.008      1000.000
ITERATION COUNT, LIMIT        30    2000000000
EVALUATION ERRORS              0             0
11 row/cols, 24 non-zeros, 19.83% dense.

Path 4.7.03 (Fri Nov 27 05:18:03 2015)
Written by Todd Munson, Steven Dirkse, and Michael Ferris

INITIAL POINT STATISTICS
Maximum of X. . . . . . . . . .  1.0000e+00 var: (w(seattle))
Maximum of F. . . . . . . . . .  6.0000e+02 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  1.0000e+00 eqn: (supply(seattle))
                                           var: (x(seattle,new-york))

INITIAL JACOBIAN NORM STATISTICS
Maximum Row Norm. . . . . . . .  3.0000e+00 eqn: (supply(seattle))
Minimum Row Norm. . . . . . . .  2.0000e+00 eqn: (profit(seattle,new-york))
Maximum Column Norm . . . . . .  3.0000e+00 var: (w(seattle))
Minimum Column Norm . . . . . .  2.0000e+00 var: (x(seattle,new-york))

FINAL STATISTICS
Inf-Norm of Complementarity . .  1.5198e-08 eqn: (profit(seattle,chicago))
Inf-Norm of Normal Map. . . . .  6.5960e-08 eqn: (fxdemand(chicago))
Inf-Norm of Minimum Map . . . .  6.5960e-08 eqn: (fxdemand(chicago))
Inf-Norm of Fischer Function. .  6.5960e-08 eqn: (fxdemand(chicago))
Inf-Norm of Grad Fischer Fcn. .  6.5960e-08 eqn: (profit(seattle,chicago))
Two-Norm of Grad Fischer Fcn. .  9.8327e-08

FINAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  5.0000e+01 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  1.0000e+00 eqn: (supply(seattle))
                                           var: (x(seattle,new-york))

---- EQU profit  zero profit conditions

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york    -0.225    -0.225     +INF     50.000      
seattle  .chicago     -0.153    -0.153     +INF    300.000      
seattle  .topeka      -0.162    -0.126     +INF       .         
san-diego.new-york    -0.225    -0.225     +INF    275.000      
san-diego.chicago     -0.162    -0.153     +INF       .         
san-diego.topeka      -0.126    -0.126     +INF    275.000      

---- EQU supply  supply limit at plant i

            LOWER     LEVEL     UPPER    MARGINAL

seattle    -350.000  -350.000     +INF       .         
san-diego  -600.000  -550.000     +INF       .         

---- EQU fxdemand  fixed demand at market j

           LOWER     LEVEL     UPPER    MARGINAL

new-york   325.000   325.000     +INF      0.225      
chicago    300.000   300.000     +INF      0.153      
topeka     275.000   275.000     +INF      0.126      

---- VAR w  shadow price at supply node i

            LOWER     LEVEL     UPPER    MARGINAL

seattle        .         .        +INF  4.5931E-6      
san-diego      .         .        +INF     50.000      

---- VAR p  shadow price at demand node j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .        0.225     +INF  2.1987E-8      
chicago       .        0.153     +INF  6.5960E-8      
topeka        .        0.126     +INF       .         

---- VAR x  shipment quantities in cases

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york      .       50.000     +INF       .         
seattle  .chicago       .      300.000     +INF       .         
seattle  .topeka        .         .        +INF      0.036      
san-diego.new-york      .      275.000     +INF       .         
san-diego.chicago       .         .        +INF      0.009      
san-diego.topeka        .      275.000     +INF       .         

**** REPORT SUMMARY :        0     NONOPT
                            0 INFEASIBLE
                            0  UNBOUNDED
                            0  REDEFINED
                            0     ERRORS
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 4
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Model Statistics    SOLVE equilqty Using MCP From line 93

MODEL STATISTICS

BLOCKS OF EQUATIONS           3     SINGLE EQUATIONS           11
BLOCKS OF VARIABLES           3     SINGLE VARIABLES           11
NON ZERO ELEMENTS            27     NON LINEAR N-Z              3
DERIVATIVE POOL              20     CONSTANT POOL              24
CODE LENGTH                  28

GENERATION TIME      =        0.002 SECONDS      3 MB  24.5.6 r55090 LEX-LEG

EXECUTION TIME       =        0.003 SECONDS      3 MB  24.5.6 r55090 LEX-LEG
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 5
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Solution Report     SOLVE equilqty Using MCP From line 93

              S O L V E      S U M M A R Y

    MODEL   equilqty            
    TYPE    MCP                 
    SOLVER  PATH                FROM LINE  93

**** SOLVER STATUS     1 Normal Completion         
**** MODEL STATUS      1 Optimal                   

RESOURCE USAGE, LIMIT          0.003      1000.000
ITERATION COUNT, LIMIT         0    2000000000
EVALUATION ERRORS              0             0
11 row/cols, 27 non-zeros, 22.31% dense.

