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1. intercepts supply commodities sum cc slopes supply commodities cc Qs cc g P commodities Equilibrium commodities Qs commodities g Qd commodities MODEL PROBLEM Pdemand Qd Psupply Qs Equilibrium P SOLVE PROBLEM USING MCP Dissecting the algebraic model Sets Above we used the subscripts i j commodities and cc for addressing the variable equation and data items In GAMS subscripts are SETs In order to use any subscript one must declare an equivalent set The set declaration contains the set name a list of elements in the set up to 31 characters long spaces etc allowed in quotes optional labels describing the whole set optional labels defining individual set elements The general format for a set statement is SET setname optional defining text firstsetelementname optional defining text secondsetelementname optional defining text Examples sets gms SETs j x1 x2 x3 i r1 2 SET PROCESS PRODUCTION PROCESSES X1 X2 X3 SET Commodities Crop commodities corn in bushels wheat in metric tons milk in hundred pounds More on sets appears in the Sets chapter Courtesy of B A McCarl October 2002 27 Alias One device used in the economic equilibrium formulation is the so called alias command that allows us to have a second name for the same set allowing us in that case to consider both the effects of own and cross commodity quantity on the demand and supply
2. 1 000 EQU land INF 100 000 100 000 52 000 EQU labor INF 500 000 500 000 9 500 LOWER LEVEL UPPER MARGINAL EQU PDemand 6 000 6 000 INF 10 000 EQU PSupply 1 000 1 000 INF 10 000 EQU Equilibri A INF 3 000 LOWER LEVEL UPPER MARGINAL EQU r1 1 000 1 000 1 000 0 500 EQU r2 4 800 4 800 4 800 EPS EQU r3 0 980 0 980 0 980 4 9951E 6 EQU r4 1 000 1 000 1 000 2 3288E 6 EQU b1 f 0 499 EQU b2 m A 2 5676E 4 The columns associated with each entry have the following meaning Equation marker EQU Equation identifier Lower bound lo RHS on G or E equations Level value 1 value of Left hand side variables Note this is not a slack variable but inclusion of such information is discussed in the Standard Output chapter Upper bound up RHS on L or E equations Marginal m dual variable or shadow price The numbers are printed with fixed precision but the values are returned within GAMS Courtesy of B A McCarl October 2002 21 have full machine accuracy Zero The single dots represent zeros If present EPS is the GAMS extended value that means very close to but different from It is common to see a marginal value given as EPS since GAMS uses the convention that marginals are zero for basic variables and nonzero for others EPS is used with non basic variables whose marginal values are very close to or actually zer
3. Cj 109 90 115 aij l 1 1 6 4 b 100 500 w Such a model can be cast in GAMS as optalgebra gms SET j Corn Wheat Cotton i Land Labor PARAMETER c 3 corn 109 wheat 90 cotton 115 b i land 100 labor 500 TABLE a i j corn wheat cotton land 1 1 1 labor 6 4 8 POSITIVE VARIABLES x j VARIABLES PROFIT H EQUATIONS OBJective i constraint i OBJective PROFIT E SUM J c J x J constraint i SUM J a i J x J L b i MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT I will dissect the GAMS components after presenting the other example Revised equilibrium example Courtesy of B A McCarl October 2002 25 The economic equilibrium model was of the form Demand Price P gt Pd 6 0 3 Qd Supply Price P lt Ps 1 0 2 Qs Quantity Equilibrium Qs gt Qd Non negativity P Qs Qd gt 0 and is a single commodity model Introduction of multiple commodities means that we need a subscript for commodities and consideration of cross commodity terms in the functions Such a formulation where c depicts commodity can be presented as Demand Price forc P 2Pd Id Sd Qd for all c Supply Price forc P lt Ps Is gt Ss Qs for all c Quantity Equil for c Qs 2 Qd for all c Non negativity P Qd Qs 2 0 for all c where P is the price of commodity c Qd is the quantity demanded of commodity c Pd is the price from the inverse demand curve for commodity
4. McCarl October 2002 3 components Solving for an economic equilibrium Economists often wish to solve problems that characterize economic equilibria The simplest of these is the single good single market problem Suppose we wish to solve the equilibrium problem Demand Price P gt Pd 6 0 3 Qd Supply Price P lt Ps 1 0 2 Qs Quantity Equilibrium Qs gt Qd Non negativity P Qs Qd gt 0 where P is the market clearing price Pd the demand curve Qd the quantity demanded Ps the supply curve and Qs the quantity supplied This is a problem in 3 equations and 3 variables the variables are P Qd and Qs not Pd and Ps since they can be computed afterwards from the equality relations Ordinarily one would use all equality constraints for such a set up However I use this more general setup because it relaxes some assumptions and more accurately depicts a model ready for GAMS In particular I permit the case where the supply curve price intercept may be above the demand curve price intercept and thus the market may clear with a nonzero price but a zero quantity I also allow the market price to be above the demand curve price and below the supply curve price To insure a proper solution in such cases I also impose some additional conditions based on Walras law Qd P Pd 0 or Qd Pd 6 0 3 Qd 0 Qs P Ps 0 or Qs Ps 1 0 2 Qs 0 P Qs Qd 0 which state the quantity demanded is nonzero only if the market clearing price e
5. oh hso4 and h The simplest GAMS formulation of this is nonlinsys gms Variables ba so4 baoh oh hso4 h Equations rl r2 r3 r4 bl b2 rl ba so4 e 1 r2 baoh ba oh e 4 8 r3 hso4 so4 h e 98 r4 h oh e 1 b1 ba le 7 baoh e so4 le 5 hso4 b2 2 ba le 7 baoh le 2 h e 2 so4 1le 5 hso4 le 2 oh Model wall all ba 1 1 so4 1 1 baoh 1 1 oh 1 1 hso4 1 1 h 1 1 Solve wall using nlp minimizing ba Dissecting the simple models Each of the above models is a valid running GAMS program which contains a number of common and some differentiating language elements Let us review these elements Variables GAMS requires an identification of the variables in a problem This is accomplished through a VARIABLES command as reproduced below for each of the three problems VARIABLES Z optimize gms POSITIVE VARIABLES Xcorn Xwheat Xcotton POSITIVE VARIABLES P Qd Qs econequil gms Variables ba so4 baoh oh hso4 h nonlinsys gms The POSITIVE modifier on the variable definition means that these variables listed thereafter are Courtesy of B A McCarl October 2002 5 nonnegative i e Xcorn Xwheat Xcotton P Qd Qs The use of the word VARIABLES without the POSITIVE modifier note several other modifiers are possible as discussed in the Variables Equations Models and Solves chapter means that the named variables are unrestricted in sign as Z
6. 1 so4 E 1 LHS 1 r2 E r2 1 ba 1 baoh 1 oh E 4 8 LHS 1 INFES 3 8 The first part of this output gives the words Equation Listing followed by the word Solve the name of the model being solved and the line number in the echo print file where the solve associated with this model generation appears 7 KS The second part of this output consists of the marker followed by the name of the equation with the relationship type L G E etc 7 KS When one wishes to find this LST file component one can search for the marker or the string Equation Listing Users will quickly find marks other types of output like that from display statements The third part of this output contains the equation name followed by a and then a listing of the equation algebraic structure In preparing this output GAMS collects all terms Courtesy of B A McCarl October 2002 17 involving variables on the left hand side and all constants on the right hand side This output component portrays the equation in linear format giving the names of the variables that are associated with nonzero equation terms and their associated coefficients The algebraic structure portrayal is trailed by a term which is labeled LHS and gives at evaluation of the terms involving endogenous variables evaluated at their starting points typically zero unless the L levels were preset A marker INFEAS will also a
7. 3 200 Labor 12 120 WarehouseSpace 4 112 POSITIVE VARIABLES Production products Number of units produced HireResource Resources Resources hired VARIABLES Profit Total firm summed net returns EQUATIONS ProfitAcct Profit accounting equation Available Resources Resource availability limit Hirelimit Resources Resource hiring limit ProfitAcct PROFIT E SUM products netreturns products production products SUM resources hiredata resources cost HireResource Resources F available resources SUM products Courtesy of B A McCarl October 2002 43 resourceusage resources products production products L endowments resources HireResource Resources Hirelimit Resources HireResource Resources l hiredata resources maxavailable MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT where only the material in black was added with no alterations of that in red relative to the newcontext gms example So what The algebraic structure from the other study could be used supplied the core of the new model with structural features added as needed Such a capability constitutes another major GAMS model development strategy One can adapt models from other studies customizing them for the problem at hand speeding up the development process In addition to adapting models from related studies done by the modeler or the group in which the modeler works there are number of other sources
8. A McCarl October 2002 48
9. A McCarl October 2002 35 specify definition of profit Sofftext ProfitAcct PROFIT E SUM products netreturns products production products Sontext Limit available resources Fix at exogenous levels Sofftext available resources SUM products resourceusage resources products production products L endowments resources MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT Structure of GAMS statements programs and the Now that I have been through the most essential basic elements of the GAMS syntax I can review the general format of GAMS statements and GMS files A GAMS program is a collection of statements in the GAMS language A number of comments can be made about how the file needs to be formatted Statements must be ordered so that items are initially declared before they are used If they are used on the right hand side of a calculation an statement they also must be given data before use If they are used in a model equation then they must be given data before a Solve appears This is enforced by GAMS indicating a lack of declaration and numerical specification as a compilation error so one does not need to meticulously check order of declaration definition and use Individual GAMS statements can be formatted in almost any style Multiple lines may be used for a statement blank lines can be embedded any number of spaces or tabs may be inserted and multiple statements may be
10. TOTAL COST ACCOUNTING EQUATION TCOSTEQ Tcost 50 Build A 60 Build B 68 Build C Shipsw S1 A 2 Shipsw S1 B 8 Shipsw S1 C 6 Shipsw S2 A 3 Shipsw S2 B Shipsw S2 C 4 Shipwm A D1 6 Shipwm A D2 3 Shipwm B D1 4 Shipwm B D2 5 Shipwm C D1 3 Shipwm C D2 4 Shipsm S1 D1 8 Shipsm S1 D2 7 Shipsm S2 D1 6 Shipsm S2 D2 E 0 LHS 4 INFES 4 CAPACITY L WAREHOUSE CAPACITY CAPACITY A 999 Build A Shipwm A D1 Shipwm A D2 L 0 LHS 0 CAPACITY B 60 Build B Shipwm B D1 Shipwm B D2 L 0 LHS 0 REMAINING ENTRY SKIPPED Variable list The variable listing also exhibits a few different characteristics in the face of set dependent variable and equation declarations In particular the variables declared over sets have multiple cases listed under a particular variable name as do any involved sets An example is presented below in the context of our core optimization example optimize gms and shows three cases of the x variable those associated with the corn wheat and cotton set elements It also shows that the variables use resources from two cases of the equation called constraint land and labor x x Corn LO L UP 0 0 INF 109 OBJective 1 constraint Land 6 constraint Labor x Wheat LO L UP 0 0 INF 90 OBJective 1 constraint Land 4 constraint Labor x Cotton LO L UP 0 0 INF 115 OBJective 1 con
