GAMS World Forum

How do I union two different sets in GAMS?

A band matrix can be modeled efficiently in GAMS using circular leads (++) and circular lags (--), see chapter lag and lead operator of the GAMS User's Guide for more information. Using circular leads and lags, the first and last members of the set are assumed to be adjacent, so as to form a circula...

How do I model a band matrix in GAMS?

Write the level and the marginals of the variables you are interested in into a GDX container and load that GDX container into your second model. At the end of the first model add something like (assuming that you are interested in x ): execute_unload 'results.gdx', x; and load this data into your s...

How can I save the optimal values of a certain variable x that appears in one model, and reuse in another model that is otherwise unrelated, i.e. the save/restart facilities are not appropriate?

You cannot put an absolute term for a variable directly into a linear model such as LP or MIP. The model fragment below will not work: [...] obj.. z=e=sum(j, abs(x(j))); cons(i).. sum(j, a(i,j)*x(j)) =l= b(i); model foo /all/; solve foo minimizing z using lp; Various error messages will be given: 14...

How can I put an absolute term for a variable into a linear model?

The min function is a very dangerous one. To discourage users to use this function we don't allow this in an NLP model, and you are forced to declare the model as a DNLP model. The problem is that the min function is not differentiable, just like the max and the abs . The best advice I can give you ...

I have the following equation in my model:
MINOS was able to solve a very small instance of my model, but as the size increased MINOS was giving up.

Sometimes the solver found an optimal solution x with objective value z , but one believes that there is a better solution y which has objective value z* . There are different ways to look at such a situation: 1. For models with discrete variables or global solvers in general, make sure you have set...