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Variable relative solution tolerance in GamsModelInstance

Posted: Wed Oct 24, 2018 7:19 pm
by Ilya
I need to solve a model with multiple varying data (thus the use of GamsModelInstance) several times with varying accuracy (start at lower accuracy and progress towards OptCr=0).
As far as I am aware, the OptCr option is set for the GamsCheckpoint from which the GamsModelInstance is created.
Recreating a new GamsModelInstance (with all the Modifiers, instantiation etc.) each time the solution tolerance needs to be tightened seems a bit unwieldy.
Is it possible to directly change these parameters for the existing GamsModelInstance, without re-instantiation?

Re: Variable relative solution tolerance in GamsModelInstance

Posted: Thu Oct 25, 2018 12:16 pm
by bussieck
You will need to solve the instance with a solver option file that sets the option for relative optimality before the solve method. You can pass a GamsModelInstanceOpt object to the solve method to instruct the solve to process the solver option file (see https://www.gams.com/latest/docs/apis/p ... b9ac9f6bab and https://www.gams.com/latest/docs/apis/p ... ceOpt.html).

-Michael