11. The next component of the LST file is the symbol list and cross reference map These may or not be present as determined by the default settings of GAMS on your system In particular while these items appear by default when running command line GAMS they are suppressed by default when running the IDE The more useful of these outputs is the symbol list that contains an alphabetical order all the variables equations models and some other categories of GAMS language classifications that I have not yet discussed along with their optional explanatory text These output items will not be further covered in its tutorial but are covered in the Standard Output chapter Execution output The next usually minor element of the GAMS LST file is execution report Typically this will involve A report of the time it takes GAMS to execute any statements between the beginning of the program and the first solve or in general between solves Any user generated displays of data and If present a list of numerical execution errors that arose I will not discuss the nature of this output here as it is typically not a large concern of new users Display statements will be discussed later within this tutorial and are discussed in the Improving Output via Report Writing chapter Execution errors and their markings are discussed in the Fixing Execution Errors chapter Generation listing Once GAMS has successfully compiled and executed then any s
12. as follows MODEL PROBLEM Pdemand Qd Psupply Qs Equilibrium P econequil gms which imposes the complementary relations form our equilibrium problem above All equations in the model which are named and any data included must have been specified in notation before this model can be used in a later solve statement Users may create several models in one run each containing a different set of equations and then solve those models and separately Solve Once one believes that the model is ready in such that it makes sense to find a solution for the variables then the solve statement comes into play The SOLVE statement causes GAMS to use a solver to optimize the model or solve the embodied system of equations SOLVE farmPROBLEM USING LP MAXIMIZING Z optimize gms Courtesy of B A McCarl October 2002 10 SOLVE PROBLEM USING MCP econequil gms Solve wall using nlp minimizing ba nonlinsys gms Notes The general forms of these statements for models with objective functions are Solve modelname using modeltype maximizing variablename Solve modelname using modeltype minimizing variablename and for models without objective functions is Solve modelname using modeltype where Solve is required a modelname follows that must have already been given this name in a Model statement using is required the modeltype is one of the known GAMS model types where e models with objective functions are gt LP for linear program
13. c Qs is the quantity supplied of commodity c Ps is the price from the inverse supply curve for commodity c cc is an alternative index to the commodities and is equivalent to c Id is the inverse demand curve intercept for c Ddecc is the inverse demand curve slope for the effect of buying one unit of commodity cc on the demand price of commodity c When c cc this is an own commodity effect and when ccc then this is a cross commodity effect Is is the inverse supply curve intercept for c DSc cc is the inverse supply curve slope for the effect of supplying one unit of commodity cc on the supply price of commodity c When c cc this is an own commodity effect and when ccc then this is a cross commodity effect An algebraic based GAMS formulation of this is econequilalg gms Set commodities corn wheat Set curvetype Supply demand Table intercepts curvetype commodities corn wheat demand 4 8 supply 1 2 table slopes curvetype commodities commodities corn wheat demand corn 3 t demand wheat 07 4 supply corn a sI supply wheat 1 3 Courtesy of B A McCarl October 2002 26 POSITIVE VARIABLES P commodities Qd commodities Qs commodities s EQUATIONS PDemand commodities PSupply commodities Equilibrium commodities x alias cc commodities Pdemand commodities P commodities g intercepts demand commodities sum cc slopes demand commodities cc Qd cc Psupply commodities
14. examples one from each case hopefully allowing access to more than one class of user Solving an optimization problem Many optimization problem forms exist The simplest of these is the Linear Programming or LP problem Suppose I wish to solve the optimization problem Max 109 X m PIOFX ma t1115 X ooon St A or FA ess a N lt 100 land X com _4 X nohea 8 X conon 900 labor X oom A i A o gt 0 nonnegativity where this is a farm profit maximization problem with three decision variables Xcom is the land area devoted to corn production Xwheat is the land area devoted to wheat production and Xcotton 1S the land area devoted to cotton production The first equation gives an expression for total profit as a function of per acre contributions times the acreage allocated by crop and will be maximized The second equation limits the choice of the decision variables to the land available and the third to the labor available Finally we only allow positive or zero acreage The simplest GAMS formulation of this is optimize gms VARIABLES Z POSITIVE VARIABLES Xcorn Xwheat Xcotton EQUATIONS OBJ land labor OBJ Z E 109 Xcorn 90 Xwheat 115 Xcotton land Xcorn Xwheat Xcotton L 100 labor 6 Xcorn 4 Xwheat 8 Xcotton L 500 MODEL farmPROBLEM ALL SOLVE PROBLEM USING LP MAXIMIZING Z Below after introduction of the other two examples I will dissect this formulation explaining its Courtesy of B A
15. one may be able to exploit to jumpstart a model development project This is further discussed below Aid with initial formulation and subsequent changes GAMS aids both in initially formulating and subsequently revising formulations GAMS facilitates specification and debugging of an initial formulation by allowing the modeler to begin with a small data set then after verifying correctness expand to a much broader context For example one could initially specify a small transportation model with a few suppliers and demanders Then after that model is debugged one could expand the problem to encompass fifty shipping origins and two hundred destinations without needing to change the algebraic model as discussed in the Small to Large Aide in Development and Debugging chapter and the expandability section above GAMS also makes it easy to alter the model Large models in programs like spreadsheets can be difficult to modify In a spreadsheet I find it hard to add in a set of new constraints and variables properly interjecting all the linkages and cannot figure out how to easily get a model right with a few commodities then automatically expand the model scope to many commodities and locations as illustrated in the expandability section above On the other hand GAMS allows one to add model features much more simply Generally modelers do not try to make a complete formulation the first time around Rather one starts with a small formulation and then
16. proliferation In particular the markings for the errors 140 322 and 409 identify the places mistakes were made but the error to 257 does not mark a mistake Also while the 140 and 322 mark mistakes the real mistake may be that in line 1 where Qd should have been spelled as Qdemand It is frequent in GAMS that a declaration error causes a lot of subsequent errors 7 KS In this case only two corrections need to be made to repair the file One should spell Qd in line 1 as Qdemand or conversely change all the later references to Qd One also needs to add a semi colon to the end of line 4 Courtesy of B A McCarl October 2002 15 The IDE contains a powerful navigation aid which helps users directly jump from error messages into the place in the GMS code where the error message occurs as discussed in the Running Jobs with GAMS and the GAMS IDE chapter When multiple errors occur in a single position GAMS cannot always locate the just in the right spot as that spot may be occupied New users may find desirable to reposition the error message locations so the messages appear just below the error markings as discussed in the Fixing Compilation Errors chapter Here I have only presented a brief introduction to compilation error discovery The chapter on Fixing Compilation Errors goes substantially further and covers through example a number of common error messages received and their causes Symbol list and cross reference maps
17. provide the most recent available solver software This likely implies that GAMS users will have available the most recent developments in solver software and libraries of application test problems in emerging fields Interface with other packages While not as well developed as I would like GAMS does have procedures to interface with other programs like spreadsheets databases custom control programs and Visual basic procedures among others These interfaces are discussed in the chapter entitled to Links to Other Programs including Spreadsheets Alphabetic list of features Specifications Specifications Algebra Algebraic modeling Alias Augmentation Automated problem handling Command line GAMS Compilation errors Conditionals Context changes Cross reference map Data entry Display Echo print Economic equilibrium Equation listing Equation listing Equation solution report Equation solution report Equations Equations Tutorial coverage Algebraic content tutorial coverage Tutorial coverage GAMS exploitation of algebraic modeling tutorial coverage Tutorial coverage Expanding a core model tutorial coverage GAMS capabilities Tutorial coverage Tutorial coverage Tutorial coverage Changing model domain of applicability tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial example Tutorial coverage Algebra use effects on tutorial coverage Tu
18. reference guide because GAMS reports the line numbers in the LST file where solves or displays were located as well as a the position of any errors that have been encountered Incidence of compilation errors GAMS requires strict adherence to language syntax It is very rare for even experienced users to get their syntax exactly right the first time GAMS marks places where syntax does not correspond exactly as compilation errors in the echo print listing For example I present the echo print from a syntactically incorrect variant of the economic equilibrium problem In that example econequilerr gms I have introduced errors in the form of a different spelling of the variable named Qd between line s 1 3 5 and 6 spelling it as Qd in line 1 and Qdemand in the Courtesy of B A McCarl October 2002 14 other three lines I also omit a required in line 4 1 POSITIVE VARIABLES P Qd Qs 2 EQUATIONS PDemand PSupply Equilibrium 3 Pdemand P g 6 0 3 Qdemand kkk 140 4 Psupply 1 0 2 Qs g P 5 Equilibrium Qs g Qdemand kkk 409 6 MODEL PROBLEM Pdemand Qdemand Psupply Qs Equilibrium P KkKKK 322 7 SOLVE PROBLEM USING MCP KkKKK 257 Error Messages 140 Unknown symbol 257 Solve statement not checked because of previous errors 322 Wrong complementarity pair Has to be equ var 409 Unrecognizable item skip to find a new statement looking for a or a key word to get started again The above echo print cont
