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Equation Declaration
Equations must be declared and defined in separate statements. The format of the declaration is the same as for other GAMS
entities. First comes the keyword, Equations in this case, followed by the name, domain and text of one or more groups of
equations or inequalities being declared. Our transportation model contains the following equation declaration:
Equations
cost define objective function
supply(i) observe supply limit at plant i
demand(j) satisfy demand at market j ;
Keep in mind that the word Equation has a broad meaning in GAMS. It encompasses both equality and inequality
relationships, and a GAMS equation with a single name can refer to one or several of these relationships. For example, cost
has no domain so it is a single equation, but supply refers to a set of inequalities defined over the domain i.
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Variables
The decision variables (or endogenous variables ) of a GAMS-expressed model must be declared with a Variables statement.
Each variable is given a name, a domain if appropriate, and (optionally) text. The transportation model contains the following
example of a Variables statement.
Variables
x(i,j) shipment quantities in cases
z total transportation costs in thousands of dollars ;
This statement results in the declaration of a shipment variable for each (i,j) pair. (You will see in Chapter Equations, how
GAMS can handle the typical real-world situation in which only a subset of the (i,j) pairs is allowable for shipment.)
The z variable is declared without a domain because it is a scalar quantity. Every GAMS optimization model must contain
one such variable to serve as the quantity to be minimized or maximized.
Once declared, every variable must be assigned a type. The permissible types are given in table Table 3.
Table 3 : Permissible variable types
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GAMS是一款佳化的计算机数值分析商业软件。这种商业软件相当普遍,如 LINDO、DOT 等,以矩阵运算见长的 MATLAB 计算机软件亦有发展"optimization tool box",可以解各种非线性佳化问题的数值解。这里要介绍的GAMS,则是以简单清楚的使用者接口和强健稳定的数值分析能力见长。
通用代数建模系统(GAMS)是特别为建模线性,非线性和混合整数优化问题而设计的.本系统对于大型的,复杂的问题特别有帮助.GAMS可以运行在个人计算机、工作站、大型机和**级计算机上.
GAMS允许使用者通过制定简单的设置来把精力放在建模问题上.至于特定机器和系统软件执行的费时的细节将由GAMS系统来处理.
通用代数建模系统(GAMS)是数学编程和优化的建模系统。它由一个语言编译器和一个稳定的集成各种高性能的求解器组成。GAMS适用于复杂的、大规模的建模应用,并允许您创建大的维护模型以很快的适应新的情况。
独立的模型和求解器
提供**过25个广泛和多样化的求解器组合,包括所有预期的商业化求解器。
LP/MIP/QCP/MIQCP: CPLEX, GUROBI, MOSEK, XPRESS
NLP: CONOPT, IPOPTH, KNITRO, MINOS, SNOPT
MINLP: ALPHAECP, ANTIGONE, BARON, DICOPT, OQNLP, SBB
混合互补问题求解器(MCP)、平衡约束数学规划求解器(MPEC)和约束非线性系统求解器(CNS)
免费到每个GAMS系统中的 (比如 BONMIN (MINLP), CBC (LP, MIP), COUENNE (MINLP), IPOPT (NLP)。教育版还包括了SCIP和SOPLEX。
选择使用的求解器非常简单---只要改变一行代码或者调整一个选项设置就可以了。想要比较求解器的性能或者看有什么改进的可能,也不需要做任何的设置。同样的,模型类型可以轻松切换(比如:线性和非线性),尝试不同的公式也非常的*。通过使用GAMS,您可以得到一个广泛类型的模型和求解器的环境。
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Introduction
1 Motivation
Substantial progress was made in the 1950s and 1960s with the development of algorithms and computer codes to solve
large mathematical programming problems. The number of applications of these tools in the 1970s was less then expected,
however, because the solution procedures formed only a small part of the overall modeling effort. A large part of the time
required to develop a model involved data preparation and transformation and report preparation. Each model required many
hours of analyst and programming time to organize the data and write the programs that would transform the data into the
form required by the mathematical programming optimizers. Furthermore, it was difficult to detect and eliminate errors
because the programs that performed the data operations were only accessible to the specialist who wrote them and not to the
analysts in charge of the project.
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