$title Bilevel model with and without explicitly defined objective equation (EMPBP04,SEQ=465) $onText The KKT conditions generated for a inner problem with a well-defined objective equation (defobj) need to be the same as if the objective is not defined explicitly. Contributor: Jan-H. Jagla, November 2009 $offText variables x, y, obj; equations upper, lower, defobj; upper.. y =g= x; lower.. y =g= -x; defobj.. obj =e= y; model implicit /upper,lower/; model explicit /all/; x.lo = -2; x.l = x.lo; y.l = 2; lower.m = EPS; execute 'echo FileName explicit.gms > jams.opt'; execute 'echo bilevel min obj y defobj lower > "%emp.info%"'; explicit.optfile = 1; solve explicit using emp min x; execute 'echo FileName implicit.gms > jams.op2'; execute 'echo bilevel min y lower > "%emp.info%"'; implicit.optfile = 2; solve implicit using emp min x; execute 'diff -bw explicit.gms implicit.gms' abort$errorlevel 'explicit.gms and implicit.gms differ';