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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.
Here are some points to remember.
• The power to create multiple equations with a single GAMS statement is controlled by the domain. For example, the
definition for the demand constraint will result in the creation of one constraint for each element of the domain j, as
shown in the following excerpt from the GAMS output.
DEMAND(new-york)..X(seattle,new-york) + X(san-diego,new-york)=G=325 ;
DEMAND(chicago).. X(seattle,chicago) + X(san-diego,chicago) =G=300 ;
DEMAND(topeka).. X(seattle,topeka) + X(san-diego,topeka) =G=275 ;
• The key idea here is that the definition of the demand constraints is exactly the same whether we are solving the
toy-sized example above or a 20,000-node real-world problem. In either case, the user enters one generic equation
algebraically, and GAMS creates the specific equations that are appropriate for the model instance at hand. (Using
some other optimization packages, something like the extract above would be part of the input, not the output.)
• In many real-world problems, some of the members of an equation domain need to be omitted or differentiated from the
pattern of the others because of an exception of some kind. GAMS can readily accommodate this loss of structure using
a powerful feature known as the dollar or 'such-that' operator, which is not illustrated here. The domain restriction
feature can be absolutely essential for keeping the size of a real-world model within the range of solvability.
GAMS Summation (and Product) Notation
Before going into equation definition we describe the summation notation in GAMS. Remember that GAMS is designed for
standard keyboards and line-by-line input readers, so it is not possible (nor would it be convenient for the user) to employ the
standard mathematical notation for summations.
The summation notation in GAMS can be used for simple and complex expressions. The format is based on the idea of always
thinking of a summation as an operator with two arguments: Sum(index of summation, summand) A comma separates
the two arguments, and if the first argument requires a comma then it should be in parentheses. The second argument can be
any mathematical expression including another summation.
As a simple example, the transportation problem contains the expression
The effect of this statement is to declare the parameter d and to specify its domain as the set of ordered pairs in the Cartesian
product of i and j. The values of d are also given in this statement under the appropriate heading. If there are blank entries
in the table, they are interpreted as zeroes.
As in the list format, GAMS will perform domain checking to make sure that the row and column names of the table are
members of the appropriate sets. Formats for entering tables with more columns than you can fit on one line and for entering
tables with more than two dimensions are given in Chapter Data Entry: Parameters, Scalars and Tables.
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