Exercise GAMS

106 Pages·2016·1.46 MB·English

GAMS
Outline I
Introduction
Basic Modeling
Compilation vs. Execution
Input / Output
Dynamic Sets
Program Flow Control
Exchanging Data with other Applications
Introduction 2/90
GAMS
(cid:73) The General Algebraic Modeling System
(cid:73) Roots: World Bank, 1976
(cid:73) Went commercial in 1987
(cid:73) Application Areas:
(cid:73) Agricultural Economics (cid:73) Applied General Equilibrium
(cid:73) Chemical Engineering (cid:73) Economic Development
(cid:73) Econometrics (cid:73) Energy
(cid:73) Environmental Economics (cid:73) Engineering
(cid:73) Finance (cid:73) Forestry
(cid:73) International Trade (cid:73) Logistics
(cid:73) Macro Economics (cid:73) Military
(cid:73) Management Science/OR (cid:73) Mathematics
(cid:73) ...
Introduction 3/90
The Vision: World Bank Slide, 1976
Introduction 4/90
Language
Declarative Language:
(cid:73) Similar to mathematical notation
(cid:73) Few basic language elements: sets, parameters, variables, equations, models
(cid:73) Model is executable (algebraic) description of the problem
Imperative Elements:
(cid:73) Control flow statements: loops, for, if, ...
(cid:73) build algorithms within GAMS
(cid:73) exchange data with other systems
Introduction 5/90
Independence of Model and Solver
GAMS is not a Solver!
GAMS: Model building and interaction with solvers and environment.
Solver: Solve an instance (instantiation of a model with data) using mathematical
optimization.
(cid:73) Major commercial and academic solvers integrated:
31 solvers, half of them actively developed/updated
(cid:73) Switch between solvers with one statement:
option solver = scip;
Introduction 6/90
Solvers ↔ Problemtypes
(GAMS 24.5)
LP MIP NLP MCP MPEC CNS DNLP MINLP QCP MIQCP Stoch.Global
ALPHAECP x x
ANTIGONE1.1 x x x x x x x
BARON15.8 x x x x x x x x x
BDMLP x x
BONMIN1.8 x x
CBC2.9 x x
CONOPT3 x x x x x
COUENNE0.5 x x x x x x x
CPLEX12.6 x x x x
DECIS x x
DICOPT x x
GUROBI6.0 x x x x
IPOPT3.12 x x x x x
KNITRO9.1 x x x x x x x
LGO x x x x (x)
LINDO9.0 x x x x x x x x x
LOCALSOLVER5.5 x x x x x x x x
MILES x
MINOS x x x x x
MOSEK7 x x x x x x
MSNLP x x x (x)
NLPEC x x
OQNLP x x x x x (x)
PATH x x
SBB x x
SCIP3.2 x x x x x x x x
SNOPT x x x x x
SOPLEX2.2 x
SULUM4.3 x x
XA x x
XPRESS28.01 x x x x
Introduction 7/90
Independence of Model and Platform
Supported Platforms:
Introduction 8/90
Documentation and Help
Online: http://www.gams.com/help (withsearch)
Offline: <GAMS system directory>/docs/index.html (nosearch,usegrep!)
(cid:73) GAMS – A User’s Guide: Tutorial, Basics, Advanced Topics
(cid:73) McCarl (Expanded) GAMS User Guide
(cid:73) Solver Manuals
(cid:73) Tools Manuals
(cid:73) APIs: Tutorials and Reference Manuals
(cid:73) Release Notes
Tutorial Videos: http://www.youtube.com/user/GAMSLessons
Support wiki: http://support.gams.com/doku.php
Discussion group: http://www.gamsworld.org/
Introduction 9/90
(cid:73) GAMS API Library
(cid:73) scripts to compile and execute GAMS API examples
(cid:73) GAMS Data Utilities Library
(cid:73) demonstrate utilities to interface GAMS with other applications
(cid:73) GAMS EMP Library
(cid:73) illustrate and test capabilities of extended mathematical programming facility
(cid:73) Contributed Libraries:
(cid:73) FINLIB – financial optimization models (by Consiglio, Nielsen and Zenios)
(cid:73) NOALIB – nonlinear optimization applications models (by Neculai Andrei)
(cid:73) GAMS Testlib Library
(cid:73) testing and quality control
Model Libraries
Online: http://www.gams.com/modlibs
Offline: gamslib, apilib, datalib, emplib, testlib tools
(cid:73) GAMS Model Library
(cid:73) representing interesting and sometimes classic problems
(cid:73) illustrating GAMS modeling capabilities
Introduction 10/90