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The solver tells you the model is infeasible. There are many tools to analyze infeasibility. Infeasibility is a normal state for a mathematical program (besides optimal and unbounded). There are tools (e.g. iis or feasopt) that help you pinpoint the cause for the infeasibility. Search the forum for ...

Make "set li /li0*li40/;" and then a dynamic "set lirun(li);". Declare all symbols over li but when you use the symbol index over lirun. Now first you assign only li4 to lirun (lirun('li4')=yes; solve ..." and then you solve for all li: lirun(li) = yes; solve ...". -Mic...

The model is indeed nonconvex and depending on the starting point (set by bounds) you can get better solutions even if you make the feasible space smaller. Better is to use a global solver, e.g. BARON. In order to make it work okay I had to percolate the bounds of Hratio to H. With that BARON proves...

RZoro95, have a look at the GAMS model at qmeanvar (https://www.gams.com/latest/gamslib_ml/ ... anvar.html) that demonstrates how to solve for extremes of lambda and for points in between for the famous portfolio selection problem.

-Michael

There are plenty of questions like this already in the forum. Just search for logic expression. -Michael

You are using MCP to solve your model. MCP models need to be square. GAMS tells you (if you look careful at the lst file) that the model is not square: **** Counts do not match Single equations in unmatched =E= blocks 2492 Unmatched single free variables 2575 Then GAMS lists the unmatches equations ...

Usually, solvers react to bRatio (see https://www.gams.com/latest/docs/UG_GamsCall.html#GAMSAObratio) but this does not help here. I unloaded an initial solution via "execute_unload 'startpoint';" just before the loop and inside the loop I did a "execute_loadpoint 'startpoint';" ...

Jim, Don't put your code in a regular text. The topic editor gives you code markdown to put code in mono-spaced font. This way, the formatting of table sam survives and we know where what number goes. BTW, this might all be related to non-convexity. But without running the model it's hard to say. -M...

Conopt delivers fine marginals. Nothing wrong with 0 or EPS marginals. If you want more detailed information, you might want to share your model.

-Michael

That is super straight forward equation and its realization in GAMS is

Code: Select all

$set M 5
$set F 3
$set L 7
set m / 1*%M%/, f / 1*%F%/, l / 1*%L% /, ps / 1*2 /;
variable z(l,m), x(f,l), conv(ps);
equation e(l);
e(l).. sum(m, z(l,m)) =e= sum(f, x(f,l))*prod(ps, conv(ps));

-Michael

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