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Release Notes

GAMS Distribution 22.8   August 1, 2008

Acknowledgements

GAMS System

GAMS

Utilities

GAMSIDE

Model Libraries

GAMS Test Library

GAMS Data Utilities

PRACTICAL FINANCIAL OPTIMIZATION Models

Solvers

Baron

BDMLPD

Coin-OR

Convert

New option hessian to dump the Hessian matrix into a GDX file. Similar to the option jacobian.

Cplex

New libraries 11.1.1

Lindoglobal

New libraries 5.0.1.292. Sun Sparc Solaris 5.0.1.274.

LS

Linear Least Squares Solver

Mosek

New libraries 5 Rev 90

XA

New libraries for Windows

Solver/Platform availability - 22.8    August 1, 2008
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	Sun Sparc64 SOLARIS	Sun Intel SOLARIS	HP 9000 HP-UX 111	DEC Alpha Digital Unix 4.03	IBM RS-6000 AIX 4.3	Mac PowerPC Darwin	Mac Intel32 Darwin	SGI IRIX2
ALPHAECP
BARON 8.1		32bit		32bit
BDMLP
COIN
CONOPT 3
CPLEX 11.1								10.0	8.1				9.1
DECIS						32bit
DICOPT
KNITRO 5.1		32bit				32bit
LINDOGLOBAL 5.0
LGO
MILES
MINOS
MOSEK 5								3.2
MPSGE
MSNLP						32bit
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit		32bit		V2					V2
OSLSE		32bit		32bit		32bit
PATH
SBB
SNOPT
XA		32bit				32bit
XPRESS 18.00		32bit		32bit		32bit		16.10
1)GAMS distribution for HP 9000/HP-UX is 22.1.
2)GAMS distribution for SGI IRIX is 22.3.
3)GAMS distribution for DEC Alpha is 22.7.

GAMS Distribution 22.7   May 1, 2008

Acknowledgements

We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Jens Baudach, Michael Ferris, Josef Kallrath, Aldo Vecchietti and Stefan Vigerske.

GAMS System

GAMS

Enhanced Data Statements

The data statements have been enhanced to allow initial values for equations and variables in addition to set and parameter data. Those new data statements follow the syntax for list and table data statement for parameters by adding an additional dimension to specify the specific data attribute. The variable and equation suffixes can be used in this additional dimension. For example, the solution values for the transport example could be written as:

variable x(i,j) / (seattle.(new-york 50, chicago 300)
                   san-diego.(new-york,topeka) 275   ).l
                  seattle.topeka.m     0.36
                  san-diego.chicago.m  0.009 /
variable z / l 153.6750 /

equation demand(j) / (new-york 0.2250
                      chicago  0.1530 
                      topeka   0.1260).m /;

Only the non default values need to be specified. The following attributes can be used according to the variable type:

.l      level
.m      marginal 
.lo     lower bound
.up     upper bound
.scale  scale value
.prior  priority for discrete variables
.fx     shorthand for setting .l,.lo and .up to the same value

With table style input all index positions have to appear in the row definition. For example we could write the above list oriented statement in table form as:

variable table x(i,j) initial values
                    l       m
seattle. new-york   50
seattle. chicago   300
seattle. topeka          0.36
san-diego.new-york 275
san-diego.topeka   275
san-diego.chicago       0.009

As with other data statements, $onmulti, $ondelim and $onempty can be used as well.

The Matching Operator

Mappings between n-tuples can be clumsy to enter via data statements and are often difficult to compute. Similar to the product operator (.) we introduced a match operator (:). For example, the two set data statements give the same result:

Set I / t1*t6:s3*s5 /
Set j / t1.s3,t2.s4,t3.s5 /

In another example we may want to count "tuples" in some fashion:

sets h /h1*h24/, d /d1*d365/, dh(d,h) /#d.#h/
sets t /t1*t8760/, tdh(t,d,h) /#t:#dh/

The resulting set tdh will then have the values:

t1.d1.h1, t2.d1.h2, t3.d1.h3 ..

