Search found 72 matches
- 4 months ago
- Forum: Modeling
- Topic: Tuning CPLEX solver options for large-scale MIP problems
- Replies: 4
- Views: 12785
Tuning CPLEX solver options for large-scale MIP problems
Hello GAMS experts! I'm working on solving a sequence of large-scale mixed-integer programs (each with million-ish constraints and variables) using GAMS/CPLEX. I found that under the same solver options, using GAMS version 24.9 (I don't know the exact CPLEX version, though) takes around 40 minutes t...
- 9 months ago
- Forum: Syntax
- Topic: Conditional Equations with Variable in GAMS
- Replies: 2
- Views: 4956
Re: Conditional Equations with Variable in GAMS
This is a modeling question rather than a GAMS syntax question. If your problem is a minimization problem over Energy_Exported, simply put: Energy_Exported >= PV_Generation - Demand Energy_Exported >= 0 If your problem is a maximization problem over Energy_Exported, then you have to use a binary ind...
- 1 year ago
- Forum: Syntax
- Topic: Using a variable in a equations condition
- Replies: 4
- Views: 3711
Re: Using a variable in a equations condition
Hi,
You can use the indicator constraint to achieve what you want for the variable condition in equations.
And I just posted a question post here. If someone answers my post, I think you will be able to implement the indicator constraint through my small example!
Cheers,
Gabriel
You can use the indicator constraint to achieve what you want for the variable condition in equations.
And I just posted a question post here. If someone answers my post, I think you will be able to implement the indicator constraint through my small example!
Cheers,
Gabriel
- 1 year ago
- Forum: Syntax
- Topic: How to formulate the indicator constraint correctly?
- Replies: 1
- Views: 2423
How to formulate the indicator constraint correctly?
Hello, I'm trying to formulate an indicator constraint. I'm using a small example for testing, but it still failed. I used the small example from the GAMS official website , slightly modified though: Here is the code set i /i1, i2, i3/ j /j1, j2, j3/; Binary Variable use(i,j); positive variable x(i,...
- 3 years ago
- Forum: Solvers
- Topic: GUROBI license is Demo in the newest version of GAMS
- Replies: 1
- Views: 2864
GUROBI license is Demo in the newest version of GAMS
Hi experts, I recently updated my GAMS IDE to the latest version (30.3.0), but I found that the GUROBI solver license in the Option window of the GAMS IDE is "Demo". I have actually obtained an academic license of GUROBI and successfully set it in my computer (I tried to run GurobiPy and i...
- 4 years ago
- Forum: Syntax
- Topic: Conic constraint in GAMS
- Replies: 4
- Views: 4716
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 = ...
- 4 years ago
- Forum: Syntax
- Topic: Conic constraint in GAMS
- Replies: 4
- Views: 4716
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 = ...
- 4 years ago
- Forum: Syntax
- Topic: Conic constraint in GAMS
- Replies: 4
- Views: 4716
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...
- 5 years ago
- Forum: Solvers
- Topic: MOSEK Licensing in GAMS
- Replies: 3
- Views: 5239
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...
- 5 years ago
- Forum: Syntax
- Topic: Different CPLEX threads influences final results?
- Replies: 4
- Views: 4949
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 ...