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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
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。
立的模型和数据
你可以编写立的模型数据,包括各种不同来源的数据,从ASCII到Excel或者Access 以及其他各种来源。比如使用GDX(GAMS数据交换)文件格式。GDX文件可以保存一个或多个GAMS符号的值,比如集、参数变量和方程。GDX文件可以为GAMS模型准备数据、展示GAMS模型的结果、使用不同的参数为这同一个模型保存结果等。GDX文件不能保存一个模型的公式或者执行语句。GDX文件二进制文件,可在不同平台进行移植。
立的模型和平台
模型在平台间是完全可移植的---写一次,可以在任意地方运行。
GAMS可以在Windows, Linux, Mac OS X, SOLARIS, Sparc Solaris和 IBM Power AIX上运行。
立的模型和用户界面
面向对象的GAMA API允许GAMS无缝整合到为交互提供适当类别的应用中。这三个面向对象GAMS API是.NET, Java和Python与.NET framework 4 (Visual Studio 2010)、Java SE 5或更高版本以及Python 3.4, 2.7和2.6。
除了面向对象的GAMA API,还有级别(或级别) 的GAMS API,它们的使用要求有高深知识的GAMS组件库。
除了API, GAMS还提供智能链接到应用程序,如MS Excel, MatLab或R。用户可以在这个环境中继续工作,通过一个API就可以访问GAMS所有的优化功能。这就允许应用中的模型数据和结果可以可视化和分析了。
大型、全球用户社区
超过120多个国家的不同领域的跨国公司、学校、研究机构和使用GAMS,包括能源化工、经济建模、农业规划或制造业。
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
It is important to emphasize the presence of the semicolon at the end of the first line. Without it, the GAMS compiler would
attempt to interpret both lines as parts of the same statement. (GAMS would fail to discern a valid interpretation, so it would
send you a terse but helpful error message.)
The effects of the first statement above are to declare the parameter c, to specify the domain (i,j), and to provide some
documentary text. The second statement assigns to c(i,j) the product of the values of the parameters f and d(i,j).
Naturally, this is legal in GAMS only if you have already assigned values to f and d(i,j) in previous statements.
The direct assignment above applies to all (i,j) pairs in the domain of c. If you wish to make assignments for specific
elements in the domain, you enclose the element names in quotes. For example,
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