Take a read of the first post in Please read: make it easier to help you - #11.
It’s easier to help if you do the following:
- format your code using the triple backticks:
``` - provide a minimal working example of what you are trying to accomplish.
- Simplify it down to one constraint, and two or three variables. Remove any redundant information.
- It may help to provide the math formulation of your simple problem as well.
- What solver are you using? If you are trying to solve MPEC-type models, JuMP is a little behind compared to GAMS. You either have to do the reformulations manually, or using a solver like KNITRO.jl.
- You could also use a mixed-integer reformulation.