Currently there is no general matching operator for assignment statement. To facilitate some otherwise very clumsy and expensive calculations, one can use the following option statement:

Set ijk(I,j,k), x(I,j,k,l) ..
Option ijk(i:j,k), x(ijk:l);

This statement will first clear the set ijk, then apply the matching operators to i and j and finally apply a product operation to the matched (i,j) with k which results in:

i1.j1.k1, i1.j1.k2, ..
i2.j2.k1, i2.j2.k2, ..

And x will match ijk with the set l resulting in:

i1.j1.k1.l1, i1.j1.k2.l2, ..

Limit on Memory Use - HeapLimit

In some applications it may be desirable to limit the amount of memory a GAMS job can use. HeapLimit (MB) is a new GAMS parameter and function/property that limits memory used to store dynamic data. If the dynamic data storage exceeds this limit, the job will be terminate with return code 10, out of memory. These features are especially useful in a server environment.

• The GAMS parameter HeapLimit sets the limit of memory use at compile and execution time for a GAMS job
• The function/property HeapLimit can be used to interrogate the current limit and allows it to be rest
• The NLP solver CONOPT also has a HeapLimit option which ensures that the solver will not use more dynamic memory

Other enhancements

• A symbol can have up to 20 dimensions and identifiers and labels can have up to 63 characters
• The GAMS executable understands the ‘Keep’ and ‘CurDir’ parameters
• New derived variable/equation attribute .range is defined as x.range=x.up−x.lo. This provides a convenient way to see if a variable is fixed
• Additional references in compile time constant expression in $eval and $ife statement can now reference scalar parameters and the function card(id)
• Added the tuple text if we display with the format x:0:0:1 which puts single items on one line
• In table statements under $ondelim, we can drop the dummy element in the column definition
• As in execution time GDX loads, we can extract the domain information with a load statement like $load setid=parameterid

Gams Data Exchange (GDX)

• A symbol in a GDX file can have up to 20 dimensions and identifiers and labels can have up to 63 characters
• A GDX file can store domain information for a symbol
• A GDX file can save an aliased set

GDX Utilities

• GDXDUMP writes now data for variables and equations (no longer surrounded by $ontext / $offtext)
• MDB2GMS allows writing of an empty symbol
• GDXXRW
  • No longer interprets a text field as a numeric value (because of international notation issues); the value returned for such a cell is NA
  • Fixed a problem with the default value for a field for a VAR and EQU
• GDXMERGE did not merge an aliased set correctly
• GDXVIEWER can export all symbols to Excel in command-line mode by specifying ID=*

GAMSIDE

• Supports an optional file, ‘idecfg.ini’, to display additional items like:
  • Option to open a html document
  • Multiple model libraries
  • Display of an image in the process window
• Fixed a problem matching parenthesis on an empty line
• Fixed a problem deleting a 225 directory (when this was the last directory used for opening a file)

GAMS Model Library

• GAMS Model Library contains six examples from LogMIP User’s Manual

GAMS Test Library

• 30 new models, including
  • Tests for proper handling of domains larger than 10 and UEL names longer than 31 characters
  • Testing of gdxmerge with aliased sets
  • New tests for DECISC and DECISM
  • Several models testing EMP

Documentation

• Updated McCarl GAMS User’s Guide

Solvers

BARON:

New libraries (version 8.1.4)

CPLEX

New libraries (version 11.0.1)

COIN-OR

• New MIP solver GAMS/SCIP from Zuse Institute Berlin (ZIB)
  • use as option mip=coinscip;
  • uses COIN-OR LP solver CLP
  • free for academic users.
• Support of Windows 64-bit platform
• CoinCbc supports user-defined cut generators and heuristics via BCH (Branch and Cut Heuristic)
• CoinIpopt and CoinBonmin support dynamic load of linear solvers MA27, MA57 (HSL), and Pardiso.
• Minor updates in the libraries and interfaces of CoinCbc, CoinGlpk, CoinIpopt, and CoinBonmin.

