01 641 Intro

Overview
GAMS/GAMSIDE
Formulation
First Look at GAMS and GAMSIDE

An Introduction
Pei Huang
1 Department of Agricultural Economics
Texas A&M University
Based on materials written by Gillig & McCarl and improved upon by many previous lab instructors
Special thanks to Mario Andres Fernandez
Pei Huang | Texas A&M University | AGEC 641 Lab Session, Fall 2013
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Overview
GAMS/GAMSIDE
Formulation
Outline
1
Overview
Information
Topics
Introduction to GAMS/GAMSIDE
GAMS Language
GAMSIDE
Formulation of a Simple Problem

An Example
Model Specications in GAMS
GAMS Output
GAMS Project
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Overview
GAMS/GAMSIDE
Formulation
Info
Oce: AGLS 386

Email: peihuang@tamu.edu or petephuang@gmail.com
Oce hour: Open door policy or by appointment
Class time: 8:00am - 9:00am, Thursday. We may have more sessions
in a week whenever Dr. McCarl is traveling. I will email you when
there is a change.
Total 10-12 sessions
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Overview
GAMS/GAMSIDE
Formulation
Info
Purpose: Connect lecture materials to practical programming in
GAMS.
You will do Handson exercises, plus additional model exposure in lab
but no assigned.
6 assignments
Equally weighted
Usually one week after assignment, by 5 pm
Printed / electronic copy
For FULL CREDIT use good modeling practices

Descriptive variable names ( demand and inputs not x and y )
Use descriptive text
Organize programs for a clear ow
I need to see that you understand the problem, not just programming
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Overview
GAMS/GAMSIDE
Formulation
Topics

Formulation of A General Problem
Model Inspection & Error Messages
Power of GAMS
Good Modeling Practices
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Overview
GAMS/GAMSIDE
Formulation
Topics

Power of GAMS
5 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics

Power of GAMS
5 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics

Power of GAMS
5 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics

Power of GAMS
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Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
GAMS Check: Pre/Post Solution Analysis
Examining A Model for Flaws
Report Writing
Comparative Analysis: Multiple Submissions and Loops
Non-linear Programming Problems
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Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
Report Writing
6 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
Report Writing
6 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
Report Writing
6 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
Report Writing
6 / 19
Overview
GAMS/GAMSIDE
Formulation
Topics
Conditionals
Report Writing
6 / 19
Overview
GAMS/GAMSIDE
Formulation
What is GAMS?
Generalized Algebraic Modeling System
A programming language for setting up and solving mathematical

programming optimization models
All-In-One Package that allows one 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
7 / 19
Overview
GAMS/GAMSIDE
Formulation
What is GAMS IDE?
Integrated Development Environment
A graphical interface to create, debug, edit and run GAMS les

Download the free version from GAMS website
http://www.gams.com/download/
8 / 19
Overview
GAMS/GAMSIDE
Formulation
A simple problem
Suppose we wish to solve the optimization problem
max 3Xbread + 10Xmeat + 18Xwine

s.t.
Objective
1.5Xbread + 6Xmeat + 8Xwine 20 Money

5Xbread + 10Xmeat + 30Xwine 60 Time
Xbread
0.8
Xbread , Xmeat , Xwine
Variables:
Sustenance
Xbread , Xmeat , Xwine
Equations
Objective
Constraints: Money, Time, Sustenance
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Overview
GAMS/GAMSIDE
Formulation
Using GAMS
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Variable specications
Objective function
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Objective function
Considered variables
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Objective function
Equation specications
Declaration
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Objective function
Declaration
Algebraic structure
specication
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Objective function
Declaration
Algebraic structure
specication
Model statement
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Using GAMS
Objective function
Declaration
Algebraic structure
specication
Model statement
Solve statement
10 / 19
Overview
GAMS/GAMSIDE
Formulation
Variable Specication
Types of variables
Variable
Unrestricted variables
Positive Variable
Nonnegative
Binary Variable
0 or 1
Integer Variable
0, 1, 2, . . . , 9999
11 / 19
Overview
GAMS/GAMSIDE
Formulation
Types of variables
Variable
Positive Variable
Nonnegative
Binary Variable
0 or 1
Integer Variable
0, 1, 2, . . . , 9999
GAMS requires variables

