Initial values for solves within a loop.
Initial values for solves within a loop.
Hi folks,
I have a question regarding initial values for problem variables when the solve statement is within a loop.
My model is a MIP model and it is likely that the solution from the first iteration of the loop will be a feasible solution for the second iteration and a good starting point.
I know that I can specify the initial value for a variable using the .l subscript. But since at the end of a loop, the variables have values already, will GAMS automatically use these as a starting point for the next solve?
Or, do I need to do something like the following? It seems like I would be just setting the variables to values they already have?
While( counter lt 10,
v_variable.l=p_initial_value;
solve model using MIP minimizing v_obj;
p_initial_value = v_variable.l;
counter++
);

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RE: Initial values for solves within a loop.
Hi Jody
Gams will use the solution from the last solve. You can see this for your self in the following example:
positive variable X, Y;
variable util;
equation utility, budget;
parameter income /100/;
utility..
util =E= X**0.2 * Y**0.8;
budget..
income =E= X + Y;
model micro /all/;
solve micro maximizing util using nlp;
income = 120;
micro.iterlim = 0;
solve micro maximizing util using nlp;
If you go to theequation listing in the lstfile, you will find for the first solve
Equation Listing SOLVE micro Using NLP From line 18
 utility =E=
utility.. (0)*X + (0)*Y + util =E= 0 ; (LHS = 0)
 budget =E=
budget..  X  Y =E= 100 ; (LHS = 0, INFES = 100 ****)
 X
X
(.LO, .L, .UP, .M = 0, 0, +INF, 0)
(0) utility
1 budget
 Y
Y
(.LO, .L, .UP, .M = 0, 0, +INF, 0)
(0) utility
1 budget
Gams puts the initial values in the (linearized) equations: As I didnâ€™t give any values, Gams assumes 0.
For the second solve, the equations listing gives you the following and you can see that Gams uses the solve values of the last solve (I set the iteration limit to 0, which is in fact not necessary as Gams evaluates the starting point in the equations listing).
 utility =E=
utility..  (0.606286626604091)*X  (0.606286626604176)*Y + util =E= 0 ; (LHS = 0)
 budget =E=
budget..  X  Y =E= 120 ; (LHS = 99.9999999999999, INFES = 20.0000000000001 ****)
GAMS 24.6.0 r55587 BETA Released 24Dec15 WEXWEI x86 64bit/MS Windows 01/20/16 09:36:03 Page 7
G e n e r a l A l g e b r a i c M o d e l i n g S y s t e m
Column Listing SOLVE micro Using NLP From line 25
 X
X
(.LO, .L, .UP, .M = 0, 20.0000000000022, +INF, 0)
(0.6063) utility
1 budget
 Y
Y
(.LO, .L, .UP, .M = 0, 79.9999999999977, +INF, EPS)
(0.6063) utility
1 budget
Hope this helps
Cheers
Renger
From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Jody D
Sent: Dienstag, 19. Januar 2016 18:48
To: gamsworld
Subject: Initial values for solves within a loop.
Hi folks,
I have a question regarding initial values for problem variables when the solve statement is within a loop.
My model is a MIP model and it is likely that the solution from the first iteration of the loop will be a feasible solution for the second iteration and a good starting point.
I know that I can specify the initial value for a variable using the .l subscript. But since at the end of a loop, the variables have values already, will GAMS automatically use these as a starting point for the next solve?
Or, do I need to do something like the following? It seems like I would be just setting the variables to values they already have?
While( counter lt 10,
v_variable.l=p_initial_value;
solve model using MIP minimizing v_obj;
p_initial_value = v_variable.l;
counter++
);

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 User
 Posts: 4
 Joined: 3 months ago
Re: Initial values for solves within a loop.
Hi Jody, hi Renger,
recently I'm facing nearly the same problem like Jody about two years ago.
I've written a loop which looks like this:
loop(instance,
load_sum(t) = input(t,instance);
Solve Quartiersspeicher using LP minimize Ctotal;
PVtest(instance)=PVOpt.l;
SoCtest(instance)=SoCOpt.l+EPS;
Speicherstand(instance,t)=SoC.l(t)+EPS;
Posladen(instance,t)=charge.l(t)+EPS;
Negladen(instance,t)=discharge.l(t)+EPS
My problem is that GAMS uses for the Solving of the model the values from the previous instance.
Is there any posibility to solve the Model several times (for the instances) without a dependency on the last solve?
Thanks for your Help!!
Andreas
recently I'm facing nearly the same problem like Jody about two years ago.
I've written a loop which looks like this:
loop(instance,
load_sum(t) = input(t,instance);
Solve Quartiersspeicher using LP minimize Ctotal;
PVtest(instance)=PVOpt.l;
SoCtest(instance)=SoCOpt.l+EPS;
Speicherstand(instance,t)=SoC.l(t)+EPS;
Posladen(instance,t)=charge.l(t)+EPS;
Negladen(instance,t)=discharge.l(t)+EPS
My problem is that GAMS uses for the Solving of the model the values from the previous instance.
Is there any posibility to solve the Model several times (for the instances) without a dependency on the last solve?
Thanks for your Help!!
Andreas
Re: Initial values for solves within a loop.
Hi
If you really want to start from scratch, you might use put commands in a loop over the values from the original table input(t,instance) to write a batch file that would look a little bit like this, :
call gams mygamsfile myparam1 = 1 myparam2 =2
call gams mygamsfile myparam1 = 3 myparam2 = 1
....
You then can replace %myparam1% and %myparam2% in the gams file and do without the loop.
If you gather the results in a gdx file with the name having %myparam1% and %myparam2% in it, you can then afterwards merge all the gdx files:
$gdxout 'myresults_%myparam1%_%myparam2.gdx'
$unload
Hope this helps.
Cheers
Renger
If you really want to start from scratch, you might use put commands in a loop over the values from the original table input(t,instance) to write a batch file that would look a little bit like this, :
call gams mygamsfile myparam1 = 1 myparam2 =2
call gams mygamsfile myparam1 = 3 myparam2 = 1
....
You then can replace %myparam1% and %myparam2% in the gams file and do without the loop.
If you gather the results in a gdx file with the name having %myparam1% and %myparam2% in it, you can then afterwards merge all the gdx files:
$gdxout 'myresults_%myparam1%_%myparam2.gdx'
$unload
Hope this helps.
Cheers
Renger