CONOPT

• new option Heaplimit (see also gams option)

EMP - Extended Mathematical Programming

(Experimental) Framework for automated mathematical programming reformulations as

• Bilevel Programs
• Disjunctive Programs
• Extended Nonlinear Programs
• Embedded Optimization Complementarity Programs

Thereby new upcoming model types are reformulated into established math programming classes in order to use mature solver technology. EMP comes free of charge with any licensed GAMS system but needs a subsolver to solve the generated models.

LOGMIP

LogMIP 1.0 is a program for solving linear and nonlinear disjunctive programming problems involving binary variables and disjunction definitions for modeling discrete choices. While the modeling and solution of these disjunctive optimization problems has not yet reached the stage of maturity and reliability as LP, MIP and NLP modeling, these problems have a rich area of applications. LogMIP 1.0 has been developed by A. Vecchietti, J.J. Gil and L. Catania at INGAR (Santa Fe-Argentina) and Ignacio E. Grossmann at Carnegie Mellon University (Pittsburgh-USA) and is composed of:

• a language compiler for the declaration and definition of disjunctions and logic constraints
• solvers for linear and non-linear disjunctive models (lmbigm, lmchull, lmlboa)

LogMIP comes free of charge with any licensed Windows GAMS system but needs a subsolver to solve the generated MIP/MINLP models. For more information see

• LogMIP Website

MOSEK

New libraries (version 5.0.0.79)

CPLEXD and CONOPTD

GAMS 22.7 introduces two experimental solvers: CPLEXD and CONOPTD. They are very similar compared to their professional brothers CPLEX and CONOPT. They lack some functionality (e.g. CPLEXD does not solve QCP models) but offer in-core communication between GAMS and the solver. No large model scratch files need to be written to disk which can save time if you solve many models in your GAMS program. This in-core execution is activated by setting modelname.solvelink=5; before the solve statement.

Solver/Platform Availability Matrix

Solver/Platform availability - 22.7: May 1, 2008
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	Sun Sparc64 SOLARIS	Sun Intel SOLARIS	HP 9000 HP-UX 111	DEC Alpha Digital Unix 4.0	IBM RS-6000 AIX 4.3	Mac PowerPC Darwin	Mac Intel32 Darwin	SGI IRIX2
ALPHAECP
BARON 8.1		32bit		32bit
BDMLP
COIN
CONOPT 3
CPLEX 11.0								10.0	8.1				9.1
DECIS						32bit
DICOPT
KNITRO 5.1		32bit				32bit
LINDOGLOBAL 5.0
LGO
MILES
MINOS
MOSEK 5								3.2
MPSGE
MSNLP						32bit
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit		32bit		V2					V2
OSLSE		32bit		32bit		32bit
PATH
SBB
SNOPT
XA		32bit				32bit
XPRESS 18.00		32bit		32bit		32bit		16.10
1)GAMS distribution for HP 9000/HP-UX is 22.1.
2)GAMS distribution for SGI IRIX is 22.3.

GAMS Distribution 22.6   December 24, 2007

Acknowledgements

New Platforms

• Solaris on Sparc64 (64-bit)
• Mac on Intel (32-bit)

GAMS System

• Complete detailed GAMS Release Notes
• Dollar Control Options
  • $ife
  • $ifthen, $elseif, $else and $endif
  • $eval, $evallocal and $evalglobal
  • Syntax for Constant Evaluation

• Additional Licensing Information
  • At Compile Time: LicenseStatus and LicenseStatusText
  • At Run Time: LicenseLevel and LicenseStatus

