Multiparametric programming

Problems with syntax of GAMS
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dasa
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Multiparametric programming

Post by dasa » 1 month ago

Dear All,

is there anyone know if GAMS has syntax for Multiparametric programming?

Thanks

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bussieck
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Re: Multiparametric programming

Post by bussieck » 4 weeks ago

There is no syntax in GAMS for parametric programming, nor are there any commercial strength solver for general parametric optimization problems. Since GAMS is the general algebraic modeling system, it does not have this. Some solvers support sensitivity analysis (for LP) and you can use GAMS programming flow (loop etc) to approximate your parametric program at discrete points of the parameters.

-Michael

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