Report

GAMS/GAMSIDE AGEC 641 Lab, Fall 2011 Mario Andres Fernandez Based on material written by Gillig and McCarl and improved upon by previous lab instructors. Special thanks to Yuquan “Wolfgang” Zhang 1 Overview 1. Introduction to GAMS/GAMSIDE 2. Formulation of a General Problem 3. Model Inspection & Error Message 4. Power of GAMS 5. Examining A Model for Flaws 6. Good Modeling Practices 2 Overview 7. GAMS Check: Pre/Post Solution Analysis 8. Comparative Analysis: Multiple Submissions and Loops 9. Conditionals 10. Output Improvement and Management 11. Topics 3 What is GAMS? Generalized Algebraic Modeling System • Programming language for setting up and solving optimization models • All-In-One Package that allows to Specify the structure of an optimization model Specify and calculate data that go into the model Solve that model Conduct report writing on a model Perform a comparative static analysis 4 Formulation of A Simple Problem Max St. 3* X bread 10* X meat 18* X wine 1.5 * X bread 6 * X meat 8 * X wine 20 5 * X bread 10* X meat 30* X wine 60 X bread 0.8 5 Steps 1. Variable specifications 2. Equation specification Declaration Algebraic structure specification 3. Model statement 4. Solve statement 6 7 Variable specifications 8 Variable Specification Variable Unrestricted variables Positive Variable Nonnegative Binary Variable 0 or 1 Integer Variable 0, 1, 2, …, 9999 9 Variable Specification • GAMS requires variables in each problem to be identified. In the example, we have variables utility (variable), and bread, meat, and wine (positive variables) • max CX should become max Z, where Z=CX. • Variable name can be up to 64 characters and can have explanatory text. 10 Equation specification Declaration Algebraic structure specification 11 Equation Specification • Algebraic form involves use of a special syntax to tell the exact form of the equation Syntax Explanation =E= Indicates an equality constraint =L= Indicates a less than or equal to constraint =G= Indicates a greater than or equal to constraint 12 Model Statement 13 Model Statement Identify models to be solved. 1. Name the model 2. Specify equations that will be included in the model in slashes / / 14 Solve Statement 15 Solve Statement Causes GAMS to apply a solver to the model and use the data defined SOLVE statement SOLVE Consumption USING LP Maximizing Utility; SOLVE Consumption USING LP Minimizing Disutility ; SOLVE Consumption USING MIP Maximizing Utility; Notes LP Max Mixed Integer Programming SOLVE Consumption USING NLP Maximizing Utility; Non-linear Programming LP Min 16 Semi-Colons ; • Each command line must terminate with a ; • Statements may be several lines long or may contain several elements • Omission would lead to (many) Syntax Errors! 17 Solution Reports • When GAMS is run the output is automatically place in the so called LST file – Example01.gms Example01.lst • LST file contains a number of components 1. The echo print 2. Display of the list of symbols in the GAMS program symlist 3. Display of some equations an variables – limrow/limcol 4. Report on model size and execution time 5. Model solution and solver characteristics 6. List of user generated display output 18 Solution Reports 19 GAMS Output Variables : values under lower and upper refer to bounds. 20 GAMS Output Equations : values under lower and upper are from RHS and relational type of equations. 21 GAMS Output Type =E= =L= =G= .LO .UP .L RHS RHS RHS AX=b -INF RHS AX AX≤b RHS INF AX AX≥b 22 GAMSIDE Project • *.gpr: GAMS project file. • *.gms: GAMS file where to write program codes. • *.lst: GAMS output file generated AFTER the model runs. • *.log: GAMS log file generated WHILE the model runs. 23 Hands On 1 • Feeding Problem Min 3 * Corn 4 * Hay 5 * Soybeans Cost/lb s.t. 0.01* Corn 0.07 * Hay 0.03* Soybeans 0.05 Protein 0.02* Corn 0.14* Hay 0.1* Soybeans 0.09 Corn Hay Soybeans 1.00 Vitamin A Unit Corn, Hay, Soybeans 0 Non - negative • Create HandsOn1.gms with “* your name” on the first line of the code. Turn in an electronic copy of *.gms file and a hard copy of *.lst file (from solution report to the end). • What if the corn price goes up to $6? Turn in a hard copy of *.lst file (from solution report to the end). 24