19. BOR Farm PLOWLAB Farm PLOW Farm SUM crop PLNTLAB Farm Crop PLANT Farm Crop HARVLAB Farm Crop HARVEST Farm Crop L LABORAVAIL Farm Large model facilities GAMS is not the tool of choice for small infrequently solved problems In such cases the generality of the presentation may not be worth the effort and spreadsheet or other formulations are probably quicker and easier to deal with GAMS is best employed for medium or large sized models more than 100 rows and or columns and can handle large problems as the table of a few or my application model sizes below indicates MODELS VARIABLES EQUATIONS NOTES ON IMPLEMENTATION 10 REGION ASM 9860 811 412 crop budgets 129 livestock 45423 lines 2 9Mb ASM 30146 2844 1662 crop budgets 838 livestock budgets 60469 lines 8 3Mb SOIL ASM 41574 2935 123087 lines 33 6Mb GLOBAL ASM sto 305605 14556 120991 lines 43 5Mb FASOM 26012 1774 141697 lines 35 3Mb HUMUS 429364 236234 41444 lines 123 1Mb EDWARD 12161 5655 7858 lines 6 1Mb The gains to using GAMS rise with problem size and complexity of the model use exercise study When a modeler deals with large problems the GAMS algebraic statement is probably the only thing that is thoroughly understood Often the numerical formulation has grown out of control Courtesy of B A McCarl October 2002 45 Automated problem handling and portability Many of the tasks that would traditionally have required a computer programme
20. Corn Wheat Available Value Land Total 100 0000 Land Use by 50 0000 50 0000 Land Marginal 52 0000 Labor Total 500 0000 Labor Use by 300 0000 200 0000 Labor Marginal 9 5000 Report writing GAMS permits one to do calculations using solution information to improve the information content of the output This exercise is commonly called report writing Information relative to the variable equation and model solution is passed to GAMS from solvers These data can be used in report writing computations In GAMS the solution level for a variable is Variablename L while it is Equationname L for an equation The dual or shadow price information for an equation is addressed as Equationname M and the reduced cost for a variable is Equationname M The numerical values of these parameters are generally undefined until a solve is performed and retains the value from the most recent solve from then on In the algebraic version of the equilibrium model econequilalg gms I introduce the following report writing sequence set qitem Demand Supply Market Clearing set item Quantity Price parameter myreport qitem item commodities myreport Demand Quantity commodities Qd 1 commodities myreport Supply Quantity commodities Qs 1 commodities myreport Market Clearing Price commodities p 1 commodities display myreport which saves the supply and demand quantities along with the market clearing price The resul
21. INF INF INF INF MARGINAL 22 The columns associated with each entry have the following meaning Variable marker VAR Variable identifier Lower bound lo often zero or minus infinity Level value 1 solution value Upper bound up often plus infinity Marginal m reduced cost which does not convey much information in the non optimization cases The numbers are printed with fixed precision but the values are returned within GAMS have full machine accuracy The single dots represent zeros If present EPS is the GAMS extended value that means very close to but different from zero It is common to see a marginal value given as EPS since GAMS uses the convention that marginals are zero for basic variables and nonzero for others EPS is used with non basic variables whose marginal values are very close to or actually zero or in nonlinear problems with superbasic variables whose marginals are zero or very close to it For models that are not solved to optimality some items may additionally be marked with the following flags Flag Description Infes The item is infeasible This mark is made for any entry whose level value is not between the upper and lower bounds Nopt The item is non optimal This mark is made for any non basic entries for which the marginal sign is incorrect or superbasic ones for which the marginal value is too large Unbnd The row or column that appears to caus
22. INOUE ca scsuciacnsncshsuconssdedbonaidiemesascigbasatdusonetinassstdatonshatasesasinamsasisandeaneid 27 Datare Mt y oriras aa Te tcaamns eane an a TRR 28 E E e E E E E E E AA 28 Paramet e E ren re eee 28 I E E E cer snd E E EE 29 Dirsctassignnie Mt sincan nonien Ea R 30 Algebraic nature of variable and equation specifications sssssrrrerrenrrenrerienrrenrreneen 31 Algebra ine model specitcaton Seieren oann sensi neS a NEEE E S SEEN aias al Gaei a ssc ttle tsar Sc inden id Bena dln N E EA 32 Eg ation UES TIA sssacisaccsnaraairsadan satnanatabesden tomsatsaaaasnadaninatesattaiesdntd otaran dataene deanainn 32 PU DA aster ad sinks aonane eienatia candi gs ashi a aE 33 Equation solution repott essseseerseesseseerrnererstnrreertrrtentrerrertnrtrerteretrttereerertterrerntrrtenreereett 34 Vanale solion report saracini iA aa aa 34 Good modeling I rinan aaia E e ai 34 Structure of GAMS statements programs and the ennnenneeneneneneeeeerereneeenne 36 Conditionally add a term in sum or other set operation s csisscsaidsicsssscasccesssssanatasiceasssascenss 37 Conditionally define an egam siiitiiiccecsiciiiaiienoei nikatoa nataceaat taoi aaaea iaaiiai 38 Report ANCL Gaa aa a a 40 Why use GAMS and algebraic Od GMOs scssicssecsdshacsadedssnsasdebaniinasiteise sass daatabansdseeaderaciasanaadel 41 MPS Ae ea modelin os sistas Satara leds tulad aaaea aaan 41
23. OSAKAAN EEE E E E E EEEE 42 Expanda NG Giacinto stv ica aaan 42 FN LLL Okenn er Ce ene er emer eee oes ee eee eee eens 43 Aid with initial formulation and subsequent Changes ccsscesssecssecetecesseesssestseesseeeteeeees 44 Addine report GA No dc bianca nS edi ce cna nah aA A 44 Te TO FEC sos netaaoneidancaslacaanesasabamesuinaboosdaniannsdaahshuininsosleadapeoaidinnockaidahebssnlamdia 44 Large model facilities o eaoin ia ia N ENN aa a a ae 45 Automated problem handling and portalbility sccsssssescosssesscaestcesacssanscasesesacdaiasssndsansenaes 46 Model library and widespread professional use sensssesrersesirressrirrrrerrerserrrrrerrerresrrrernrees 46 Use Dy ODES iraani esis oa 28 tb teed Stns dad ania esha id a A eaa aa a 46 Courtesy of B A McCarl October 2002 2 Ease of use with NLP MIP CGE and other problem Tons soc ssteciasnstaceatsssecaautesnccusamasians 47 Interface with other packa ces a icctsissscscsavastacansanesdtenswtet ans diaaa aaa aitaa aiaiai iai 47 Alphabetic ist otetun S eee eee eee a eee ee eee 47 Basic models In my GAMS short courses I have discovered users approach modeling with at least three different orientations These involve users who wish to Solve objective function oriented constrained optimization problems Solve economically based general equilibrium problems Solve engineering based nonlinear systems of equations In this tutorial I will use three base
24. PARAMETERS PRICE PROCESS PRODUCT PRICES BY PROCESS xi 3B X2 2X3 0 5 RESORAVAIL RESOURCE RESOURCE AVAILABLITY CONSTRAIN1 10 CONSTRAIN2 3 Parameter multidim i j k three dimensional i1 j1 k1 100 i2 51 k2 90 The set elements referenced must appear in the defining set Thus when data are entered for c j the element names within the designators must be in the set j More than one named item is definable under a single parameter statement with a semicolon terminating the total statement Note GAMS commands are always ended with a but can be multiline in nature Items can be defined over up to 10 sets with each numerical entry associated with a specific simultaneous collection of set elements for each of the named sets When multi set dependent named items are entered then the notation is setlelementnameeset2elementnameeset3elementname etc with periods setting off the element names in the associated sets All elements that are not given explicit values are implicitly assigned with a value of Zero Parameters are an all encompassing data class in GAMS into which data are kept including data entered as Scalars and Table More on parameters appears in the Data Entry chapter Tables TABLE format is used to enter items that are dependent on two more sets The general format is Table itemname setone settwo descriptive text set_2_element_1 set_2_element_2 set_1_element 1 value 11 value 12 set_1_ element 2 v
25. Quick Start Tutorial drawn from GAMS User Guide 2002 by Bruce A McCarl Regents Professor of Agricultural Economics Texas A amp M University Developed in cooperation with GAMS Development Corporation Here I present a quick introductory tutorial for a beginner that is cross referenced to the rest of the user manual and some examples Basic mod CRI enter Perea ETT TE ARR eS Pen C T etrT ene RCT ee tU DE eRe Pytee entry tray ere ENGI Ty ergot 3 Solving an optimization PRONG aces casiaubcraastias dtastcabectsniae moscebirauss aaia aada di 32 Solving for an ec onomic CCUM TANI 55 125 05 voile salsssassssdisasedsdadeacadaadsiacubssasdeadbseabiataecsslaliaaseilaes 4 Solving a nonlinear equation System seca cSnnta sas vac dani edad vate ase aevand dasha banispendennseanatadeiantaans 5 Dissectna the simple NS os ca sieve a cared aceni cdi on caveat naan cain on eens abaddlnaacediaaababols aaa 5 EGUAONS a vs ey RENT Peer ear een Teme nen Ne ON eRT ee rete eee et om 7 a SpecificatiOnS cceceeeeeeeeeeeeeseeeesesssusssssssssssssssssssssssssssssssssssssssssssssssssssssesssessesrsesrseersserees 8 Why does my nonlinear equation system maximize something si eeeeeeeteeteeeeeees 12 Whatare ties L Meme iomda annainn aisaen nia Daa E Aea Rea e a 12 A OE E E ansisatonsnaulimdossddalstnasadationas dasa sam tanbunsadmobbheiadddonisasenmnctn 13 Command a a ans cis a cna tata nara edad aaa aia
26. REHOUSE WAREHOUSE SUPPLY DEMAND BALANCE CAPACITY WAREHOUSE WAREHOUSE CAPACITY CONFIGURE ONLY ONE WAREHOUSE as discussed in the Variables Equations Models and Solves chapter The equation names can be up to 31 characters long as discussed and illustrated in the Rules for Item Names Element names and Explanatory Text chapter Specifications The GAMS equation specifications actually consist of two parts The first part naming equations was discussed just above The second part involves specifying the exact algebraic structure of equations This is done using the notation In this notation we give the equation name followed by a then the exact equation type as it should appear in the model The equation type specification involves use of a special syntax to tell the exact form of the relation involved The most common of these are see the Variables Equations Models and Solves chapter for a complete list E is used to indicate an equality relation L indicates a less than or equal to relation G indicates a greater than or equal to relation This is used in each of the example models where a few of the component equations are reproduced below OBJ Z E 109 Xcorn 90 Xwheat 115 Xcotton optimize gms land Xcorn Xwheat Xcotton L 100 Courtesy of B A McCarl October 2002 8 Pdemand P g 6 0 3 Qd econequil gms rl ba so4 e 1 nonlinsys gms Notes The general form of these statem
