Search found 57 matches

by GabrielYin
1 week ago
Forum: Syntax
Topic: Conic constraint in GAMS
Replies: 4
Views: 904

Re: Conic constraint in GAMS

Hi, with recent versions you should get a message like this from Mosek: The constraint 'eq8'(3) is not convex. Q should be negative semidefinite for a constraint with finite lower bound. (*1294*) Setting non-negative lower bounds on x1 and s1 resolves the problem. free variable x1, x2, x3; x1.lo = ...
by GabrielYin
1 week ago
Forum: Syntax
Topic: Conic constraint in GAMS
Replies: 4
Views: 904

Re: Conic constraint in GAMS

Hi, with recent versions you should get a message like this from Mosek: The constraint 'eq8'(3) is not convex. Q should be negative semidefinite for a constraint with finite lower bound. (*1294*) Setting non-negative lower bounds on x1 and s1 resolves the problem. free variable x1, x2, x3; x1.lo = ...
by GabrielYin
3 weeks ago
Forum: Syntax
Topic: Conic constraint in GAMS
Replies: 4
Views: 904

Conic constraint in GAMS

Hi experts! I just ran into some problems for writing conic constraints in GAMS. I was trying to test the second-order cone programming (SOCP) duality by the following problem from the Stanford course: min 2 * x1 + x2 + x3 s.t. x1 + x2 + x3 = 1 sqr(x1) =g= sqr(x2) + sqr(x3) And the dual of this SOCP...
by GabrielYin
1 year ago
Forum: Solvers
Topic: MOSEK Licensing in GAMS
Replies: 3
Views: 1256

MOSEK Licensing in GAMS

Hi all, I recently need to use MOSEK to solve large-scale SOCP problems, but I really do not know how to add a MOSEK license to my GAMS system. I used to add a GAMS license to my GAMS system by just copying to the clipboard and paste in the Help button in the GAMS IDE, which includes CPLEX. I have a...
by GabrielYin
1 year ago
Forum: Syntax
Topic: Different CPLEX threads influences final results?
Replies: 4
Views: 1749

Re: Different CPLEX threads influences final results?

No, the threads selection may have an impact on your results. If you have different optimal solutions (or have positive optimality tolerances) you will have a different path through the algorithm if you change something (threads, OS, different bit-ness of the software (32/64bit), ...). Only if you ...
by GabrielYin
1 year ago
Forum: Syntax
Topic: Different CPLEX threads influences final results?
Replies: 4
Views: 1749

Re: Different CPLEX threads influences final results?

Sorry, for threads = 4 case, the elapsed time is 5min38sec.

Gabriel
by GabrielYin
1 year ago
Forum: Syntax
Topic: Different CPLEX threads influences final results?
Replies: 4
Views: 1749

Different CPLEX threads influences final results?

Hi all, I have tried to set different threads for CPLEX solver to facilitate my computation, but weirdly, different threads gave different final results. Based on my knowledge, setting threads will only influence the speed because it is for parallel computing, but will not have any impact on the exe...
by GabrielYin
1 year ago
Forum: Tools
Topic: How to fancily label and observe .lst file
Replies: 0
Views: 1570

How to fancily label and observe .lst file

Hi all, I am using a linux-version GAMS in a linux system. It does give me a .lst file after compilation, but it cannot be viewed as in GAMS IDE, like shown in the following. .lst file in a GAMS IDE is with very fancy labels and can be easily viewed. https://image.ibb.co/b9damp/lst.jpg I have tried ...
by GabrielYin
1 year ago
Forum: Modeling
Topic: MIQP Problem Formulated as MIQCP?
Replies: 5
Views: 1520

Re: MIQP Problem Formulated as MIQCP?

Gabriel, From the log output you sent I would conclude that the GAMS/CPLEX link has found a general non-linear constraint in your problem. Simply put, it does not think it is a QCP. The specific output I refer to is: General nonlinearity detected in row subobjregu -Steve Thank you! However, the row...
by GabrielYin
1 year ago
Forum: Modeling
Topic: MIQP Problem Formulated as MIQCP?
Replies: 5
Views: 1520

Re: MIQP Problem Formulated as MIQCP?

Hi, Perhaps you have use x**2 to represent your quadratic part. **2 is the real power (https://www.gams.com/latest/docs/UG_Parameters.html#INDEX_power_2d__21_function) and can't be used in QCP models. So better use power(x,2) or even simpler sqr(x) . -Michael Thank you! Actually I was using abs() w...