GAMS World Forum

Thank you very much I thought since sqrt(x*x+y*y)<=t is convex then x^2+y^2<=t^2 is also convex... But I was absolutely wrong!! The reason is because the function is not convex. In standard form for an NLP, it's x^2 + y^2 - z^2 <= 0 The function has a Hessian that is indefinite, having eigenvalues e...

Dear Users/admins; As you know cplex can solve convex QCP. I have written the following simple example in gams: x*x + y*y=l=z*z; As you know the above function is second order cone and so convex. But when solving it with cplex under qcp it says the model is not convex!! Can someone help me? Am I los...

Thank you vary much Michael

Dear GAMS users, I have a simple question and I really appreciate your help. I have an SOCP model (second order cone programming) and so my model is convex. My question is that which solver is more suitable for these kinds of problems i.e., SOCP? Or every nonlinear solver is able to solve it easily ...

Dear GAMS users, I have a problem which I don't know how to model in GAMS and here it is: Assume x(i) is a variable. I want to find the sum of r largest components. For instance, assume x(i)=(x1, x2, x3, x4, x5, x6, x7) and I wish to find the sum of 3 largest components (i.e., x2+x7+x5 where x2 is t...

Dear Manassaldi,
Thank you very much to reply my post.
Your idea is great and I would try to apply it to my model.
Sincerely yours.

Manassaldi wrote: ↑6 years ago Hi, try these equations:

eq.. X =l= M*Y
eq.. X =g= Y

M is a parameter and the upper bound of X

If Y =1
X =l= M
X =g= 1

if Y = 0
X =l= 0
X =g= 0

Bye!

Dear GAMS experts, I have a modeling problem which seems not to be difficult to solve, but I cannot find a way to handle it. :| Assume there are two variables in your model that one of the variables is integer (X) and another one is binary (Y). If X is 0 then Y is 0 as well, otherwise if X=1,2,3, .....

Dear Renger, Thanks for your answer. My problem was already solved by the helpful reply of Michael in the previous post using the dynamic set. However, please note that I cannot use your way because OBJ is defined over the set s. Sincerely yours. Hi Just use a loop loop(s, solve mymodel using nlp ma...

Dear Michael, I really appreciate your very useful suggestion. That was a great idea and my code is properly working. Thanks a lot. Hi, You need to do two things: 1) Work with a dynamic set sx(s) that contains only the elements of s you want in your single solve (it seems that in your case you just ...

Dear GAMS users, Hi, As you know objective function in GAMS should be a free variable without domain. However, I have a model in which the objective function is defined over the all elements of a set. For instance, assume that set s /s1*s100/; The objective function is OF(s). Indeed, for each s, the...