27. aay 13 IDE 0G eae eee eee meer aaa aa E ene ene ree Te 13 ME Sea the OUMU hee la ah dian act labs dae cua liaa Seana Radda Seed camden anal 14 Pie sshd weaned Stas casa Guan Satna ab si ln Salas sas Ske an de Da eran e iaaa 14 Incidence of compilation CEOS acrisss nsseatiececdimssbcnadsvenadandhdciadtitedadsnaineaedddiadecadlashnesdienindiad 14 Symbol list and cross reference MAIS oasis snisesnacissdinrndasnscnsdosuntancantnstutsdnnnesdaeuslinelssenbiaioniotes 16 UN OWM asiaan aaia e a E aeai 16 Gencianon Aas hase ass Seba inated Sala es ata nici ea ae 16 Eg ation I as saad aa Sanctioned tac ad ed stata aaah aab alas aa A E 17 Variable a ie a Pe meer pe eee eer ere 18 Courtesy of B A McCarl October 2002 1 Model statistiC Simonnes dannose aaa aiaia aaa aa eaaa 20 SONC CIPON a a di 20 SOMON SUMAT Y cesera sesine ai a ENE aO A E R 20 Eguation NDR NOE oats saan Sects eee easan re ana aaa 21 Vanable SOI POTD seraasosnsrdanenssiadnontand anioscahawanncaatanesnatddiasnad acim an eneke eannan 22 Exploit SN ainina cach cw sisi easdaa enlace det nde a oendnbonenidimianasdaaantadiceeaanien 23 Equation writing SUMS 2s scisedcaceisnaa aes aacsoencsicasshozealsnecsadsduastantbdansiiadsseetes SeesanledassMaatadand s 23 Revised algebra exploiting optimization example usessssssrrressrrrrrerrerrerrrrserrrrrnsirresssene 24 Revisedeguilibr imi eS mrairiridcisnurinnieeican eane aeaea aeiio 25 Dissecting the alpebraic
28. adds structural features as needed adding features as illustrated in the augmentation section above GAMS also enforces consistent modeling allowing models to be transferred between problem contexts as shown above Adding report writing Generally default GAMS output for the model solution is not adequate for conveying solution information to the modeler or associated decision makers One often does calculations using solution information to improve information content of the GAMS output This is elaborated upon in the Report Writing chapter Self documenting nature Courtesy of B A McCarl October 2002 44 One important GAMS feature its self documenting nature Modelers can use long variable equation and index names as well as comments data definitions etc allowing a readable and fairly well documented problem description Model structure assumptions and any calculation procedures used in the report writing are documented as a byproduct of the modeling exercise in a self contained file Comment statements can be inserted by placing an asterisk in column one followed by text identifying data sources or particular assumptions being used i e in some of the my models comments identify data source publication and page Under such circumstances GAMS allows either the original author or others to alter the model structure and update data Consider for example the following example Can you figure out what context the example is from LA
29. ains the markings relative to the compiler errors A compiler error message consists of three important elements First a marker appears in line just beneath the line where an error occurred Second a is placed in the LST file just underneath the position in the above line where the error occurred Third a numerical code is entered just after the which cross references to a list appearing later in the LST file of the heirs encountered and a brief explanation of their cause sometimes containing a hint on how to repair the error Notes The above messages and markings show GAMS provides help in locating errors and givies clues as to what s wrong Above there are error markings in every position where Qdemand appears indicating that GAMS does not recognize the item mainly because it does not match with anything within the variable or other declarations above It also marks the 409 error in the Equilibrium equation just after the missing and prints a message that indicates that a may be the problem The marks all error messages whether they be compilation or execution errors Thus one can always search in the LST file for the marking to find errors 7 KS It is recommended that users do not use lines with character strings in the middle of their code say in a comment as can be entered by placing an in column 1 see the Comments chapter but rather employ some other symbol 7 KS The example illustrates error
30. alue 21 value 22 Examples TABLE a i j crop data corn wheat cotton land 1 1 1 labor 6 4 8 Courtesy of B A McCarl October 2002 29 Table intercepts curvetype commodities corn wheat demand 4 8 supply 1 2 table slopes curvetype commodities commodities corn wheat demand corn 3 1 demand wheat 07 4 supply corn 5 sL supply wheat 1 3 Notes 7 Alignment is important Each numerical entry must occur somewhere below one and only one column name in the Table 7 KS All elements that are not given explicit values or have blanks under them are implicitly assigned to equal zero 7 KS Items in tables must be defined with respect to at least 2 sets and can be defined over up to 10 sets When more than two dimensional items are entered as in the equilibrium example periods e set off the element names setlelementname set2elementnameeset3elementname etc Tables are a specific input entry format for the general GAMS parameter class of items that also encompasses scalars More on tables appears in the Data Entry chapter Direct assignment Data may also be entered through replacement or assignment statements Such statements involve the use of a statement like parametername setdependency expression where the parameters on the left hand side must have been previously defined in a set parameter or table statement Examples Caldata gms scalar al scalars a2 11 paramete
31. ation In any modeling exercise there are an infinite variety of choices that can be made in naming the variables equations parameters sets etc and formatting their presentation in the GMS instruction file Across these choices that can be large differences in the degree of self documentation within the GMS code In particular as explained in the chapter on Rules for Item Names Element names and Explanatory Text one employ short names like x j as in optalgebra gms or longer names up to 31 characters for the variables like production products I advocate use of longer names to enhance the readability of the document The GAMS also permits one to add comments for example telling what is being done by Courtesy of B A McCarl October 2002 34 particular instructions or indicating data sources This can be done by a number of means including typing lines beginning with an in column one or encasing longer comments between a ONTEXT and OFFTEXT GAMS elements for including comments are discussed in the chapter entitled Including Comments I illustrate the longer name and comment capability along with improved spacing and line formatting in the context of the model optalgebra gms creating the new model goodoptalgebra gms The two models use the same data and get the same answer only the item names and formatting have been changed In my judgment the longer names substantially contribute to self documentation and make it easier to go back to u
32. ba so4 baoh oh hso4 and h are above Notes gt The general form of these statements are modifier variables comma or line feed specified list of variables where modifier is optional positive for example variable or variables is required a list of variables follows a 5 ends the statement This statement may be more complex including set element definitions as we will elaborate on below and descriptive text as illustrated in the file model gms Variables Tcost Total Cost Of Shipping All Routes Binary Variables Build Warehouse Warehouse Construction Variables Positive Variables Shipsw Supplyl Warehouse Shipment to warehouse Shipwm Warehouse Market Shipment from Warehouse Shipsm Supplyl Market Direct ship to Demand Semicont Variables X y Z as discussed in the Variables Equations Models and Solves chapter The variable names can be up to 31 characters long as discussed and illustrated in the Rules for Item Names Element names and Explanatory Text chapter GAMS is not case sensitive thus it is equivalent to type the command VARIABLE as variable or the variable names XCOTTON as XcOttoN However there is case sensitivity with respect to the way things are printed out with the first presentation being the one used as discussed in the Rules for Ordering and Capitalization chapter GAMS does not care about spacing or multiple lines Also a line feed can be used instead of a comma Th
33. c structure once built did not need to be altered and GAMS models can easily be expanded from smaller to larger data sets Such capabilities constitute a major GAMS model development strategy One can originally develop a model with a small data set and fully debug it Then later one can move to the full problem data set without having to alter any of the algebraic structure but have confidence in the algebraic structure This is discussed further in the Small to Large Aid in Development and Debugging chapter Augmentation Consider the newcontext gms optimization example from just and suppose we wish to augment the model with constraints and variables reflecting the capability to rent or hire additional resources subject to a maximum availability constraint This is done in the following example augment gms SET Products Items produced by firm Chairs Tables Dressers Resources Resources limiting firm production RawWood Labor WarehouseSpace Hireterms Resource hiring terms Cost Maxavailable PARAMETER Netreturns products Net returns per unit produced Chairs 19 Tables 50 Dressers 75 Endowments resources Amount of each resource available RawWood 700 Labor 1000 WarehouseSpace 240 TABLE Resourceusage resources products Resource usage per unit produced Chairs Tables Dressers RawWood 8 20 32 Labor 12 32 45 WarehouseSpace 4 12 10 Table Hiredata Resources hireterms Resource hiring data Cost Maxavailable RawWood
34. ch is discussed below Conditionals Certainly when doing calculations and setting up models cases arise where one might wish to do different things conditional upon data In particular one might wish to do a calculation like z x y only if y is nonzero or one might wish to define demand equations only for cases where demand exists Incorporation of such considerations into GAMS program involves what s known as the conditional as extensively discussed in the Conditionals chapter Below I present several examples of this feature Generally the expressions are of the form term logical condition which says do something with term only if the logical condition is true where the can be read as if it were the word if Conditionals can appear in a number of contexts as I will illustrate below Conditionally execute an assignment The condition X y gt 0 10 says set X 10 if the scalar y is greater than zero while the condition percentchange y ne 0 100 x y y says compute the item percentchange if y is not equal to zero For more on this class of conditionals see the discussion in the Conditionals chapter Conditionally add a term in sum or other set operation The condition z sum i y i gt 0 x i says include the term for set element i only if y i gt 0 while Courtesy of B A McCarl October 2002 37 z sum i 3 sameas i j x i 5 says add the term corresponding to a pair of set elements i and j only if the
