Search found 56 matches

by dirkse
2 weeks ago
Forum: Announcements
Topic: GAMS Distribution 27.1.0 Announcement
Replies: 3
Views: 321

Re: GAMS Distribution 27.1.0 Announcement

Sounds like a virus checker to me. The solution in this case is to first update your virus checker and see if that helps - maybe somebody reported this already. If not, you should report this false positive to the provider of your virus checker. If they are any good, they will update some virus defi...
by dirkse
2 weeks ago
Forum: Syntax
Topic: Difference between 'equilibrium vi' and 'vi' in EMP
Replies: 1
Views: 109

Re: Difference between 'equilibrium vi' and 'vi' in EMP

Hello, An equilibrium model is a collection of agent models, where each agent controls a subset of the variables. If agent A controls x, then agents B and C treat x as a constant, but of course it can and will change as agent A chooses. The models for the different agents can be a combination of VI,...
by dirkse
3 weeks ago
Forum: Archive Google Group
Topic: Is there standard normal cumulative distribution function in GAMS?
Replies: 2
Views: 152

Re: Is there standard normal cumulative distribution function in GAMS?

Linkho,

A search for "standard normal" in the GAMS User's Guide at

https://www.gams.com/latest/docs/search.html

gives this page, which mentions the errorf function:

https://www.gams.com/latest/docs/UG_Parameters.html

-Steve
by dirkse
3 weeks ago
Forum: Syntax
Topic: condition on two dependent variables
Replies: 1
Views: 80

Re: condition on two dependent variables

Nasim, You mention strict inequalities in your post, but that doesn't really make sense in the context of NLP. Several posts in this forum and elsewhere deal more with this, including this one: http://yetanothermathprogrammingconsultant.blogspot.com/2017/03/strict-inequalities-in-optimization.html U...
by dirkse
3 weeks ago
Forum: Modeling
Topic: Stochastic bilevel model
Replies: 3
Views: 628

Re: Stochastic bilevel model

Hello, If you do a search of the GAMS User's guide for Stackelberg you get a couple of hits that give lots of relevant info. I attached a screenshot of that for you. Also, check out the EMP library: it's full of Stackelberg games (aka bilevel optimization): https://www.gams.com/latest/emplib_ml/libh...
by dirkse
1 month ago
Forum: Tools
Topic: MIPTRACE (objective value not in the exponential format)
Replies: 1
Views: 48

Re: MIPTRACE (objective value not in the exponential format)

nuno_r, Reading your post, I had a few questions: what solver? what version of GAMS? Who is nuno_r? I think your time would be better spent in scaling the model so the objective value is in a much smaller range (say, in the thousands instead of the trillions). The same goes for the constraints and v...
by dirkse
1 month ago
Forum: Tools
Topic: Generate an array of random numbers
Replies: 6
Views: 195

Re: Generate an array of random numbers

It seems we need to clarify what the original poster intended. If the intent was to draw a number of samples from a {0,1} distribution, then you would expect to get different numbers of 1s when using different random number seeds. But perhaps the intent was to just permute a given number of 1s. In t...
by dirkse
1 month ago
Forum: Tools
Topic: Generate an array of random numbers
Replies: 6
Views: 195

Re: Generate an array of random numbers

This does what you want. Setting the seed for the random number generator is not required, but it is useful to get different results for different runs. Set W /1*10/; Parameter Coef(W); scalar a / 0.7 /; * set the seed in some random way, based on the time execseed = gmillisec(jnow); coef(w) = [unif...
by dirkse
2 months ago
Forum: Syntax
Topic: Gams options
Replies: 1
Views: 128

Re: Gams options

Ildar, The log file you sent shows that the option file was read. You are using a fairly old version of GAMS/CPLEX from 2009. This version doesn't echo the non-default CPLEX options to the log, which would show you that the CPLEX library has accepted the options you have set. But the more recent ver...
by dirkse
2 months ago
Forum: Modeling
Topic: GAMS modeling of an conditional equation
Replies: 2
Views: 177

Re: GAMS modeling of an conditional equation

Hi, You have two strict inequalities there: one comparing parameters, the other comparing variables. The parameters can be compared this way, but not the variables. So you could do something like: set i / blah /; alias (i,j); parameter a(i); variables x(i); equation f(i,j); f(i,j)$[a(i) > a(j)] .. x...