Path 4.7.03 (Fri Nov 27 05:18:03 2015)
Written by Todd Munson, Steven Dirkse, and Michael Ferris

INITIAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  5.0000e+01 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  4.3651e+03 eqn: (prdemand(topeka))
                                           var: (p(topeka))

INITIAL JACOBIAN NORM STATISTICS
Maximum Row Norm. . . . . . . .  4.3671e+03 eqn: (prdemand(topeka))
Minimum Row Norm. . . . . . . .  2.0000e+00 eqn: (profit(seattle,new-york))
Maximum Column Norm . . . . . .  4.3671e+03 var: (p(topeka))
Minimum Column Norm . . . . . .  2.0000e+00 var: (x(seattle,new-york))

FINAL STATISTICS
Inf-Norm of Complementarity . .  1.5198e-08 eqn: (profit(seattle,chicago))
Inf-Norm of Normal Map. . . . .  6.5960e-08 eqn: (prdemand(chicago))
Inf-Norm of Minimum Map . . . .  6.5960e-08 eqn: (prdemand(chicago))
Inf-Norm of Fischer Function. .  6.5960e-08 eqn: (prdemand(chicago))
Inf-Norm of Grad Fischer Fcn. .  1.5520e-04 eqn: (prdemand(chicago))
Two-Norm of Grad Fischer Fcn. .  1.6235e-04

FINAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  5.0000e+01 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  4.3651e+03 eqn: (prdemand(topeka))
                                           var: (p(topeka))

---- EQU profit  zero profit conditions

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york    -0.225    -0.225     +INF     50.000      
seattle  .chicago     -0.153    -0.153     +INF    300.000      
seattle  .topeka      -0.162    -0.126     +INF       .         
san-diego.new-york    -0.225    -0.225     +INF    275.000      
san-diego.chicago     -0.162    -0.153     +INF       .         
san-diego.topeka      -0.126    -0.126     +INF    275.000      

---- EQU supply  supply limit at plant i

            LOWER     LEVEL     UPPER    MARGINAL

seattle    -350.000  -350.000     +INF       .         
san-diego  -600.000  -550.000     +INF       .         

---- EQU prdemand  price-responsive demand at market j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .    2.1987E-8     +INF      0.225      
chicago       .    6.5960E-8     +INF      0.153      
topeka        .         .        +INF      0.126      

---- VAR w  shadow price at supply node i

            LOWER     LEVEL     UPPER    MARGINAL

seattle        .         .        +INF  4.5931E-6      
san-diego      .         .        +INF     50.000      

---- VAR p  shadow price at demand node j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .        0.225     +INF  2.1987E-8      
chicago       .        0.153     +INF  6.5960E-8      
topeka        .        0.126     +INF       .         

---- VAR x  shipment quantities in cases

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york      .       50.000     +INF       .         
seattle  .chicago       .      300.000     +INF       .         
seattle  .topeka        .         .        +INF      0.036      
san-diego.new-york      .      275.000     +INF       .         
san-diego.chicago       .         .        +INF      0.009      
san-diego.topeka        .      275.000     +INF       .         

**** REPORT SUMMARY :        0     NONOPT
                            0 INFEASIBLE
                            0  UNBOUNDED
                            0  REDEFINED
                            0     ERRORS
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 6
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Model Statistics    SOLVE fixedqty Using MCP From line 100

MODEL STATISTICS

BLOCKS OF EQUATIONS           3     SINGLE EQUATIONS           11
BLOCKS OF VARIABLES           3     SINGLE VARIABLES           11
NON ZERO ELEMENTS            24     NON LINEAR N-Z              0
DERIVATIVE POOL              20     CONSTANT POOL              16
CODE LENGTH                   0

GENERATION TIME      =        0.002 SECONDS      3 MB  24.5.6 r55090 LEX-LEG

EXECUTION TIME       =        0.003 SECONDS      3 MB  24.5.6 r55090 LEX-LEG
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 7
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Solution Report     SOLVE fixedqty Using MCP From line 100

              S O L V E      S U M M A R Y

    MODEL   fixedqty            
    TYPE    MCP                 
    SOLVER  PATH                FROM LINE  100

**** SOLVER STATUS     1 Normal Completion         
**** MODEL STATUS      1 Optimal                   

RESOURCE USAGE, LIMIT          0.003      1000.000
ITERATION COUNT, LIMIT         1    2000000000
EVALUATION ERRORS              0             0
11 row/cols, 24 non-zeros, 19.83% dense.