35. e the problem to be unbounded Exploiting algebra By its very nature GAMS is an algebraic language The above examples and discussion are not totally exploitive of the algebraic capabilities of GAMS Now let me introduce more of the GAMS algebraic features Equation writing sums Courtesy of B A McCarl October 2002 23 GAMS is fundamentally built to allow exploitation of algebraic features like summation notation Specifically suppose x is defined with three elements Algebra gt xi xitx tx 1 This can be expressed in GAMS as z SUM X I where I is a set in GAMS Z is a scalar or variable X I isa parameter or variable defined over set I and the sum automatically treats all cases of I Such an expression can be included either in a either a model equation specification or in an item to be calculated in the code Let me now remake the first 2 examples better exploiting the GAMS algebraic features Revised algebra exploiting optimization example Courtesy of B A McCarl October 2002 24 The optimization example is as follows Max M09 Xo PIO Ag TLS Xs st X conn PA gis ee lt 100 land X oe AEX at 8 X conon 500 labor X eorn X sheat X Cotton gt 0 nonnegativity This is a special case of the general resource allocation problem that can be written as Max 2 CX j St gt aX lt b foralli j X gt 0 forall j where J corn wheat cotton i land labor Xj X corm X wheat Xeotton
36. ents are Equationnameee algebral equationtype algebra where an equation with that name must have been declared have appeared in and equation statement the ee appears just after the equation name the algebraic expressions algebral and algebra2 can each be a mixture of variables data items and constants the equationtype is the E L and G discussed above as ends the statement All equations must be specified in notation before they can be used Some model equations may be specified in an alternative way by including upper or lower bounds as discussed in the Variables Equations Models and Solves chapter specification statements may be more complex including more involved algebra as discussed later in this tutorial and in the Calculating Items chapter It may be desirable to express equations as only being present under some conditions as discussed later in this tutorial and in the Conditionals chapter Model Once all the model structural elements have been defined then one employs a MODEL statement to identify models that will be solved Such statements occur in the each of the three example models MODEL farmPROBLEM ALL optimize gms MODEL PROBLEM Pdemand Qd Psupply Qs Equilibrium P econequil gms Model wall all nonlinsys gms Notes The general form of these statements are Courtesy of B A McCarl October 2002 9 Model modelname optional explanatory text model conten
37. es PSupply commodities Equilibrium commodities Such definitions indicate that these variables and equations are potentially defined for every element of the defining set also called the domain thus x could exist for each and every element in j However the actual definition of variables does not occur until the equation specifications are evaluated as discussed next More on set dependent variable and equation definitions appears in the Variables Equations Models and Solves chapter Algebra and model specifications The equations and variables in a model are defined by the evaluation of the equation specifications The equations for our examples are OBJective PROFIT E SUM J c J x J constraint i SUM J a i J x J L b i Courtesy of B A McCarl October 2002 31 Pdemand commodities P commodities g intercepts demand commodities sum cc slopes demand commodities cc Qd cc Psupply commodities intercepts supply commodities sum cc slopes supply commodities cc Qs cc g P commodities Equilibrium commodities Qs commodities g Qd commodities Here GAMS will operate over all the elements in the sets in each term For example in the OBJective equation GAMS will add up the term c J x J for all set elements in j Similarly the equation constraint i will define a separate constraint equation case for each element of i Also within the equation case a
38. ficial to examine the attributes and difficulties with GAMS based algebraic modeling This is done under the following topics Use of algebraic modeling Context changes Expandability Augmenting models Aid with initial formulation and subsequent changes Adding report writing Self Documenting Nature Large Model Facilities Automated Problem Handling Model Library and widespread professional use Use by Others Ease of use with nonlinear mixed integer CGE and other problem forms Interface with other packages Use of algebraic modeling GAMS permits one to express a formulation in general algebraic terms using symbolic summation notation This allows modelers to concisely state problems largely independent of the data and exact application context Such formulations are inherently expandable easily subjected to context changes and easily augmented as will be discussed just below However use of algebraic modeling can be a two edged sword GAMS algebraic requirements and summation notation are difficult for some users Some people will always desire to deal with the exact problem context not an abstract general formulation This does lead to a strategy Courtesy of B A McCarl October 2002 41 most modelers use when employing GAMS modeling Namely GAMS exercises are usually supported by small hand formulations that capture problem essence and serve as an aid in GAMS model formulation Context changes Consider the optimization example f
39. m in the GAMS formulation was expressed as a nonlinear programming NLP optimization model in turn requiring an objective function Actually this is somewhat older practice in GAMS as the constrained nonlinear system CNS model type was added after this example was initially formulated Thus one could modify the model type to solve constrained nonlinear system yielding the same solution using Solve wall using mcp nonlinsyscns gms However the CNS model type can only be solved by select solvers and cannot incorporate integer variables Formulation as an optimization problem relaxes these restrictions allowing use of for example the MINLP model type plus the other NLP solvers Such a formulation involves the choice of a convenient variable to optimize which may not really have any effect since a feasible solution requires all of the simultaneous equations to be solved Thus while ba is maximized there is no inherent interest in attaining its maximum it is just convenient What are the L items In the nonlinear equation system chemical engineering GAMS formulation a line was introduced which is ba 1 1 so4 1 1 baoh 1 1 oh 1 1 hso4 1 1 h 1 1 nonlinsys gms This line provides a starting point for the variables in the model In particular the notation variablename value is the way one introduces a starting value for a variable in GAMS as discussed in the chapter on NLP and MCP Model Types Such a practice can be quite important in achie
40. ming gt NLP for nonlinear programming gt MIP for mixed integer programming gt MINLP for mixed integer non linear programming plus RMIP RMINLP DNLP MPEC as discussed in the chapter on Model Types and Solvers models without objective functions are gt MCP for mixed complementary programming gt CNS for constrained nonlinear systems gt maximizing or minimizing is required for all optimization problems not MCP or CNS problems gt avariablename to maximize or minimize is required for all optimization problems not MCP or CNS problems and must match with the name of a variable defined as free or just as a variable gt ag ends the statement The examples statement solve three different model types Courtesy of B A McCarl October 2002 11 gt alinear programming problem using LP gt amixed complementary programming problem using MCP gt anon linear programming problem using NLP GAMS does not directly solve problems Rather it interfaces with external solvers developed by other companies This requires special licensing arrangements to have access to the solvers It also requires that for the user to use a particular solver that it all ready must have been interfaced with GAMS A list of the solvers currently interfaced is covered in the Model Types and Solvers chapter Why does my nonlinear equation system maximize something The nonlinear equation system chemical engineering proble
41. n then GAMS in turn creates a LST file of problem results One can edit the LST file in either the IDE or with a text editor to find any error messages solution output report writing displays etc In turn one can also reedit the GMS file if there were need to fix anything or alter the model contents and rerun with GAMS until a satisfactory result is attained Now let us review the potential elements of the LST file Echo print The first item contained within the LST file is the echo print The echo print is simply a numbered copy of the instructions GAMS received in the GMS input file For example in the LST file segment immediately below is the portion associated with the GAMS instructions in optimize gms 3 VARIABLES Z 4 POSITIVE VARIABLES Xcorn Xwheat Xcotton 5 EQUATIONS OBJ land labor 6 OBJ Z E 109 Xcorn 90 Xwheat 115 Xcotton 7 land Xcorn Xwheat Xcotton L 100 8 labor 6 Xcorn 4 Xwheat 8 Xcotton L 500 9 MODEL farmPROBLEM ALL 10 SOLVE farmPROBLEM USING LP MAXIMIZING Z The echo print is of the same character for all three examples so I only include the optimize gms LST file echo print here The echo print can incorporate lines from other files if include files are present as covered in the Including External Files chapter The echo print can be partially or fully suppressed as discussed in the Standard Output chapter The numbered echo print often serves as an important
42. o or in nonlinear problems with superbasic variables whose marginals are zero or very close to it Flag Infes Nopt Unbnd Description The item is infeasible This mark is made for any entry whose level For models that are not solved to optimality some items may additionally be marked with the following flags value is not between the upper and lower bounds The item is non optimal This mark is made for any non basic entries for which the marginal sign is incorrect or superbasic ones for which the marginal value is too large unbounded The row or column that appears to cause the problem to be The marginal output generally does not have much meaning in an MCP or CNS model Variable solution report The next section of the LST file is a variable by variable listing of the solution returned to GAMS by the solver Each individual variable case is listed For our three examples the reports are as follows VAR VAR VAR VAR VAR VAR VAR VAR VAR VAR VAR VAR VAR Z Xcorn Xwheat Xcotton LOWER Qd Qs ba so4 baoh oh hso4 LOWER LEVEL INF 9950 000 50 000 50 000 LEVEL UPPER 3 000 10 000 10 000 LOWER LEVEL INF 1 000 INF 1 000 INF 4 802 INF 1 000 INF 0 980 INF 1 000 Courtesy of B A McCarl October 2002 UPPER INF INF INF INF MARGINAL 13 000 MARGINAL INF INF INF UPPER INF INF
43. oducts from three resources Two new products and two new resources can be added as follows expand gms SET Products Items produced by firm Chairs Tables Dressers HeadBoards Cabinets Resources Resources limiting firm production RawWood Labor WarehouseSpace Hardware ShopTime PARAMETER Netreturns products Net returns per unit produced Chairs 19 Tables 50 Dressers 75 HeadBoards 28 Cabinets 25 Endowments resources Amount of each resource available RawWood 700 Labor 1000 WarehouseSpace 240 Hardware 100 Shoptime 600 TABLE Resourceusage resources products Resource usage per unit produced Chairs Tables Dressers HeadBoards Cabinets RawWood 8 20 32 22 15 Labor 12 32 45 12 18 WarehouseSpace 4 12 10 3 7 Hardware 1 1 3 0 2 Courtesy of B A McCarl October 2002 42 Shoptime 6 8 30 5 12 POSITIVE VARIABLES Production products Number of units produced VARIABLES Profit Total fir summed net returns EQUATIONS ProfitAcct Profit accounting equation Available Resources Resource availability limit ProfitAcct PROFIT E SUM products netreturns products production products available resources SUM products resourceusage resources products production products L endowments resources MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT where only the material in black was added with no alterations of that in red relative to the newcontext gms example So what The algebrai
