Search found 57 matches

by GabrielYin
1 year ago
Forum: Syntax
Topic: Inner Assignment of Parameter
Replies: 1
Views: 560

Inner Assignment of Parameter

Hi All, I wonder if there is an efficient way to assign values for part of the parameter. For instance, I have a parameter with 64 values controlled by m. Then I have another parameter with 12 values controlled by n. Now I want to put the latter parameter within the former one. Specifically, I want ...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Aggregate Parameter Indices
Replies: 3
Views: 868

Re: Aggregate Parameter Indices

By the way, I think GUSS needs exactly a single scenario index 's' to run right? But likely if I have a scenario set which is controlled by multiple indices like I posted previously, is it possible to use GUSS? The relevant site and my another post about GUSS are listed below. https://www.gams.com/l...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Aggregate Parameter Indices
Replies: 3
Views: 868

Re: Aggregate Parameter Indices

Hi, GAMS has an obscure syntax to do exactly this. For details see https://www.gams.com/latest/docs/UG_SystemAttributes.html#UG_SystemAttributes_PowerSet . $set digits 3 set s / s1*s%digits% /, b / 1,2,3 /; $eval nMax power(card(b),card(s)) set n / n1*n%nMax% / x(n,s,b) / system.powerSetRight /; pa...
by GabrielYin
1 year ago
Forum: Syntax
Topic: GUSS issue for parallel computing
Replies: 2
Views: 703

Re: GUSS issue for parallel computing

Hi, GUSS solves the base case first, i.e. the model with the given values for parameter rhsy2. This parameter has not been filled with data hence GUSS or better GAMS complains. Just remove the "scenario dict" from the solve statement and you get a very similar compilation error. Even though GUSS al...
by GabrielYin
1 year ago
Forum: Syntax
Topic: GUSS issue for parallel computing
Replies: 2
Views: 703

GUSS issue for parallel computing

Hi All, Gather-Update-Solve-Scatter (GUSS) (link: https://www.gams.com/latest/docs/S_GUSS.html )gives me a very good insight to solve multiple models with different parameters efficiently. However when I was going to implement my own model, it has some problems which I cannot figure out. I tried to ...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Aggregate Parameter Indices
Replies: 3
Views: 868

Aggregate Parameter Indices

Hi all, I have to use one parameter to store the following information: n variables, each variable can take Sn values. I have a toy example, 3 variables and each of them can take 1 or 2. The desired outcome should be like this: 1 1 1 1 1 2 1 2 1 1 2 2 2 1 1 2 1 2 2 2 1 2 2 2 It can be easily achieve...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Is GAMS able to do parallel computing?
Replies: 2
Views: 1097

Re: Is GAMS able to do parallel computing?

Gabriel, You may be interested interested in a) The Grid and Multi-Threading Solve Facility for asynchronous submission and collection of models and their solutions https://www.gams.com/latest/docs/UG_GridComputing.html and b) The Gather-Update-Solve-Scatter (GUSS) to allow collections of similar m...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Is GAMS able to do parallel computing?
Replies: 2
Views: 1097

Is GAMS able to do parallel computing?

Hi All, I am doing stochastic programming research but I am relatively new to GAMS. One interesting I have found in GAMS is when you model a large number of Linear Programming (LP) problems and try to solve it, it would build each individually and solve sequentially. This process will consume a lot ...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Is there a GAMS formulation for the Response Time Variability Problem?
Replies: 1
Views: 456

Re: Is there a GAMS formulation for the Response Time Variability Problem?

Hi Tobi, It is weird that in this image, the model is stated as MILP problem. However, the objective is not linear. If you can fix this issue, or use some other techniques like linear relaxation or second-order cone to "linearize" it, GAMS can surely handle this problem. Because it would be hard for...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Why does GAMS change binary variables to positive ones in a loop?
Replies: 2
Views: 667

Re: Why does GAMS change binary variables to positive ones in a loop?

Hi, I am just curious if you have defined xa and xaa as binary variables, why you still need to set the lower/upper bound in your loop? Actually in SAA you only need to calculate the sampling expectation as lower bound and the replication expectation as upper bound to formulate the confidence interv...