GAMS World Forum

Hi all, I should solve the following equation on GAMS, making the lamba (λ) vary between 0 and 1, does anyone have an idea of how the code should be written? max z(λ) = λα*(SC^U- SC)- [(1-λ) *β *(R^U-R) (11) To obtain a set of solutions on the Pareto frontier the proposed formulation is solved by co...

Zorro, I encourage you to look at the GAMS model library: anywhere is probably useful, but start with the trnsport and dice models if you don't have other ideas. You will observe that using multiply-indexed variables is the normal practice. There is nothing unprofessional about this. It is very muc...

Hi, I don't know what you mean by this But now, having to write it professionally Almost all GAMS model have multiple indexes, this is as professional as it gets. There are ways to ""flatten" the index space, but that looks very ugly, so before suggesting ways to do this, I would lik...

perhaps I misused the term and was misunderstood. I need to use only one index because I'm writing a paper and my teacher insisted that we have to use only one index. And now I have to change the whole model

perhaps I misused the term and was misunderstood. I need to use only one index because I'm writing a paper and my teacher insisted that we have to use only one index. And now I have to change the whole model

Hi, I have a modeling problem on GAMS and I don't know how to proceed. In practice I should use a variable that takes into account 2 sets, but using only one subscript. In practice I have 64 companies (shares), and 8 sectors (8 companies per sector 8x8=64). Initially, to run the model, I used a doub...

Hi, I have a modeling problem on GAMS and I don't know how to proceed. In practice I should use a variable that takes into account 2 sets, but using only one subscript. In practice I have 64 companies (shares), and 8 sectors (8 companies per sector 8x8=64). Initially, to run the model, I used a doub...

Hi RZoro95, In your GDXXRW-call you are refering to a parameter "x": execute "gdxxrw PortfolioComp.gdx o=PorioComp.xls par =x rng=foglio1!a1 cdim=1 rdim=1 " However, in your model "x" is declared a a variable, hence the error. To solve this, change par to var: execute ...

GAMS.PNG Hi everyone, I have a problem with placing a constraint in a portfolio optimization problem. In practice I will explain the model: I have a set i of assets and a set s of sectors, the variable x (s, i) represents the quantity of assets i belonging to sector s. Then I have a parameter matri...

Hi everyone, I have a problem with the output of a result on an excel sheet. In practice I have x (s, i) as a result of the model and I would like me to output them on excel sheet only that I can't. The reason is that they are two indices? I am attaching a photo of the lst result of what to bring to...