Search found 54 matches

by GabrielYin
1 year ago
Forum: Syntax
Topic: GUSS issue for parallel computing
Replies: 2
Views: 532

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: 532

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: 690

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: 871

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: 871

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: 361

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: 547

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...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Individual LP v.s. Integrated LP in GAMS
Replies: 6
Views: 1240

Re: Individual LP v.s. Integrated LP in GAMS

Gabriel, Please find a few comments below. 1) Even if you would have found *one* meaningful example (sorry that I doubt you did) where the solution of multiple simple LPs takes longer than the integrated large LP, deriving a general rule from a single observation seems like a hasty conclusion. 2) A...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Individual LP v.s. Integrated LP in GAMS
Replies: 6
Views: 1240

Re: Individual LP v.s. Integrated LP in GAMS

I got your point. Nevertheless here is still some way to let the user know the time consumption. This is just a tiny example and it should have been considered meaningless by GAMS system to show its time. I'll try a bigger one with millions of rows/columns to check the time. Thank you so much! Best,...
by GabrielYin
1 year ago
Forum: Modeling
Topic: Individual LP v.s. Integrated LP in GAMS
Replies: 6
Views: 1240

Re: Individual LP v.s. Integrated LP in GAMS

Hi, why did you discard your first hypothesis ? If you look at the .lst file, you can see that the time is in fact spent in GAMS "execution" and "generation", rather than in the actual "solve" time (which is detailed as "resource use" of each solve. Check: https://support.gams.com/gams:what_is_the_...