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You should have a look at the models in the GAMS model library. For
example, the model icut has a solve within a loop, etc.
-Steve
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Steven Dirkse, Ph.D.
GAMS Development Corp., Washington DC
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Thanks for your insight.
My solution shouldn't be integers. And to change it to MIP model could be painful for me.
However, it is intended to be an equilibrium model.