GamsTutorial_rev1

8/2/2019 GamsTutorial_rev1

1/24

DEPARTAMENTO DE INGENIERA CIVIL. HIDRULICA Y ENERGTICA

MASTER Y PROGRAMA DE DOCTORADO:SISTEMAS DE INGENIERA CIVIL

ANLISIS DE SISTEMAS APLICADO A LA INGENIERA CIVIL------------------------------

PROGRAMA DE DOCTORADO:

ANLISIS DE SISTEMAS APLICADO A RECURSOS HIDRULICOS

GAMS TUTORIAL--------------------------

TUTORIAL DE GAMS


2/24

0. Index

1. Introduction

2. Basic features

3. Case study

6. GAMS output

5. Basic GAMS statements

8. Flow control expressions

4. Structure of a GAMS model

7. GAMS options

9. GAMS solvers and links to other programs

10. Useful references


3/24

-GAMS (General Algebraic Modelling System) is aprogramming language that allows modelling, analyzing

and solving a wide variety of optimization problems

-Main highlights:

i. Modelling and solution processes are separated to

each other

ii. The model representation is pretty similar to theproblem mathematical formulation

iii. It allows easily solving very large problems

iv. It is a very versatile tool

v. With only few commands, it is possible to solve

large complex problems

1. Introduction


4/24

-There exist some other algebraic modelling languages,such as:

AMPL

http://www.ampl.com AIMMS

http://www.aimms.com

X-PRESShttp://www.fico.com/en/Products/DMTools/Pages/FICO-Xpress-Optimization-Suite.aspx

WHATS BESThttp://www.lindo.com/products/lingo/lingom.html

LINGO

http://www.lindo.com/products/lingo/lingom.html

1. Introduction


5/24

2. Basic features

-GAMS compiler does not distinguish between upper- andlower case letters

- GAMS commands can be used both in singular and plural

-It is advisable to terminate every statement with asemicolon (;)

- Statements can be written in any order provided that

no entity (data, variables, constraints, etc.) is referencedbefore it has been declared

- Names assigned to data, variables, etc., must start with

a letter and must not coincide with any of the reservedwords

- Explanatory comments can be included either with an

asterisk (*) in the first column or directly after declaring

commands


6/24

3. Case study

CLASSIC TRANSPORTATION PROBLEM

- Certain company is planning its shipping activities from

two different canning plants to three different markets

- A consultant engineer has evaluated the demand for the

product manufactured by the company in the three

markets

- Canning plants shall not exceed their corresponding

maximum capacities


7/24

3. Case study

-The transportation cost per ton of product is 90 $ perthousand miles

-Determine the amount of tons to be shipped from eachcanning plant to each market so as to minimize the total

transportation cost


8/24

3. Case study Mathematical formulation


9/24

4. Structure of a GAMS model

Indices

Given data

Dec. var

Const. & O.f.


10/24

5. Basic statements - Indices

- Set(s): are the basic building blocks of a GAMS model andcorrespond to the indices in the algebraic representation

- Elements shall be written in slashes / /

- Elements are stored as characters strings

- An (*) indicates that the elements follow a sequence

- It is possible to define subsets of already defined sets

or relationships among elements of already defined sets

very useful to define the arcs of a network


11/24

5. Basic statements - Data

- Scalar(s)

- Parameter(s)

- Table(s)


12/24

5. Basic statements - Data

-Data can be declared and assigned values in differentstatements

- It is possible make assignments for specific elements


13/24

5. Basic statements - Variables

-Variables declaration

-Types of variables

- Variables attributes


14/24

5. Basic statements - Equations

-Equations declaration

- Relational and arithmetic operators in equations

-

Equations definition


15/24

5. Basic statements Model & Solve

- Model specifies which of the defined equations take partin the model

- Solve asks GAMS for solving the problem

family of solvers


16/24

6. GAMS output

- Echo print: copy of the input file- Error messages: one of the most useful GAMS features

- Equation & Column listing: did GAMS interpret themodel properly?


17/24

6. GAMS output

- Model statistics: last section before invoking the solver

- Status reports: brief summary after execution

- Display


18/24

7. GAMS options


19/24


-Relational and logic operators in conditional expressions

- Dollar condition ($): very useful, among other things, todiscretize state equations

- Conditional expressions can not contain variables


20/24


-If-Elseif-Else statement

e.g.


21/24


-Loop statement

e.g.

- While statement

e.g.


22/24


-Dynamic sets


23/24

9. GAMS solvers and links to other programs

-Some common solvers: CPLEX

MINOS

CONOPT BARON

-Default solver (and options): File Options Solvers

- GAMS can pass data from and to (read and write) other

programs

Text files, HTML Excel

Matlab


24/24

Documents

GamsTutorial_rev1