44. oks For example my book with Spreen contains many examples The book and the examples are available through my Web page agecon tamu edu faculty mecarl Models are available through the GAMS library which is directly included in the IDE These cover many different settings References from the GAMS web pages http www gams com http www gams de or http gamsworld org Each of these resources along with others are discussed in the chapter called Learning Resources Model Library Web Sites Documentation Use by Others Modeling personnel are often rare For example in international development contexts detailed GAMS applications have been set up by modeling experts but subsequently the model is utilized by policy makers with minimal if any assistance from the modeling experts Often given Courtesy of B A McCarl October 2002 46 proper internal documentation and a few instructions clerical labor and nontechnical problem analysts can handle an analysis Ease of use with NLP MIP CGE and other problem forms GAMS handles a variety of different problem types and has become one of principal languages for computable general equilibrium modeling agricultural economic modeling and oil refinery modeling It is also one of the principal platforms for experimentation with developing fields like mixed integer nonlinear programming models and global optimization models GAMS Corporation is continually engaged in an effort to
45. olve statements that are present Courtesy of B A McCarl October 2002 16 will be implemented In particular the GAMS main program generates a computer readable version of the equations in the problem that it in turn passes on to whatever third party solver is going to be used on the model During this so called model generation phase GAMS creates output Listing the specific form of a set of equations and variables Providing a summary of the total model structure and If encountered detailing any numerical execution errors that occurred in model generation Each of these excepting execution errors will be discussed immediately below Model generation time execution errors are discussed in the Execution Errors chapter Equation listing When GAMS generates the model by default the first three equations for each named equation will be generated A portion of the output just that for the first two named equations for the each for the three example models is Equation Listing SOLVE farmPROBLEM Using LP From line 10 OBJ E OBJ Z 109 Xcorn 90 Xwheat 115 Xcotton E 0 LHS 0 land L land Xcorn Xwheat Xcotton L 100 LHS 0 Equation Listing SOLVE wall Using NLP From line 28 PDemand G PDemand P 0 3 Qd G 6 LHS 0 INFES 6 PSupply G PSupply P 0 2 Qs G 1 LHS 0 Equation Listing SOLVE PROBLEM Using MCP From line 7 rli E ri 1 ba
46. on of the algebraic structure of any linear terms in the equations where the variable appears and a local representation containing the first derivatives of any nonlinear terms The nonlinear terms are automatically encased in parentheses to indicate a local approximation is present just analogous to the portrayals in the equation listing section just above More details on how the variable list is formed and controlled in terms of content and length are discussed in the Standard Output chapter while more on nonlinear terms appears in the NLP and MCP Model Types chapter Courtesy of B A McCarl October 2002 19 Model statistics GAMS also creates an output summarizing the size of the model as appears just below from the non linear equation solving example nonlinsys gms This gives how many variables of equations and nonlinear terms are in the model along with some additional information For discussion of the other parts of this output see the Standard Output and NLP and MCP model types chapters MODEL STATISTICS BLOCKS OF EQUATIONS 6 SINGLE EQUATIONS 6 BLOCKS OF VARIABLES 6 SINGLE VARIABLES 6 NON ZERO ELEMENTS 20 NON LINEAR N Z 10 DERIVATIVE POOL 6 CONSTANT POOL 8 CODE LENGTH 89 Solver report The final major component of the LST file is the solution output and consists of a summary and then a report of the solutions for variables and equations Execution error reports may also appear in nonlinear models as discussed in the Execution Erro
47. ply Courtesy of B A McCarl October 2002 18 Se Qd Qd LO L UP 0 0 INF 0 3 PDemand 1 Equilibrium Column Listing SOLVE wall Using NLP From line 28 sesa Da ba LO L UP INF 1 INF 1 HI 1 r2 1 b1 2 b2 mame Sog so4 LO L UP INF 1 INF 1 ri 1 r3 1 b1 2 b2 Notes 7 KS 7 KS 7 The first part of this output gives the words Column Listing followed by the word Solve the name of the model being solved and the line number in the echo print file where the solve associated with this model generation appears The second part of this output consists of the marker followed by the name of the variable When one wishes to find this LST file component one can search for the marker or the string Column Listing Users will quickly find marks other types of output like that from display statements The third part of this output contains the variable name followed by LO L UP lower bound starting level upper bound where gt lower bound gives the lower bound assigned to this variable often zero gt starting level gives the starting point assigned to this variable often zero gt upper bound gives the lower bound assigned to this variable often positive infinity INF The fourth part of this output gives the equation names in which this variable appears with a nonzero term and the associated coefficients The output is a correct representati
48. ppear if the initial values do not constitute a feasible solution The equation output is a correct representation of the algebraic structure of any linear terms in the equation and a local representation containing the first derivatives of any nonlinear terms The nonlinear terms are automatically encased in parentheses to indicate a local approximation is present For example in the non linear equation solving example the first equation is algebraically structured as ba so4 1 but the equation listing portrays this as additive rl E rl 1 ba 1 so4 E 1 LHS 1 which the reader can verify as the first derivative use of the terms evaluated around the starting point ba 1 so4 1 More details on how the equation list is formed and controlled in terms of content and length are discussed in the Standard Output chapter while more on nonlinear terms appears in the NLP and MCP Model Types chapter Variable listing When GAMS generates the model by default the first three variables for each named variable will be generated A portion of the output just that for the first two named variables for the each for the three example models is Column Listing SOLVE farmPROBLEM Using LP From line 10 Z Z LO L UP INF 0 INF 1 OBJ o gt Recor Xcorn LO L UP 0 0 INF 109 OBJ 1 land 6 labor Column Listing SOLVE PROBLEM Using MCP From line 7 P P LO L UP 0 0 INF 1 PDemand 1 PSup
49. price for an item Then general form of an Alias is ALIAS knownset newsetl1 newset2 where each of the new sets will refer to the same elements as in the existing knownset More on alias appears in the Sets chapter Data entry GAMS provides for three forms of data entry These involve PARAMETER SCALAR and TABLE formats Scalar entry is for scalars Parameter generally for vectors and Table for matrices Above I needed data for vectors and matrices but not a scalar Nevertheless I will cover all three forms Scalars SCALAR format is used to enter items that are not defined with respect to sets scalar itemlname optional labeling text numerical value item2name optional labeling text numerical value z Examples include scalar dataitem 100 scalar landonfarm total arable acres 100 scalars landonfarm 100 pricecorn 1992 corn price per bushel 2 20 Scalars are covered in more depth in the Data Entry chapter Parameters Parameter format is used to enter items defined with respect to sets Generally parameter format is used with data items that are one dimensional vectors although multidimensional cases can be entered The general format for parameter entry is Parameter itemname setdependency optional text firstsetelementname associated value secondsetelementname associated value Courtesy of B A McCarl October 2002 28 Examples PARAMETER c j x1 3 7x2 2 x3 0 5 Parameter b i fel 10 22 3
50. put on one line separated by a Every GAMS statement should be terminated with a semicolon as all the examples in this book illustrate GAMS is not case sensitive thus it is equivalent to type the command VARIABLE as variable or the variable names XCOTTON as XcOttoN However there is case sensitivity with respect to the way things are printed out with the first presentation being the one used as discussed in the Rules for Ordering and Capitalization chapter The use of a named item which in GAMS can be a set parameter scalar table acronym variable equation model or file involves three steps gt Declaration where one announces the existence of a named item giving it a name gt Assignment giving it a specific value or replacing its value with the results of an expression This GAM a a number of the other points in this section are adapted from Richard E Rosenthal s A S Tutorial that appeared in the GAMS Users Guide documents by Brooke et al Courtesy of B A McCarl October 2002 36 gt Subsequent usage The item names elements and explanatory text must follow certain rules as discussed in the Rules for Item Names Element names and Explanatory Text chapter Adding complexity There are a few more topics meritorious of coverage in this tutorial that involve GAMS capabilities to include conditionals display data do calculations incorporating optimal solution information and solve a model more than once Ea
51. quals the demand curve price the quantity supplied is nonzero only if the market clearing price equals the supply curve price and the market clearing price is only nonzero if Qs Qd The simplest GAMS formulation of this is below econequil gms Note in this case we needed to rearrange the Ps equation so it was expressed as a greater than to accommodate the requirements of the PATH solver POSITIVE VARIABLES P Qd Qs EQUATIONS Pdemand Psupply Equilibrium Pdemand P g 6 0 3 Qd Psupply 1 0 2 Qs g P Equilibrium Qs g Qd MODEL PROBLEM Pdemand Qd Psupply Qs Equilibrium P SOLVE PROBLEM USING MCP Below after introduction of the other example I will dissect this formulation explaining its components Courtesy of B A McCarl October 2002 4 Solving a nonlinear equation system Engineers often wish to solve a nonlinear system of equations often in a chemical equilibrium or oil refining context Many such problem types exist A simple form of one follows as adapted from the GAMS model library and the paper Wall T W Greening D and Woolsey R E D Solving Complex Chemical Equilibria Using a Geometric Programming Based Technique Operations Research 34 3 1987 which is ba so4 1 baoh ba oh 4 8 hso4 so4 h 0 98 h oh 1 ba le 7 baoh so4 le 5 hso4 2 bat le 7 baoh le 2 h 2 so4 le 5 hso4 le 2 oh which is a nonlinear system of equations where the variables are ba so4 baoh