• Put Writing Facility
  • .tn attribute

• Enhanced Functions on controlling Sets
  • .len, .off, .ord, .pos, .uel, .val

• Other Enhancements
  • Unlimited input string length for $call, execute and put_utility exec/shell.
  • The listing file can be redirected to the standard error stream by using the gams parameter ao=3
  • The model attribute .numvarproj was added to count bound projections during model generation. Some minor additions to MODEL STATISTICS and an enhanced column listing help identify potential problems (the variable attribute .infeas could also be used to display potential bound projections)

• GAMS IDE:
  • GDXviewer supports Excel 2007 format xlsx
  • GDXviewer has an integrated symbol search

• GAMS Model library: New models
  • Asynchronous Jacobi Methods (jacobi)
  • Dantzig Wolfe Decomposition and Grid Computing (danwolfe)
  • Portfolio Modeling with Parallel Solutions (qmeanvag)
  • Cplex Solution Pool for a Simple Facility Location Problem (solnpool)
  • Mission Planning for Synthetic Aperture Radar Surveillance (swath)
  • TSP tour plotting with LaTeX xy-pic environment (tsp2ltx)
  • Min Cost Flow with an Instance generated by NETGEN (netgen)

• GDXXRW
  • Supports Excel 2007 format xlsx

• GDX2HAR/HAR2GDX
  • GAMS distributes and supports utilities for converting HAR (header array) files used by GEMPACK: gdx2har and har2gdx. Details about these utilities can be found at Tom Rutherford's page here.

Solvers

• AlphaECP:New libraries (version 1.63). AlphaECP can call an NLP solver during the optimization to improve convergence properties for continuous variables.

• BARON:New libraries (version 8.1.1). XPRESS is available as a subsolver for LPs (option "lpsol=7"). Identification of common linear subexpressions in nonlinear functions that speeds up BARON's parsing time considerably for certain problems.

• COIN-OR Solvers:New solver libraries of CBC/CLP (2.0), GLPK (4.22), IPOPT (3.3), BONMIN (0.9). The GAMS/CoinCBC link has been completely rewritten so that it offers the performance of the CBC standalone version. Many new options have been added. The GAMS/CoinGLPK link uses now the advanced B&B solver of GLPK. Support of Solaris 64bit Intel platform (SIG) and MacOS on Intel chips (DII).

• CPLEX:New libraries (11.0). There are quite a few changes in Cplex 11 and the GAMS/CPLEX interface. Please check the detailed GAMS/CPLEX 11 release notes. The major enhancements are:
  • Improved Mixed Integer Programming (MIP) Performance
  • Enhanced Parallel MIP
  • Multiple MIP Solutions
  • Performance Tuning tool

• LINDOGLOBAL:New libraries (version 5.0.1.183). Support of Solaris Sparc64 platform (SOX) and Intel Mac (DII).

• MOSEK:New libraries (version 5.0.0.62). Support of Solaris Sparc64 platform (SOX) and MacOS on Intel chips (DII).

• XPRESS:New libraries (version 18.00)

Solver/Platform availability - 22.6    December 24, 2007
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	Sun Sparc64 SOLARIS	Sun Intel SOLARIS	HP 9000 HP-UX 111	DEC Alpha Digital Unix 4.0	IBM RS-6000 AIX 4.3	Mac PowerPC Darwin	Mac Intel32 Darwin	SGI IRIX2
ALPHAECP
BARON 8.1		32bit		32bit
BDMLP
COIN		32bit
CONOPT 3
CPLEX 11.0								10.0	8.1				9.1
DECIS						32bit
DICOPT
KNITRO 5.1		32bit				32bit
LINDOGLOBAL 5.0
LGO
MILES
MINOS
MOSEK 5								3.2
MPSGE
MSNLP						32bit
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit		32bit		V2					V2
OSLSE		32bit		32bit		32bit
PATH
SBB
SNOPT
XA		32bit				32bit
XPRESS 18.00		32bit		32bit		32bit		16.10
1)GAMS distribution for HP 9000/HP-UX is 22.1.
2)GAMS distribution for SGI IRIX is 22.3.

