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We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Alessandro Brozzi, Jan Philipp Dietrich, Michael Ferris, Christophe Gouel, Brage Knudsen, Jeff Larson, Yanchao Liu, Alexander Mitos, Renger van Nieuwkoop, Stefan Vigerske,…
$eolcom ! equation e1,e2,e3,e4,e5; variable x1,x2; e5.. x1 =l= 0; e4.. x1 =l= 0; model m1 / e1,e2 / m2 / e3,e4 / m3 / m2,m1,e5 / ! e3,e4,e1,e2,e5 m4 / all-m1+e1+e1 / ! e3,e4,e5,e1 m5 / all + e5.x1 + e4.x2 -e1/ ! e2,e3,e5.x1,e4.x2 m6 / m5 -e5, e5.x2 / ! e2,e3,e4.x2,e5.x2 m7 / m5 + e5.x2 / ! same as m6
Note that the equation list is ordered left to right. If we have a ‘+’ separator adding an equation already in the list, the equation (possibly modified) will move to the end of the list.
Option PermAllI > I;
Examples of this new feature can be found in the models perm1
, ptsp
, flowshop
, and pmelody
.
edist
and poly
and extrinsic function libraries.In this release we made a first cut at supporting stochastic programming in GAMS. With a few changes uncertainty can be added to an existing deterministic model. For this, the EMP framework is used to replace parameters in the model by random variables. This way (stagewise-independent) multi-stage recourse problems and chance constraint models can be formulated. Three solvers can be selected to solve those problems: DE, DECIS and LINDO.
Further information can be found in the document empsp.pdf
In addition, you can check examples of type SP
from the GAMS EMP Library.
ScriptExit
has to be set explicitly to the script that should be called after GAMS terminates. An empty template of an exit script can be found in the GAMS system directory (gmsxitnt.cmd
(Windows) or gmsxitus.run
(Unix)).lpsol = 8
)nlpsol = 9
)miptrace
dettilim
: option to limit “ticks”GAMS/DE
accepts EMP models that have been annotated with information about uncertainty. The DE “solver” reformulates the stochastic model into the extensive form equivalent with implicit non-anticipativity constraints. The reformulated model is solved with any of the regular GAMS solvers. All optimization model types (LP, MIP, QCP, MIQCP, NLP, DNLP, and MINLP) are accepted.GAMS/DECIS
accepts 2 stage EMP stochastic models. The stochastic information is processed and is passed to the well known GAMS/DECISC
or GAMS/DECISM
solver. The need to provide the stochastic information based on the matrix elements is now unnecessary. DECIS
, as GAMS/DECISC
and GAMS/DECISM
, accepts linear recourse models only (although the stochastic effects might be more complex).The new Global Mixed-Integer Quadratic Optimizer, GloMIQO (GLO-me-ko), solves Quadratically Constrained Programs (QCP) and Mixed-Integer Quadratically Constrained Programs (MIQCP) to epsilon-global optimality.
Sifting
parameter to a value greater than 0.ZeroObjNodes
parameter to control this new heuristic.PreSparsify
parameter to enable this algorithm. NoMatchLimit
(default 0) that controls the maximum number of accepted unmatched scenario records before terminating the solve.New solver Lindo, similar to LindoGlobal, but
GAMS/LINDO
accepts stochastic EMP models and solves either the extensive form equivalent or uses Benders' decomposition to solve the stochastic model. In addition to discrete random variables, Lindo features also continuous distribution functions and various sampling techniques. All optimization model types (LP, MIP, QCP, MIQCP, NLP, DNLP, and MINLP) are accepted.miptrace
gams/indicatorfile
gams/dumpsolutions
to write all solutions found into gdx solution poolxpress03
(default global search), xpress04
(enumeration of all solutions), xpress05
(various enumeration strategies).isGoodEnough=X
implemented in the link. If set, the global search will stop once an integer feasible point is found with an objective at least this good. Surprisingly, none of the MIP solver vendors implement such an option directly in their libraries.Amongst others, the following topics were revised in both, the GAMS Users Guide and the Bruce McCarl's Expanded GAMS Guide
Solver/Platform availability - 23.8 February 7, 2012
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x86 |
MS Windows x86_64 |
MS Windows x86 |
Linux x86_64 |
Linux Sun Sparc |
SOLARIS Sun Sparc64 |
SOLARIS Sun Intel |
SOLARIS IBM RS-6000 |
AIX 5.3 Mac Intel32 |
Darwin Mac x86_64 |
Darwin ALPHAECP |
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BARON 10.1 |
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BDMLP |
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COIN-OR |
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CONOPT 3 |
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CPLEX 12.4 |
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DECIS |
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DICOPT |
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GLOMIQO |
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GUROBI 4.6 |
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KNITRO 8.0 |
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LINDO 7.0 |
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LINDOGLOBAL 7.0 |
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6.0 |
6.0 |
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LGO |
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MILES |
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MINOS |
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MOSEK 6 |
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MPSGE |
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