GAMS World Forum

The error message is slightly misleading, it probably failed because the model you want to solve is too big for the community license. See https://www.gams.com/latest/docs/UG_License.html#UG_License_Additional_Solver_Limits for the model size limits for the community license. BARON has tighter limit...

The listing file points you nicely to the issue and gives a reasonable explanation "Incompatible operands for relational operator": 95 inventoryBalance(p,s,t).. 96 I(t,p,s) =e= I(t-1,p,s) + X(t,p,s) - sum(s_1$(s_1 = sPrec(p,s) and s_1<>s), X(t-rt(s,s_1),p,s_1)*a(p,s)) - d(t,p,s); **** $148...

The optgams.def file is a file to let e.g. Studio know what options GAMS accepts and what their default values are. The GAMS documentation never had anything on adjusting the file. It is for pure internal use and editing might have some unexpected results.

-Michael

Why do you expect the ratio to be stable? Many optimization problems are degenerate, i.e. with the same objective function you have many solutions. Which one the solver spits out is a matter of chance. So if you change the input (e.g. different bounds) the solver takes a slightly different path and ...

The solver tells you the model is infeasible. There are many tools to analyze infeasibility. Infeasibility is a normal state for a mathematical program (besides optimal and unbounded). There are tools (e.g. iis or feasopt) that help you pinpoint the cause for the infeasibility. Search the forum for ...

Make "set li /li0*li40/;" and then a dynamic "set lirun(li);". Declare all symbols over li but when you use the symbol index over lirun. Now first you assign only li4 to lirun (lirun('li4')=yes; solve ..." and then you solve for all li: lirun(li) = yes; solve ...". -Mic...

The model is indeed nonconvex and depending on the starting point (set by bounds) you can get better solutions even if you make the feasible space smaller. Better is to use a global solver, e.g. BARON. In order to make it work okay I had to percolate the bounds of Hratio to H. With that BARON proves...

RZoro95, have a look at the GAMS model at qmeanvar (https://www.gams.com/latest/gamslib_ml/ ... anvar.html) that demonstrates how to solve for extremes of lambda and for points in between for the famous portfolio selection problem.

-Michael

There are plenty of questions like this already in the forum. Just search for logic expression. -Michael

You are using MCP to solve your model. MCP models need to be square. GAMS tells you (if you look careful at the lst file) that the model is not square: **** Counts do not match Single equations in unmatched =E= blocks 2492 Unmatched single free variables 2575 Then GAMS lists the unmatches equations ...