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A GAMS Tutorial by Richard E. Rosenthal
1 Introduction
The introductory part of this book ends with a detailed example of the use of GAMS for formulating, solving, and analyzing
a small and simple optimization problem. Richard E. Rosenthal of the Naval Postgraduate School in Monterey, California
wrote it. The example is a quick but complete overview of GAMS and its features. Many references are made to other parts
of the book, but they are only to tell you where to look for more details; the material here can be read profitably without
reference to the rest of the book.
The example is an instance of the transportation problem of linear programming, which has historically served as a 'laboratory
animal' in the development of optimization technology. [See, for example, Dantzig (1963) 1. ] It is a good choice for
illustrating the power of algebraic modeling languages like GAMS because the transportation problem, no matter how large
the instance at hand, possesses a simple, exploitable algebraic structure. You will see that almost all of the statements in the
GAMS input file we are about to present would remain unchanged if a much larger transportation problem were considered.
In the familiar transportation problem, we are given the supplies at several plants and the demands at several markets for a
single commodity, and we are given the unit costs of shipping the commodity from plants to markets. The economic question
is: how much shipment should there be between each plant and each market so as to minimize total transport cost?
The algebraic representation of this problem is usually presented in a format similar to the following
![gams软件如何用](//l.b2b168.com/2021/04/29/11/202104291132581728574.jpg)
Here are some points to remember when using the list format.
1. The list of domain elements and their respective parameter values can be laid out in almost any way you like. The only
rules are that the entire list must be enclosed in slashes and that the element-value pairs must be separated by commas
or entered on separate lines.
2. There is no semicolon separating the element-value list from the name, domain, and text that precede it. This is because
the same statement is being used for declaration and assignment when you use the list format. (An element-value list
by itself is not interpretable by GAMS and will result in an error message.)
3. The GAMS compiler has an unusual feature called domain checking, which verifies that each domain element in the
list is in fact a member of the appropriate set. For example, if you were to spell 'Seattle' correctly in the statement
declaring Set i but misspell it as 'Seatle' in a subsequent element-value list, the GAMS compiler would give you an
error message that the element 'Seatle' does not belong to the set i.
4. Zero is the default value for all parameters. Therefore, you only need to include the nonzero entries in the element-value
list, and these can be entered in any order .
![gams软件如何用](//l.b2b168.com/2021/04/29/11/202104291132570562524.jpg)
Advanced Topics - This part discusses advanced topics and can be studied as needed. Users with large, complex, or
expensive models will find much useful material in this part.
![gams软件如何用](//l.b2b168.com/2021/04/29/11/202104291132586614854.jpg)
LGO
LINDO 10.0
LINDOGLOBAL 10.0
LINGO
LOCALSOLVER 6.0
LS
MILES
MINOS
MOSEK 8
MSNLP
NLPEC
OQNLP
OsiCplex
OsiGurobi
OsiMosek
OsiXpress
PATHNLP
PATH
PYOMO
SBB
SCIP 3.2
SNOPT
SOPLEX 2.2
XA
XPRESS 28.01
全局--局部非线性优化求解套件
随机求解器,包括一个无限制版本的LINDOGLOBAL
成熟全局解决方案的MINLP求解器
在LINGO模型系统中使用求解器求解GAMS模型的链接
混合邻域搜索算法
GAMS线性回归求解器
MCP求解器
NLP求解器
大型LP/MIP加锥凸非线性规划系统
全局优化的多启动方法
使用其他GAMS NLP求解器把MPEC转换成NLP
全局优化的多头启动方法
Bare-Bone与CPLEX连接
Bare-Bone 与Gurobi连接
Bare-Bone
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