Search found 72 matches

by GabrielYin
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...
by GabrielYin
9 months ago
Forum: Syntax
Topic: Conditional Equations with Variable in GAMS
Replies: 2
Views: 4959

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...
by GabrielYin
1 year ago
Forum: Syntax
Topic: Using a variable in a equations condition
Replies: 4
Views: 3714

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
by GabrielYin
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,...
by GabrielYin
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...
by GabrielYin
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 = ...
by GabrielYin
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 = ...
by GabrielYin
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...
by GabrielYin
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...
by GabrielYin
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 ...