$TITLE  LEE-COCO-INVESTS - MODEL
$OFFUPPER
* This program solves a simple two variable LP with proper GAMS model
*

 SETS
    J two ventures /V1, V2/;

 PARAMETERS
    P(J)  profit per share
       / V1 20000
         V2 10000 / 

    PCOST(J)  purchase cost per share
       / V1 1000
         V2 0 / 
      
    WORK(J)  hours of work per share
       / V1 3
         V2 1 / 
      
    YIELD(J)  yield per share
       / V1 0
         V2 1000 / ;

 SCALAR HOURS hours of work available per day /7/ ;
 SCALAR CAPITAL investment capital available /1000/ ;

 VARIABLES
       X(J)    number of shares taken for each venture
       Z       total profit

  POSITIVE VARIABLE 
       X ;

  EQUATIONS
       PROFIT        define objective function maximimizing profit
       TIME        Inequality constraint for work hours
       INVLIMIT   Investement limit;

  PROFIT ..        Z  =E=  SUM((J), P(J)*X(J));

  TIME ..        SUM(J, X(J)*WORK(J) )  =L= HOURS;

  INVLIMIT ..  SUM(J, X(J)*(PCOST(J)-YIELD(J))  ) =L= CAPITAL;    


  MODEL  INVEST /ALL/ ;

  SOLVE INVEST USING LP MAXIMIZING Z ;

  DISPLAY X.L, X.M ;