GAMS Distribution 22.5   June 1, 2007

Acknowledgements

GAMS System

• New functions and features
  • Added functions system.gamsrelease and gamsrelease
  • Added function poly(x,a0,a1,a2,a3..) = sum(i=0 to n, ai*x^i)
  • Appendout (ao)=2 will redirect the listing file to stdout. This feature is not available when running under the IDE.

• GAMS IDE:
  • Open in new window creates now a single new window when multiple files have been selected
  • Spelling menu entry added to Edit menu
  • Gdxviewer can write a single symbol and all symbols to an Excel file

• GAMS Model library: New models
  • eps-Constraint Method for Multiobjective Optimization (epscm)
  • Kissing Number Problem using Variable Neighborhood Search (knp)
  • Termination routine to ensure solvers stay with resource limit (schulz)
  • How to test for a GAMS version (version1)

Solvers

• AlphaECP: A new solver called GAMS/AlphaECP for mixed integer non-linear problems has been added to the GAMS solver portfolio. AlphaECP is an implementation of the Extended Cutting Plane method by Tapio Westerlund and Toni Lastusilta from Abo Akademi University, Finland. The GAMS/AlphaECP solver requires the presence of a licensed MIP solver only.

• BARON: New libraries (version 7.8) with improved local search routines.

• COIN-OR Solvers: New libraries for CoinCbc, CoinGlpk, and CoinIpOpt. The experimental MINLP solver CoinBonmin has been introduced for the GAMS Windows and Linux systems. Bonmin (Basic Open-source Nonlinear Mixed INteger programming) provides an implementation of an NLP-based branch-and-bound algorithm, an outer-approximation decomposition algorithm, an implementation of Quesada and Grossmann's branch-and-cut algorithm, and a hybrid outer-approximation based branch-and-cut algorithm.

• CONOPT: New libraries (version 3.14r).

• CONVERT:
  • Added option 'NLP2MCP' that reformulates a non-integer program as a mixed complementarity problem (MCP)
  • Added option 'AmplNLC' that converts a model into C code for evaluating objectives, constraints, and their derivatives.
  • Added option 'Jacobian' that creates a GDX file containing the basic model data (matrix, initial point, evaluation of constraints at initial point and bounds)
  • Added option 'LindoMPI' that creates an MPI file which is readable by Lindo.

• CPLEX: New libraries (version 10.20).

• LINDOGLOBAL: The Global Optimization Solver (GAMS solver name is LINDOGLOBAL) from Lindo Systems, Inc. has been added to the GAMS solver portfolio. LINDOGLOBAL finds proven optimal solutions to non-convex mixed integer non-linear problems. The LINDOGLOBAL solver requires a license for GAMS/CONOPT. The size of a model solved by LINDOGLOBAL is limited to 2,000 equations and 3,000 variables.

• MOSEK: New libraries (version 4.0.0.60)

• XPRESS: New libraries (version 17.10.12)

Solver/Platform availability - 22.5    June 1, 2007
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	Sun Intel SOLARIS	HP 9000 HP-UX 111	DEC Alpha Digital Unix 4.0	IBM RS-6000 AIX 4.3	Mac PowerPC Darwin
ALPHAECP
BARON 7.8		32bit		32bit
BDMLP
COIN		32bit
CONOPT 3
CPLEX 10.2							10.0	8.1
DECIS
DICOPT
KNITRO 5.1		32bit
LINDOGLOBAL 4.1
LGO
MILES
MINOS
MOSEK 4							3.2
MPSGE
MSNLP
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit			V2
OSLSE		32bit		32bit
PATH
SBB
SNOPT
XA		32bit
XPRESS 17.10		32bit		32bit			16.10
1)GAMS distribution for HP 9000/HP-UX is 22.1.
2)GAMS distribution for SGI IRIX is 22.3.

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