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GAMS is a model developed systems that connect several different optimization algorithms and models. Model is supplied
through an input file to a formula type using a high-level language by the user to the GAMS. GAMS is to find and tools to translate the
model that is automatically linked to optimization algorithms and. As well as to the discovery by the Solver tool, the translated model is
also reported to the user via the output file. The figure below describes this process.
GAMS
Input Output
Translation
File File
Optimization Solver
tool
translation:
GAMS filename
GAMS input file usually consists of the following:
b) a list of the type of formula and the variable indicating the constraint expression and the objective function
c) definition of the expression representing the constraint expression and the objective function
Is given in equation form and operation subroutine or procedure can not be handled.)
To briefly describe the syntax for the input file of the GAMS has prepared two examples.
Example 1
Consider the following nonlinear planning problem given the same issue 8.26 of the body.
min Z = x 2 1+ x2 2+ x3 2
st One- x - One2 x 3 0
x One- x 3 0 (One)
x One- x 2 2+ x 2x 3 4 = 0
0 x One 5
0 x 2 3
0 x 3 3
x 1 = 4, x 2 = 2, x 3= 2 (2)
x 2- x 3 0 3
GAMS input file for the reconstruction problems TEST. GMS is given in the following pages. The first $ displays appearing column
refers to the flow control statements. The first line is the title, second and third line is to reject more information such as maps and
symbols in the output. It usually contains the three lines is increased. variable x One , x 2 , x 3 The key commands that are used to list the
VARIABLES
It was. Variable represents the objective function value Z It must also be included here. POSITIVE
VARIABLES variables x One , x 2 , x 3 It indicates that a positive number. The objective function values Z Generally
Available in both positive and negative, so should not be included here. Semicolon to mark the end of a sentence; Note
The key command EQUATIONS were used to list the names of the following constraint equation objective function. The name can be
fitted optionally. In this case attached a OBJ for CON1, CON2, CON3, so that the objective function with respect to the constraints.
The actual formula is defined less a name taken from two periods following. The following syntax is used to distinguish between groups of equations and
inequalities.
= E = for =
= G = for
= L = for
+ , - : Addition, subtraction
* , /: Multiplication, division
** : Indices
OBJ .. Z = E = X1 ** 2 + X2 ** 2 + X3 ** 2;
Keep in mind that taking a semicolon at the end. The square of the variable may be displayed using the built-in function SQR. On
page 69 of your textbook GAMS Table 1 shows the total list of built-in functions that GAMS has to offer.
The following is a step of specifying an upper limit value and the initial value from the input file. This is possible hameuroseo display extension is equal to
LO Lower limit
UP Upper limit
x One , x 2 , x 3 Inde lower limit is 0. This is the key commands POSITIVE VARIABLES
Now that you have defined before the server does not need to specify a lower limit separately. It specifies the initial value of the variable is not
necessary. If you do not specify GAM specifies the minimum value as the initial value. It is preferable to specify the initial prediction value in the
It is actually specify whether to use any formula from the formula of the model name and listed by key commands
MODEL. If TEST is the name of the model and was determined not to use any formula.
OPTION statement that follows has the ability to remove the output translate the formulas for error correction. In most
cases, it is by using the OPTION = 0 and LIMROW LIMCOL OPTION = 0 in order to prevent that the longer the output file. For
Finally, call an optimization algorithm through the SOLVE statements. Contact SOLVE format is as follows:
TEST.GMS
CON1 .. X2 - X3 = G = 0;
CON2 .. X1-X3 = G = 0;
CON3 .. X1 - X2 ** 2 + X1 * X2 - 4 = E = 0;
OBJ .. Z = E = SQR (X1) + SQR (X2) + SQR (X3);
* Upper bounds
X1.UP = 5; X2.UP
= 3; X3.UP = 3;
* Initial point
X1.L = 4;
X2.L = 2;
X3.L = 2;
LIMCOL = 0;
programming
RMIP: linear mixed integer programming, expand the integer variables as continuous variables
MINLP: Lee Jinsu integer variables and linear and non-linear continuously variable non-linear mixed-integer
Programming
RMINLP: Nonlinear Mixed Integer Programming Expand integer variable as a continuous variable
Optimization of the default software options associated with each Solver tool in GAMS Student Edition are as follows:
DICOPT ++
BDMLP will unpack the linear programming using the simplex method. ZOOM is solves the linear programming and mixed integer using the method and
organization Branch and Bound methods. MINOS is 5.3 solves a nonlinear programming using the reduced stitching traversing the Lagrange function is
attached. The method is linear if the simplex method, if the constraint expression and the objective function. And DICOPT ++ solves Using the penalty function
approach law external chakdoen with respect to non-linear mixed-integer programming. For more information on these solutions are given in the text.