52. r are automated As such GAMS automatically does coefficient calculation checks the formulation for obvious flaws chooses the solver formats the programming problem to meet the exact requirements of the solver causes the solver to execute the job saves and submits the advanced basis when doing related solutions and permits usage of the solution for report writing Also GAMS verifies the correctness of the algebraic model statements and allows empirical verification using programs like GAMSCHK Furthermore GAMS code is portable between computers GAMS has been implemented on machines ranging from PCs to UNIX LINUX workstations to CRAY super computers Exactly the same code runs on all of these computer systems Switching solvers is simple requiring changing a solver option statement or changing from using LP to using NLP as discussed in the Variables Equations Models and Solves chapter Links to spreadsheets have also been developed as discussed in the Links to Other Programs Including Spreadsheets chapter Model library and widespread professional use Today GAMS has become the de facto standard for optimization modeling in many fields Modelers may be able to adapt models or gain insights from others Some sources of models from which model features can be adapted include Models from experienced users that address similar problems that are closely related in concept or structure and can be adapted Models associated with textbo
53. r cc j be j j2 22 al 10 a2 5 cc j bc j 10 ec j1 1 Courtesy of B A McCarl October 2002 30 Notes When a statement like cc j bc j 10 is executed this is done for all elements in j so ifj had 100 000 elements this would define values for each and every one These assignments can be the sole entry of a data item or may redefine items Ifan item is redefined then it has the new value from then on and does not retain the original data The example cc j1 1 shows how one addresses a single specific element not the whole set namely one puts the entry in quotes single or double This is further discussed in the Sets chapter 7 KS Calculations do not have to cover all set element cases of the parameters involved through partial set references as discussed in the Sets chapter Set elements that are not computed over retain their original values if defined or a zero if never defined by entry or previous calculation A lot more on calculations appears in the Calculating chapter Algebraic nature of variable and equation specifications When one moves to algebraic modeling the variable and equation declarations can have an added element of set dependency as illustrated in our examples and reproduced below POSITIVE VARIABLES x j VARIABLES PROFIT Pi EQUATIONS OBJective f constraint i POSITIVE VARIABLES P commodities Qd commodities Qs commodities EQUATIONS PDemand commoditi
54. r set dependency encased in parentheses Also the equations declared over sets have multiple cases listed under a particular equation name An example is presented below in the context of our core optimization example optimize gms and shows three cases of the x variable those associated with the corn wheat and cotton set elements It also shows that two cases are present for the equation called constraint land and labor OBJective E Courtesy of B A McCarl October 2002 32 OBJective 109 x Corn 90 x Wheat 115 x Cotton PROFIT E 0 LHS 0 constraint L constraint Land x Corn x Wheat x Cotton L 100 LHS 0 constraint Labor 6 x Corn 4 x Wheat 8 x Cotton L 500 LHS 0 A portion of the equation listing from a more involved example model gms also reveals additional differences In the TCOSTEQ equation that we see the portrayal of coefficients involved with several declared variables 3 cases of Build 6 cases of Shipsw 6 cases of Shipwm and 4 cases of Shipsm The model gms example also shows what happens there are more cases of equation than the number of equation output items output by default as controlled by the option Limrow as discussed in the Standard Output chapter In this case Limrow was set to 2 but there were three cases of the equation named Capacity and GAMS indicates that one case was skipped If there had been 100 then 98 would have been skipped TCOSTEQ E
55. rom above goodoptalgebra gms which involved a farming example This can be rewritten to another context as follows newcontext gms SET Products Items produced by firm Chairs Tables Dressers Resources Resources limiting firm production RawWood Labor WarehouseSpace PARAMETER Netreturns products Net returns per unit produced Chairs 19 Tables 50 Dressers 75 Endowments resources Amount of each resource available RawWood 700 Labor 1000 WarehouseSpace 240 TABLE Resourceusage resources products Resource usage per unit produced Chairs Tables Dressers RawWood 8 20 32 Labor 12 32 45 WarehouseSpace 4 12 10 POSITIVE VARIABLES Production products Number of units produced VARIABLES Profit Total fir summed net returns EQUATIONS ProfitAcct Profit accounting equation Available Resources Resource availability limit ProfitAcct PROFIT E SUM products netreturns products production products available resources SUM products resourceusage resources products production products L endowments resources MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT where only the lines in black changed not those in red relative to the farming example So what The algebraic structure once built did not need to be altered and GAMS models can easily be changed from one context to another Expandability Consider the newcontext gms optimization example from just above that made three pr
56. rs Chapter Solution summary The solution summary contains themarker SOLVE SUMMARY the model name objective variable name if present optimization type if present and location of the solve in the echo print e the solver name the solve status in terms of solver termination condition the objective value if present some cpu time expended reports acount of solver execution errors and some solver specific output The report from the non linear equation solving example nonlinsys gms appears just below SOLVE SUMMARY MODEL wall OBJECTIVE ba TYPE NLP DIRECTION MINIMIZE SOLVER CONOPT FROM LINE 28 xk k SOLVER STATUS 1 NORMAL COMPLETION kk k MODEL STATUS 2 LOCALLY OPTIMAL k OBJECTIVE VALUE 1 0000 Courtesy of B A McCarl October 2002 20 RESOURCE USAGE LIMIT 0 090 1000 000 ITERATION COUNT LIMIT 5 10000 EVALUATION ERRORS 0 0 CONOPT2 Windows NT 95 98 version 2 071J 011 046 Copyright C ARKI Consulting and Development A S Bagsvaerdvej 246 A DK 2880 Bagsvaerd Denmark Using default control program Optimal solution There are no superbasic variables More on this appears in the Standard Output chapter Equation solution report The next section of the LST file is an equation by equation listing of the solution returned to GAMS by the solver Each individual equation case is listed For our three examples the reports are aS follows LOWER LEVEL UPPER MARGINAL EQU OBJ
57. se a model at a future time or transfer a model to others for their use More material on the formatting subject appears in the Writing Models and Good Modeling Practices chapter Original version optalgebra gms SET j Corn Wheat Cotton i Land Labor PARAMETER c j corn 109 wheat 90 cotton 115 b i land 100 labor 500 TABLE a i j corn wheat cotton land 1 1 1 labor 6 4 8 POSITIVE VARIABLES x j VARIABLES PROFIT gt EQUATIONS OBJective constraint i OBJective PROFIT E SUM J c J x J constraint i SUM J a i J x J L b i MODEL RESALLOC ALL SOLVE RESALLOC USING LP MAXIMIZING PROFIT Revised version with comments in blue goodoptalgebra gms well formatted algebraic version of model optalgebra gms SET Products Items produced by firm Corn in acres Wheat in acres Cotton in acres Resources Resources limiting firm production Land in acres Labor in hours PARAMETER Netreturns products Net returns per unit produced corn 109 wheat 90 cotton 115 Endowments resources Amount of each resource available land 100 labor 500 TABLE Resourceusage resources products Resource usage per unit produced corn wheat cotton land 1 1 1 labor 6 4 8 POSITIVE VARIABLES Production products Number of units produced VARIABLES Profit Total fir summed net returns EQUATIONS ProfitAcct Profit accounting equation Available Resources Resource availability limit Sontext Courtesy of B
58. set elements have the same name thus if the name of element 1 was Chicago then the j term would be included in the sum only if the name of element j was Chicago For more on this class of conditionals see the discussion in the Conditionals chapter For more on Sameas also see the Conditionals chapter Conditionally define an equation The conditions Eq1 qq gt 0 xvar e 3 Eq2 sum I q i gt 0 yvar 1 4 Eq3 i a i gt 0 ivar i g a i each cause an equation to exist in a model only if the condition is satisfied For more on this class of conditionals see the discussion in the Conditionals chapter Conditionally include a term in an equation The conditions Eq4 e o xvartyvar qq gt 0 e 3 X sum I q i qq gt 0 4 Q i a i 1 a i gt 0 each cause the term in red to only be included in an expression it is treated as zero otherwise only if the condition is satisfied For more on this class of conditionals see the discussion in the Conditionals chapter Displaying data One may display any GAMS parameter set variable attribute equation attribute or model attribute as well as quoted text using the GAMS display statement Generally the display is of the format DISPLAY ITEM1 ITEM2 ITEM3 where the items are either Quoted strings in single or double quotes such as Courtesy of B A McCarl October 2002 38 gt Display here it is z hello Parameter or set names without any referencing
59. ssociated with an element of i only the elements of a i j associated with that particular i will be included in the term SUM J a i J x J Similarly within the second example equations of each type are included for each member of set commodities Notes These examples show us moving away from the data specification that we were employing in the GAMS the early GAMS examples in this chapter In particular rather than entering numbers in the model we are now entering data item names and associated set dependency This permits us to specify a model in a more generic fashion as will be discussed in a later section of this tutorial on virtues of algebraic modeling The only variables that will be defined for a model are those that appear with nonzero coefficient somewhere in at least one of the equations defined by the equations More on specifications appears within the Variables Equations Models and Solves chapter Output differences When set dependency is used in association with variables and equations and model then this changes the character of a few of the output items In particular there are some changes in the equation listing variable listing and solution reports for variables and equations Equation listing The equation listing exhibits a few different characteristics in the face of set dependent variable and equation declarations In particular the variables declared over sets are reported with a display of thei
60. straint Land 8 constraint Labor A portion of the variable listing from the more involved model gms example shows GAMS indicating four cases were skipped when Limcol was smaller than the number of cases on hand as discussed in the Standard Output Chapter Courtesy of B A McCarl October 2002 33 Shipsw Amount Shipped To Warehouse Shipsw S1 A 1 1 1 Shipsw S1 B 2 1 1 LO L UP TCOSTEQ SUPPLYEQ S1 BALANCE A LO L UP TCOSTEQ SUPPLYEQ S1 BALANCE B REMAINING 4 ENTRIES SKIPPED Equation solution report The equation solution LST also shows all existing cases grouped under each equation name when set dependency is present as illustrated below in the context of our core optimization example optimize gms EQU constraint LOWER LEVEL UPPER MARGINAL Land INF 100 000 100 000 52 000 Labor INF 500 000 500 000 9 500 Variable solution report The variable solution LST segment also shows all existing cases grouped under each variable name when set dependency is present as illustrated below in the context of our core optimization example optalgebra gms VAR x LOWER LEVEL UPPER MARGINAL Corn 50 000 INF Wheat 50 000 INF Cotton i INF 13 000 Good modeling practices Above I have covered the essential GAMS features one would employ in any modeling exercise However I have not done very good job of exploiting a major GAMS capability involved self document
