set PROD; # products set ACT; # activities param cost {ACT} > 0; # cost per unit of each activity param io {PROD,ACT} >= 0; # units of each product from # 1 unit of each activity param demzero {PROD} > 0; # intercept and slope of the demand param demrate {PROD} >= 0; # as a function of price var Price {i in PROD}; var Level {j in ACT}; subject to Pri_Compl {i in PROD}: Price[i] >= 0 complements sum {j in ACT} io[i,j] * Level[j] >= demzero[i] - demrate[i] * Price[i]; subject to Lev_Compl {j in ACT}: Level[j] >= 0 complements sum {i in PROD} Price[i] * io[i,j] <= cost[j];