(!******************************************************
   Mosel Example Problems
   ======================   

   Example model for the 
   Robust Optimization with Xpress white paper

   (c) 2014 Fair Isaac Corporation
       
*******************************************************!)
model PriceRobustness
  uses "mmrobust"                    ! Load the robust library

  declarations
    x : mpvar
    u : uncertain
  end-declarations

  0 <= u
  u <= 3

  (1+u)*x <= 1

  maximize(XPRS_NOMINAL, x)
  nominal_objective := getobjval
  writeln("Objective at nominal values:", nominal_objective );

  maximize(x)
  robust_objective := getobjval
  writeln("Robust objective:", robust_objective );
  writeln("Price of robustness:", nominal_objective - robust_objective );
  writeln("Worst value of uncertain:", u.sol)

end-model