Search found 1042 matches
- 8 months ago
- Forum: Syntax
- Topic: the uncertain wrong of minimizing
- Replies: 6
- Views: 9879
Re: the uncertain wrong of minimizing
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...
- 8 months ago
- Forum: Modeling
- Topic: resolving a pareto function
- Replies: 2
- Views: 5506
Re: resolving a pareto function
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
-Michael
- 8 months ago
- Forum: Modeling
- Topic: Logical constraints
- Replies: 1
- Views: 5260
Re: Logical constraints
There are plenty of questions like this already in the forum. Just search for logic expression. -Michael
- 8 months ago
- Forum: Modeling
- Topic: SOLVE from line 689 ABORTED, EXECERROR = 1
- Replies: 2
- Views: 5900
Re: SOLVE from line 689 ABORTED, EXECERROR = 1
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 ...
- 8 months ago
- Forum: Modeling
- Topic: MCP in a loop results in infeasible solutions
- Replies: 2
- Views: 5380
Re: MCP in a loop results in infeasible solutions
Usually, solvers react to bRatio (see https://www.gams.com/latest/docs/UG_GamsCall.html#GAMSAObratio) but this does not help here. I unloaded an initial solution via "execute_unload 'startpoint';" just before the loop and inside the loop I did a "execute_loadpoint 'startpoint';" ...
- 8 months ago
- Forum: Syntax
- Topic: the uncertain wrong of minimizing
- Replies: 6
- Views: 9879
Re: the uncertain wrong of minimizing
Jim, Don't put your code in a regular text. The topic editor gives you code markdown to put code in mono-spaced font. This way, the formatting of table sam survives and we know where what number goes. BTW, this might all be related to non-convexity. But without running the model it's hard to say. -M...
- 8 months ago
- Forum: Modeling
- Topic: How to obtain the marginal of equality constraints in nlp
- Replies: 1
- Views: 4296
Re: How to obtain the marginal of equality constraints in nlp
Conopt delivers fine marginals. Nothing wrong with 0 or EPS marginals. If you want more detailed information, you might want to share your model.
-Michael
-Michael
- 8 months ago
- Forum: Modeling
- Topic: Modeling Question
- Replies: 1
- Views: 3472
Re: Modeling Question
That is super straight forward equation and its realization in GAMS is
-Michael
Code: Select all
$set M 5
$set F 3
$set L 7
set m / 1*%M%/, f / 1*%F%/, l / 1*%L% /, ps / 1*2 /;
variable z(l,m), x(f,l), conv(ps);
equation e(l);
e(l).. sum(m, z(l,m)) =e= sum(f, x(f,l))*prod(ps, conv(ps));
- 8 months ago
- Forum: API
- Topic: Python API ignores default Solver?
- Replies: 4
- Views: 5819
Re: Python API ignores default Solver?
There are many ways to change options in GAMS, changing optgams.def is not one of them. Please read this part of the docs: https://www.gams.com/44/docs/UG_GamsCal ... Precedence
-Michael
-Michael
- 8 months ago
- Forum: Modeling
- Topic: limiting a variable with a lower boundary
- Replies: 3
- Views: 3642
Re: limiting a variable with a lower boundary
You have implemented a semicont variable (https://www.gams.com/44/docs/UG_Languag ... sVariables). Many solvers do support them natively. But performance is usually comparable to your own binary reformulation (if your bigM is small enough).
-Michael
-Michael