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GAMS/GAMSIDEAGEC 641 Lab, Fall 2011

Mario Andres Fernandez

Based on material written by Gillig and McCarl and improved upon by previous lab instructors. Special thanks to Yuquan “Wolfgang” Zhang

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Overview

1. Introduction to GAMS/GAMSIDE

2. Formulation of a General Problem

3. Model Inspection & Error Message

4. Power of GAMS

5. Examining A Model for Flaws

6. Good Modeling Practices

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Overview

7. GAMS Check: Pre/Post Solution Analysis

8. Comparative Analysis: Multiple Submissions and Loops

9. Conditionals

10. Output Improvement and Management

11. Topics

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What is GAMS?

Generalized Algebraic Modeling System• Programming language for setting up and solving optimization

models

• All-In-One Package that allows to

Specify the structure of an optimization model

Specify and calculate data that go into the model

Solve that model

Conduct report writing on a model

Perform a comparative static analysis

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Formulation of A Simple Problem

XXX winemeatbread*18*10*3

20*8*6*5.1 XXX winemeatbread

60*30*10*5 XXX winemeatbread

8.0X bread

Max

St.

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Steps1. Variable specifications

2. Equation specification Declaration Algebraic structure specification

3. Model statement

4. Solve statement

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Variable specifications

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Variable Specification

Variable Unrestricted variables

Positive Variable Nonnegative

Binary Variable 0 or 1

Integer Variable 0, 1, 2, …, 9999

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Variable Specification

• GAMS requires variables in each problem to be identified. In the example, we have variables utility (variable), and bread, meat, and wine (positive variables)

• max CX should become max Z, where Z=CX.

• Variable name can be up to 64 characters and can have explanatory text.

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Equation specification

Declaration

Algebraic structure specification

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Equation Specification

• Algebraic form involves use of a special syntax to tell the exact form of the equation

Syntax Explanation

=E= Indicates an equality constraint

=L= Indicates a less than or equal to constraint

=G= Indicates a greater than or equal to constraint

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Model Statement

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Model StatementIdentify models to be solved. 1. Name the model 2. Specify equations that will be included in the model in

slashes / /

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Solve Statement

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Solve StatementCauses GAMS to apply a solver to the model and use the data defined

SOLVE statement NotesSOLVE Consumption USING LP Maximizing Utility;

LP Max

SOLVE Consumption USING LP Minimizing Disutility ;

LP Min

SOLVE Consumption USING MIP Maximizing Utility;

Mixed Integer Programming

SOLVE Consumption USING NLP Maximizing Utility;

Non-linear Programming

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Semi-Colons ;• Each command line must terminate with a ;

• Statements may be several lines long or may contain several elements

• Omission would lead to (many) Syntax Errors!

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Solution Reports• When GAMS is run the output is automatically place

in the so called LST file– Example01.gms Example01.lst

• LST file contains a number of components1. The echo print2. Display of the list of symbols in the GAMS program -

symlist3. Display of some equations an variables – limrow/limcol4. Report on model size and execution time5. Model solution and solver characteristics6. List of user generated display output

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Solution Reports

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GAMS Output

Variables : values under lower and upper refer to bounds.

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Equations : values under lower and upper are from RHS and relational type of equations.

GAMS Output

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GAMS Output

Type .LO .UP .L=E= RHS RHS RHS AX=b=L= -INF RHS AX AX≤b=G= RHS INF AX AX≥b

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GAMSIDE Project• *.gpr: GAMS project file.

• *.gms: GAMS file where to write program codes.

• *.lst: GAMS output file generated AFTER the model runs.

• *.log: GAMS log file generated WHILE the model runs.

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Hands On 1• Feeding Problem

• Create HandsOn1.gms with “* your name” on the first line of the code. Turn in an electronic copy of *.gms file and a hard copy of *.lst file (from solution report to the end).

• What if the corn price goes up to $6? Turn in a hard copy of *.lst file (from solution report to the end).

negative-Non 0,,

Unit 00.1

AVitamin 09.0*1.0*14.0*02.0

Protein 05.0*03.0*07.0*01.0 ..

Cost/lb *5*4*3

SoybeansHayCorn

SoybeansHayCorn

SoybeansHayCorn

SoybeansHayCornts

SoybeansHayCornMin