Path 4.7.03 (Fri Nov 27 05:18:03 2015)
Written by Todd Munson, Steven Dirkse, and Michael Ferris

INITIAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  5.0000e+01 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  1.0000e+00 eqn: (supply(seattle))
                                           var: (x(seattle,new-york))

INITIAL JACOBIAN NORM STATISTICS
Maximum Row Norm. . . . . . . .  3.0000e+00 eqn: (supply(seattle))
Minimum Row Norm. . . . . . . .  2.0000e+00 eqn: (profit(seattle,new-york))
Maximum Column Norm . . . . . .  3.0000e+00 var: (w(seattle))
Minimum Column Norm . . . . . .  2.0000e+00 var: (x(seattle,new-york))

FINAL STATISTICS
Inf-Norm of Complementarity . .  8.6098e-09 eqn: (profit(seattle,chicago))
Inf-Norm of Normal Map. . . . .  2.8699e-11 eqn: (profit(seattle,chicago))
Inf-Norm of Minimum Map . . . .  2.8706e-11 eqn: (profit(seattle,chicago))
Inf-Norm of Fischer Function. .  2.8699e-11 eqn: (profit(seattle,chicago))
Inf-Norm of Grad Fischer Fcn. .  2.8699e-11 eqn: (supply(seattle))
Two-Norm of Grad Fischer Fcn. .  4.0587e-11

FINAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  5.0000e+01 eqn: (supply(san-diego))
Maximum of Grad F . . . . . . .  1.0000e+00 eqn: (supply(seattle))
                                           var: (x(seattle,new-york))

---- EQU profit  zero profit conditions

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york    -0.225    -0.225     +INF     50.000      
seattle  .chicago     -0.077    -0.077     +INF    300.000      
seattle  .topeka      -0.162    -0.126     +INF       .         
san-diego.new-york    -0.225    -0.225     +INF    275.000      
san-diego.chicago     -0.162    -0.076     +INF       .         
san-diego.topeka      -0.126    -0.126     +INF    275.000      

---- EQU supply  supply limit at plant i

            LOWER     LEVEL     UPPER    MARGINAL

seattle    -350.000  -350.000     +INF       .         
san-diego  -600.000  -550.000     +INF       .         

---- EQU fxdemand  fixed demand at market j

           LOWER     LEVEL     UPPER    MARGINAL

new-york   325.000   325.000     +INF      0.225      
chicago    300.000   300.000     +INF      0.076      
topeka     275.000   275.000     +INF      0.126      

---- VAR w  shadow price at supply node i

            LOWER     LEVEL     UPPER    MARGINAL

seattle        .         .        +INF  4.6700E-6      
san-diego      .         .        +INF     50.000      

---- VAR p  shadow price at demand node j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .        0.225     +INF       .         
chicago       .        0.076     +INF       .         
topeka        .        0.126     +INF       .         

---- VAR x  shipment quantities in cases

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york      .       50.000     +INF       .         
seattle  .chicago       .      300.000     +INF       .         
seattle  .topeka        .         .        +INF      0.036      
san-diego.new-york      .      275.000     +INF       .         
san-diego.chicago       .         .        +INF      0.086      
san-diego.topeka        .      275.000     +INF       .         

**** REPORT SUMMARY :        0     NONOPT
                            0 INFEASIBLE
                            0  UNBOUNDED
                            0  REDEFINED
                            0     ERRORS
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 8
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Model Statistics    SOLVE equilqty Using MCP From line 106

MODEL STATISTICS

BLOCKS OF EQUATIONS           3     SINGLE EQUATIONS           11
BLOCKS OF VARIABLES           3     SINGLE VARIABLES           11
NON ZERO ELEMENTS            27     NON LINEAR N-Z              3
DERIVATIVE POOL              20     CONSTANT POOL              24
CODE LENGTH                  28

GENERATION TIME      =        0.002 SECONDS      3 MB  24.5.6 r55090 LEX-LEG

EXECUTION TIME       =        0.002 SECONDS      3 MB  24.5.6 r55090 LEX-LEG
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 9
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
Solution Report     SOLVE equilqty Using MCP From line 106

              S O L V E      S U M M A R Y

    MODEL   equilqty            
    TYPE    MCP                 
    SOLVER  PATH                FROM LINE  106

**** SOLVER STATUS     1 Normal Completion         
**** MODEL STATUS      1 Optimal                   

RESOURCE USAGE, LIMIT          0.006      1000.000
ITERATION COUNT, LIMIT        16    2000000000
EVALUATION ERRORS              0             0
11 row/cols, 27 non-zeros, 22.31% dense.