GAMS, but using Solver tool listed above as the default option if you want to use if we find another tool, for example,
when solving the LP if you would like to use the ZOOM BDMLP instead be specified as follows:
OPTION LP = ZOOM;
When you run the input file to solve the examples (GAMS TEST to enter the command line and press Enter key) and then
Until the first part (line 4 line 36) the output file is the same as the input file. The following statistics are displayed for the
Expression and the objective function). When using GAMS interpretation of fraud in the US non-linear models are referred to the derivative related
items. We have to find a summary for non-linear models with the results of the objective function Z = 7.2177 notifies the local optimum value is found. Use
only resources it has stated that the calculation time is 1.648 seconds. A detailed description of the output file is shown to the user textbook pages
117-121.
And the information is listed on formulas and variables. The value given as a named column LEVEL is the actual calculated
The column labeled LOWER, UPPER indicates the lower and upper limits MARGINAL column shows the number of credit or the Lagrange
multiplier values. For instance, the value A third constraint (CON3) is a multiplier
TEST.LST
Test Problem
4
7*
8 VARIABLES X1, X2, X3, Z; 9 POSITIVE VARIABLES
13 CON1 .. X2 - X3 = G = 0;
14 CON2 .. X1-X3 = G = 0;
15 CON3 .. X1 - X2 ** 2 + X1 * X2 - 4 = E = 0;
18 * Upper bounds 19
X1.UP = 5; 20
X2.UP = 3; 21 X3.UP
= 3; 22
23 * Initial point 24 25
X1.L = 4; 26
X2.L = 2; 27
X3.L = 2; 28
31 OPTION LIMROW = 0; 32
OPTION LIMCOL = 0; 33
CODE LENGTH 57
SOLVE SUMMARY
EVALUATION ERRORS 0 0
LIMIT 7 200
SUPERBASICS One
UNBOUNDED 0
ERRORS
* * * * FILE SUMMARY
Example 2
Let us consider the problem of specifying a process flow in the heat exchanger in the book of 409-410 pages "Optimization
n
min Z=n C ij x ij
j = One
i = One
n
st x ij = One j = One,..., n
i = One
n
x ij = One i = One,..., n (4)
j = One
This problem has been known to issue dividends. here i It is n Index for the two process streams and j
It is n The index for the two heat exchangers. If the process i Heat Exchanger j When assigned to a binary variable
All heat exchangers two expressions Pharmaceuticals j Will be allocated to one process flow, all process flows i
Process Flow i A heat exchanger j Costs that arise when dividends are as follows;
In GAMS using the index set constitutes the model of equation (4). Except that the index as it appears in the input file
HEAT.GMS the next page has an input file structure similar to that of Example 1. Input data are given in the TABLE SETS
section. For a description of these are shown in your textbook pages 43-57. Which set of elements are denoted by letters
and numbers. * If the number is used to indicate a range. That is, 1 - 4 are to mean 1, 2, 3, 4. If you only enter a number in a
consistent halttaeneun TABLE it does not need to take the correct position. character
Fee may be entered using a key command of SCALAR or PARAMETER. variable x ij
Together with the index X ( I, J) It was designated as Formula ASSI (J) It is j = 1,2,3,4 In connection with formula, and ASSJ (I) It is i
= A, B, C, D And it is related. It was declared with the core instruction of BINARY VARIABLES. As summed symbols are
The OPTION = OFF SOLPRINT was used to prevent transmit the calculated results in the output file. And variable x ij And the
Note that this index can not be used. For more information about DISPLAY it can be found in your textbook pages
143-148. SOLVE In the door x ij Because the Solver tool Lee Jinsu MIP
I used to.
HEAT.GMS
One
SETS
I streams / A, B, C, D /
J exchangers / 1 * 4 /;
One 2 3 4
A 94 One 54 68
B 74 10 88 82
Process flow B 74 10 88 82
Process flow C 73 88 8 76
Process stream D 11 74 81 21
C 73 88 8 76
D 11 74 81 21 .;