61. system command line instruction like GAMS trnsport where trnsport gms is the file to be run Note the gms extension may be omitted and GAMS will still find the file The basic command line GAMS call also allows a number of arguments as illustrated below GAMS TRNSPORT pw 80 ps 9999 s mysave which sets the page width to 80 the page length to 9999 and saves work files The full array of possible command line arguments is discussed in the GAMS Command Line Parameters chapter When GAMS is run the answers are placed in the LST file Namely if the input file of GAMS instructions is called myfile gms then the output will be on myfile LST IDE approach Today with the average user becoming oriented to graphical interfaces it was a natural development to create the GAMSIDE or IDE for short The IDE is a GAMS Corporation product providing an Integrated Development Environment that is designed to provide a Windows graphical interface to allow for editing development debugging and running of GAMS jobs all in one program I will not cover IDE usage in this tutorial and rather refer the reader to the tutorial on IDE usage that appears in the chapter on Running Jobs with GAMS and the GAMS IDE When the IDE is run there is again the creation of the LST file Namely if the Courtesy of B A McCarl October 2002 13 input file of GAMS instructions is called myfile gms then the output will be on myfile LST Examining the output When a GAMS file is ru
62. tant report is generated with a display statement and is Sada 39 PARAMETER myreport Corn Wheat Supply Quantity 1 711 8 156 Demand Quantity 1 711 8 156 Market Clearing Price 2 671 4 618 where I have color coded the originating statements and resultant output A report writing sequence is also introduced into the optimization example goodoptalgebra gms as follows set item Total Use by Marginal set qitem Available Corn Wheat Cotton Value parameter Thisreport resources item qitem Report on resources Thisreport resources Total Available endowments resources Thisreport resources Use by qitem sum products sameas products qitem resourceusage resources products production 1 products Courtesy of B A McCarl October 2002 40 Thisreport resources Marginal Value available m resources option thisreport 2 1 2 display thisreport where both equation marginals shadow prices and variable levels are included in the report writing calculations This yields the report Total Use by Use by Marginal Available Corn Wheat Value Land 100 00 50 00 50 00 52 00 Labor 500 00 300 00 200 00 9 50 where I have color coded the originating statements and resultant output The report wring topic is extensively discussed in the Report Writing chapter with a more advanced discussion also appearing in the Output via Put Commands chapter Why use GAMS and algebraic modeling Finally I feel it is bene
63. to setdependency Thus in Dispord gms while the parameter data is defined over 4 sets parameter data index1 index2 index3 index4 I simply say display data Variable equation or model attributes with the item name and attribute desired specified Display x l eq m Multiple items can be listed in a display statement separated by commas Display will not print out items that are zero leaving blanks or skipping items where entire rows or columns are zero GAMS displays can be enhanced in terms of form and content in several ways as discussed in the Report Writing Chapter On option is to use the option command OPTION ITEMNAME DECIMAL ROWitems COLUMNitems which will cause all subsequent displays of the named item to follow rules specified by three numbers following the colons which are DECIMAL number of decimal places to be included ROWitems number of indices displayed within rows COLUMNitems number of indices displayed within columns A display formatting sequence is introduced into the optimization example goodoptalgebra gms as follows option thisreport 2 1 2 display thisreport which says use 2 decimal places and produce a display with 1 item in the rows and 2 in the columns yielding Total Use by Use by Marginal Available Corn Wheat Value Land 100 00 50 00 50 00 52 00 Labor 500 00 300 00 200 00 9 50 A display of the same item with option thisreport 4 2 1 yields Courtesy of B A McCarl October 2002 39
64. torial coverage Algebra use effects on tutorial coverage Algebraic content tutorial coverage Tutorial coverage Courtesy of B A McCarl October 2002 47 Execution output Expandability GAMSIDE approach Generation listing Good modeling practices L Large model facilities Library Model Model library Model statistics Nonlinear equation system Optimization problem Parameters Portability Report writing Running a job Scalars Self documenting nature Sets Solution Summary Solve Solver report Structure of GAMS statements Sums Symbol list Tables Use by Others Variable listing Variable listing Variable solution report Variable solution report Variables Variables Tutorial coverage Small to large modeling tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial example Tutorial example Tutorial coverage Platform independence Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Tutorial coverage Algebra use effects on tutorial coverage Tutorial coverage Algebra use effects on tutorial coverage Tutorial coverage Algebraic content tutorial coverage Courtesy of B
65. ts where Model or models is required a modelname follows that can be up to 31 characters long as discussed in the Rules for Item Names Element names and Explanatory Text chapter the optional explanatory text is up to 255 characters long as discussed in the Rules for Item Names Element names and Explanatory Text chapter the model contents are set off by beginning and ending slashes and can either be the keyword all including all equations a list of equations or a list of equations and complementary variables Each of these is discussed in the following bullets as ends the statement In the Model Statement in the model contents field gt Using ALL includes all the equations gt One can list equations in the model statement like that below MODEL FARM obj Land labor and one does not need to list all the equations listed in the Equations statements Thus in optimize gms one could omit the constraints called labor from the model MODEL ALTPROBLEM obj land The equilibrium problems are solved as Mixed complementarity problems MCP and require a special variant of the Model statement Namely in such problems there are exactly as many variables as there are equations and each variable must be specified as being complementary with one and only one equation The model statement expresses these constraints indicating the equations to be included followed by a period and the name of the associated complementary variables
66. us the following three command versions are all the same POSITIVE VARIABLES Xcorn Xwheat Xcotton Positive Variables Xcorn Xwheat Xcotton positive variables Xcorn Xwheat j Xcotton Courtesy of B A McCarl October 2002 6 What is the new Z variable in the optimization problem In the optimization problem I had three variables as it was originally stated but in the GAMS formulation I have four Why GAMS requires all optimization models to be of a special form Namely given the model Maximize cx It must be rewritten as Maximize R R CX where R is a variable unrestricted in sign This variable can be named however you want it named in the above example case Z There always must be at least one of these in every problem which is the objective function variable and it must be named as the item to maximize or minimize Thus in a problem one needs to declare a new unrestricted variable and define it though an equation In our optimization example optimize gms we declared Z as a Variable not a Positive Variable then we declared and specified an equation setting Z equal to the objective function expression and told the solver to maximize Z VARIABLES Z EQUATIONS OBJ land labor OBJ Z E 109 Xcorn 90 Xwheat 115 Xcotton SOLVE PROBLEM USING LP MAXIMIZING Z Note users do not always have to add such an equation if there is a variable in the model that is unrestricted in sign that can be used as the objecti
67. ve function For example the equation solving case nonlinsys gms uses a maximization of ba as a dummy objective function as further discussed below the problem is really designed to just solve the nonlinear system of equations and the objective is just there because the model type used needed one Equations GAMS requires that the modeler name each equation which is active in the optimization model Later each equation is specified using the notation as explained just below These equations must be named in an EQUATION or EQUATIONS instruction This is used in each of the example models as reproduced below EQUATIONS OBJ land labor optimize gms EQUATIONS PDemand PSupply Equilibrium econequil gms Equations rl r2 r3 r4 bl b2 nonlinsys gms Courtesy of B A McCarl October 2002 7 Notes The general form of these statements are Equations comma or line feed specified list of equations where equation or equations is required a list of equations follows a 5 ends the statement In optimization models the objective function is always defined in one of the named equations This statement may be more complex including set element definitions as we will elaborate on below and descriptive text as illustrated in the file model gms EQUATIONS TCOSTEQ TOTAL COST ACCOUNTING EQUATION SUPPLYEQ SUPPLYL LIMIT ON SUPPLY AVAILABLE AT A SUPPLY POINT DEMANDEQ MARKET MINIMUM REQUIREMENT AT A DEMAND MARKET BALANCE WA
68. ving success and avoiding numerical problems in model solution as discussed in the Execution Errors chapter Notes One may also need to introduce lower variablename lo value and upper variablename up value bounds on the variables as also discussed in the Execution Errors chapter Courtesy of B A McCarl October 2002 12 The l lo and up appendages on the variable names are illustrations of variable attributes as discussed in the Variables Equations Models and Solves chapter The statements setting the variable attributes to numbers are the first example we have encountered of a GAMS assignment statement as extensively discussed in the Calculating Items chapter Running the job GAMS is a two pass program One first uses an editor to create a file nominally with the extension GMS which contains GAMS instructions Later when the file is judged complete one submits that file to GAMS In turn GAMS executes those instructions causing calculations to be done solvers to be used and a solution file of the execution results to be created Two alternatives for submitting the job exist the traditional command line approach and the IDE approach Command line approach The basic procedure involved for running command line GAMS is to create a file nominally myfilename gms where myfilename is whatever is a legal name on the operating system being used with a text editor and when done run it with a DOS or UNIX or other operating

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