GAMS World Forum

Hi, Is there any way to assign some specific marginal value to some equality constraint in GAMS and run the optimization script which will have those assigned values fixed over the optimization horizon? I know that the marginal values are product of the optimization solution, but I guess it might be...

Hi,

Does anyone know, whether it is possible or not to control the value of lagrange multiplier by introducing a constraint in the optimization formulation? If yes, how can we do that.

Regards,
Jubeyer

Thanks.

Hi , I am getting this kind of message in my log file, MIP status(101): integer optimal solution Cplex Time: 148.14sec (det. 115562.34 ticks) Fixing integer variables, and solving final LP... Version identifier: 12.10.0.0 | 2019-11-26 | 843d4de CPXPARAM_Advance 2 CPXPARAM_Threads 1 CPXPARAM_Parallel...

OK. I guess what you're trying to do from looking at your code is that you have integrated all three of your objective function to a single objective function. That may work if you don't have any conflicting interest. Then it will be a typical optimization problem. If you have a case that you want t...

Hi, I am running a sequential optimization problem, where the variable of one problem is passed as a parameter to other. However I have tried to load a variable which is a parameter in another problem from the output gdx file. I have declared the variable as a parameter in the next file. While tryin...

Do you need any kind of synchronization among the variables of these three problems?

I think you can try to solve that by seeking the nash equilibrium in the stackelberg version.

Hi,

Does anyone know how to retrieve data from a merged gdx file? For example the merged one has the name merged.gdx and it has 2 files a and b ; whereas a has a parameter called SKY, then how should I call it.

-Jubeyer

Hi, Is it possible to model a sequential optimization problem in GAMS. For example, I have one optimization problem, some of its solution needs to be plugged in to another optimization problem as parameters. Can it be done on a single script? If you can refer me to some sample examples that will be ...

In case if this comes to useful for anyone, I have figured out that GAMS bilevel solver JAMS does not support a problem which has both integer variable in leader and follower. It only supports problem where integers are only in leader.