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Using convert

Posted: Wed Jun 24, 2020 1:44 pm
by hoveid
Dear experts

I need Convert to find the Hessian in an optimal point of a model. The manual says the following option statement should invoke the solver convert: option modeltype=convert;
but my GAMS system (31.2.0 r8ba6aed WEX-WEI x86 64bit/MS Windows) says that "modeltype" is an invalid option.

Previously I started convert via the solve statement like: SOLVE NLA MAXIMIZING LH USING CONVERT;
but that is not working either.

best
Oyvind

Re: Using convert

Posted: Thu Jun 25, 2020 2:22 pm
by dirkse
Oyvind,

You don't say what the model type is but since you mention a Hessian I'll guess you're solving an NLP. In this case, your can select the convert solver by the statement

Code: Select all

option NLP = convert;
in your GAMS code. Assuming my guess on the model type was correct, you then solve with

Code: Select all

SOLVE NLA MAXIMIZING LH USING NLP;
-Steve

Re: Using convert

Posted: Thu Jun 25, 2020 9:31 pm
by hoveid
Thanks Steven

I should have guessed that modeltype needed to replaced. The Hessian is not found with "convert" but with "convertd", though.

Oyvind