Search found 8 matches

by Ilya
4 years ago
Forum: Syntax
Topic: Violated BCH-generated cuts
Replies: 3
Views: 2782

Re: Violated BCH-generated cuts

Now I see that BCH supports user cuts, but not user-generated "lazy constraints". However, the model BCHTSP does something similar by rejecting integer solutions that do not satisfy the "implicit" subtour elimination constraints and by passing the "correcting" cuts to t...
by Ilya
4 years ago
Forum: Syntax
Topic: Violated BCH-generated cuts
Replies: 3
Views: 2782

Violated BCH-generated cuts

I'm using the BCH cutting planes call (userCutCall ...) in cplex.opt to implement a branch-and-cut algorithm (i.e., trying to reduce the number of variables, but some constraints should be generated on-the-fly). I can also print the generated cuts into the solution log through GAMS Embedded Python. ...
by Ilya
5 years ago
Forum: API
Topic: Variable relative solution tolerance in GamsModelInstance
Replies: 1
Views: 24409

Variable relative solution tolerance in GamsModelInstance

I need to solve a model with multiple varying data (thus the use of GamsModelInstance) several times with varying accuracy (start at lower accuracy and progress towards OptCr=0). As far as I am aware, the OptCr option is set for the GamsCheckpoint from which the GamsModelInstance is created. Recreat...
by Ilya
5 years ago
Forum: API
Topic: Setting variable level in Python without using GamsModifier
Replies: 1
Views: 4038

Setting variable level in Python without using GamsModifier

In my previous post I've run into the problem of not being able to change the initial values of decision variables through GamsModifier when instantiating a ModelInstance. Namely, GamsModifier(x, UpdateAction.Primal, x_ini) has resulted in errors. Now I'm back to this issue and planning to directly ...
by Ilya
5 years ago
Forum: API
Topic: UpdateAction.Primal/Dual in GamsModifier not available
Replies: 0
Views: 3609

UpdateAction.Primal/Dual in GamsModifier not available

I'm attempting to instantiate a ModelInstance of a GAMS model in Python, and intend to use some GamsModifiers to set the levels of some model variables. Now, when I'm instantiating with GamsModifier(x, UpdateAction.Primal, x_ini), the following error appears: File "D:\dummy.py", line 255, ...
by Ilya
5 years ago
Forum: API
Topic: SOS1 variables using Python
Replies: 2
Views: 10437

Re: SOS1 variables using Python

Yes, I have to say you are right!
I've never thought that the D letter in the solver name changes so much. Thank you.
by Ilya
5 years ago
Forum: API
Topic: SOS1 variables using Python
Replies: 2
Views: 10437

SOS1 variables using Python

I am writing a Benders decomposition model, and to avoid repeated model assembly inside the loop, I'm using Pythonic GamsModelInstances based on the GAMS model formulations (very similar to the example in SPBENDERS3.gms). I also have some important SOS1 variables in the master problem. And when the ...
by Ilya
5 years ago
Forum: Modeling
Topic: Overall program run time/time limit
Replies: 1
Views: 3838

Overall program run time/time limit

I'm implementing sequential solver calls in a benders loop. It is possible to set the reslim option to limit the solution time of a single solver call. It is also possible to measure the overall loop time by accumulating the solver time returned in resUsd using a scalar parameter. Things become more...