Path 4.7.03 (Fri Nov 27 05:18:03 2015)
Written by Todd Munson, Steven Dirkse, and Michael Ferris

INITIAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.0000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  3.8922e+02 eqn: (prdemand(chicago))
Maximum of Grad F . . . . . . .  1.0811e+04 eqn: (prdemand(chicago))
                                           var: (p(chicago))

INITIAL JACOBIAN NORM STATISTICS
Maximum Row Norm. . . . . . . .  1.0813e+04 eqn: (prdemand(chicago))
Minimum Row Norm. . . . . . . .  2.0000e+00 eqn: (profit(seattle,new-york))
Maximum Column Norm . . . . . .  1.0813e+04 var: (p(chicago))
Minimum Column Norm . . . . . .  2.0000e+00 var: (x(seattle,new-york))

FINAL STATISTICS
Inf-Norm of Complementarity . .  1.0311e-11 eqn: (profit(san-diego,new-york))
Inf-Norm of Normal Map. . . . .  1.1369e-13 eqn: (prdemand(new-york))
Inf-Norm of Minimum Map . . . .  1.1369e-13 eqn: (prdemand(new-york))
Inf-Norm of Fischer Function. .  1.1369e-13 eqn: (prdemand(new-york))
Inf-Norm of Grad Fischer Fcn. .  2.4809e-10 eqn: (prdemand(topeka))
Two-Norm of Grad Fischer Fcn. .  3.4958e-10

FINAL POINT STATISTICS
Maximum of X. . . . . . . . . .  3.5000e+02 var: (x(seattle,chicago))
Maximum of F. . . . . . . . . .  9.4056e-02 eqn: (profit(seattle,topeka))
Maximum of Grad F . . . . . . .  4.3651e+03 eqn: (prdemand(topeka))
                                           var: (p(topeka))

---- EQU profit  zero profit conditions

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york    -0.225    -0.167     +INF       .         
seattle  .chicago     -0.077    -0.077     +INF    350.000      
seattle  .topeka      -0.162    -0.068     +INF       .         
san-diego.new-york    -0.225    -0.225     +INF    325.000      
san-diego.chicago     -0.162    -0.135     +INF       .         
san-diego.topeka      -0.126    -0.126     +INF    275.000      

---- EQU supply  supply limit at plant i

            LOWER     LEVEL     UPPER    MARGINAL

seattle    -350.000  -350.000     +INF      0.058      
san-diego  -600.000  -600.000     +INF       .         

---- EQU prdemand  price-responsive demand at market j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .         .        +INF      0.225      
chicago       .         .        +INF      0.135      
topeka        .         .        +INF      0.126      

---- VAR w  shadow price at supply node i

            LOWER     LEVEL     UPPER    MARGINAL

seattle        .        0.058     +INF       .         
san-diego      .         .        +INF       .         

---- VAR p  shadow price at demand node j

           LOWER     LEVEL     UPPER    MARGINAL

new-york      .        0.225     +INF       .         
chicago       .        0.135     +INF       .         
topeka        .        0.126     +INF       .         

---- VAR x  shipment quantities in cases

                     LOWER     LEVEL     UPPER    MARGINAL

seattle  .new-york      .         .        +INF      0.058      
seattle  .chicago       .      350.000     +INF       .         
seattle  .topeka        .         .        +INF      0.094      
san-diego.new-york      .      325.000     +INF       .         
san-diego.chicago       .         .        +INF      0.027      
san-diego.topeka        .      275.000     +INF       .         

**** REPORT SUMMARY :        0     NONOPT
                            0 INFEASIBLE
                            0  UNBOUNDED
                            0  REDEFINED
                            0     ERRORS
GAMS 24.5.6  r55090 Released Nov 27, 2015 LEX-LEG x86 64bit/Linux 04/29/16 02:42:37 Page 10
Transportation model as equilibrium problem (TRANSMCP,SEQ=126)
E x e c u t i o n

----    112 PARAMETER report  summary report

                        fixed        flex    fixed CF     flex CF

seattle  .new-york      50.000      50.000      50.000
seattle  .chicago      300.000     300.000     300.000     350.000
seattle  .price                                              0.058
san-diego.new-york     275.000     275.000     275.000     325.000
san-diego.topeka       275.000     275.000     275.000     275.000
price    .new-york       0.225       0.225       0.225       0.225
price    .chicago        0.153       0.153       0.076       0.135
price    .topeka         0.126       0.126       0.126       0.126

EXECUTION TIME       =        0.002 SECONDS      3 MB  24.5.6 r55090 LEX-LEG

USER: Computer Sciences Dept.                        G151218:1517AO-LNX
     University of Wisconsin-Madison                            DC8499
     License for teaching and research at degree granting institutions

**** FILE SUMMARY

Input      /var/lib/condor/execute/dir_1900406/MODEL.gms
Output     /var/lib/condor/execute/dir_1900406/solve.out