Hi All,
I am doing stochastic programming research but I am relatively new to GAMS. One interesting I have found in GAMS is when you model a large number of Linear Programming (LP) problems and try to solve it, it would build each individually and solve sequentially. This process will consume a lot of time which are mainly the model building time. However, in other languages like C/C++ or Julia, one can easily prebuild models together in a parallel fashion and then execute solver. To the best of my knowledge, solving 10,000 LPs with 200+ variables and 300+ constraints in C with parallel computing in 4 processors and multiple workforces only takes about 40s, when the same problem in GAMS will be unsolvable based on my implementation (I tried to build and solve 600 LPs with 2 variables and 3 constraints in GAMS individually and the overall wall time is 700s). One relevant topic is as follows.
viewtopic.php?f=9&t=10333
So, I wonder if anyone can show me how to do the same thing with C in GAMS of the parallel computing. Even a simple example will be highly appreciated. Thank you in advance!
Is GAMS able to do parallel computing?

 User
 Posts: 43
 Joined: 6 months ago
 Location: Dallas, TX, USA
Re: Is GAMS able to do parallel computing?
Gabriel,
You may be interested interested in
a) The Grid and MultiThreading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The GatherUpdateSolveScatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred
You may be interested interested in
a) The Grid and MultiThreading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The GatherUpdateSolveScatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred

 User
 Posts: 43
 Joined: 6 months ago
 Location: Dallas, TX, USA
Re: Is GAMS able to do parallel computing?
Thank you very much Fred! It helps a lot, especially the second post!Fred wrote: ↑3 months agoGabriel,
You may be interested interested in
a) The Grid and MultiThreading Solve Facility for asynchronous submission and collection of models and their solutions
https://www.gams.com/latest/docs/UG_GridComputing.html
and
b) The GatherUpdateSolveScatter (GUSS) to allow collections of similar models (same model rim but different model data) to be described, instantiated, and solved efficiently.
https://www.gams.com/latest/docs/S_GUSS.html
Both chapters have a couple of useful links to the model library. One model that combines both approaches is GussGrid (https://www.gams.com/latest/gamslib_ml/ ... sgrid.html)
I hope this helps!
Best,
Fred
Cordially,
Gabriel