in each problem to be
identied.
11 / 19
Overview
GAMS/GAMSIDE
Formulation
Types of variables
Variable
Positive Variable
Nonnegative
Binary Variable
0 or 1
Integer Variable
0, 1, 2, . . . , 9999

identied.
The objective function
together has to be dened
as a variable.
11 / 19
Overview
GAMS/GAMSIDE
Formulation
Types of variables
Variable
Positive Variable
Nonnegative
Binary Variable
0 or 1
Integer Variable
0, 1, 2, . . . , 9999

identied.
The objective function
together has to be dened
as a variable.
Variable names can be up
to 64 characters and can
have explanatory text.
11 / 19
Overview
GAMS/GAMSIDE
Formulation
Equation Specication
12 / 19
Overview
GAMS/GAMSIDE
Formulation
Name each equation in
the model.
12 / 19
Overview
GAMS/GAMSIDE
Formulation
the model.
Specify the algebraic
structure.
12 / 19
Overview
GAMS/GAMSIDE
Formulation
the model.
structure.
Two dots following each
equation name
12 / 19
Overview
GAMS/GAMSIDE
Formulation
the model.
structure.
Two dots following each
equation name
The specic forms of
constraints
Syntax
Constraint forms
=e=
equal
=l=
less than or equal
=g=
greater than or equal
12 / 19
Overview
GAMS/GAMSIDE
Formulation
Model Statement
Name the model
Specify equations that will
be included in the model
in slashes /
13 / 19
Overview
GAMS/GAMSIDE
Formulation
Model Statement
Name the model
Specify equations that will
be included in the model
in slashes /
Examples
Model Consumption1 /All/

;
Model Consumption2 /
objective, money, time/;
13 / 19
Overview
GAMS/GAMSIDE
Formulation
Solve Statement
Examples
SOLVE Consumption USING

LP Maximizing Utility;
LP Minimizing Disutility
;
MIP Maximizing Utility;
NLP Maximizing Utility;
14 / 19
Overview
GAMS/GAMSIDE
Formulation
Heads Up for Semi-colons

Each declaration must
terminate with a ;.
Statements may be
several lines long or may
contain several elements.
Omission would lead to
(many) Syntax Errors!
15 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Output
16 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Output
Output navigation
16 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Output
Output navigation
Objective function
solution
16 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Output
Output navigation
Objective function
solution
Equation solutions
16 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Output
Output navigation
Objective function
solution
Equation solutions
Variable solutions
16 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Project
*.gpr: GAMS project le

*.gms: GAMS le where to write program codes BEFORE the model
runs
*.lst: GAMS output le generated AFTER the model runs
*.log: GAMS log le generated WHILE the model runs
17 / 19
Overview
GAMS/GAMSIDE
Formulation
GAMS Project
*.gpr: GAMS project le

*.gms: GAMS le where to write program codes BEFORE the model
runs
*.lst: GAMS output le generated AFTER the model runs
*.log: GAMS log le generated WHILE the model runs
17 / 19
Appendix
Heads On 1
Sove the feeding problem using GAMS
min 3Xcorn + 4Xhay + 5Xsoybeans

s.t.
Cost/lb
0.01Xcorn + 0.07Xhay + 0.03Xsoybeans 0.05 Protein

0.02Xcorn + 0.14Xhay + 0.1Xsoybeans 0.09 Vitamin A
1
2
3
Xcorn + Xhay + Xsoybeans
=1
Unit
Xcorn , Xhay , Xsoybeans
Non negative
Set up the model in GAMS and solve it.

Solve the model when the corn price increases to $6?
Solve the model when the minimum requirement of vitamin A is set to
zero?
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Appendix
Requirements
Create HandsOn1.gms with * your name on the rst line of the code.
A good programming habit: make comments in your code.
Turn in an electronic copy of *.gms le for Part 1 via email.
Turn in a hard copy of *.lst le (from Solution Report to the end) for
ALL three parts.
You can work as a group with no more than three people.
The hands on is due by 5:00pm, September 12.
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Overview

First Look at GAMS and GAMSIDE

1 Department of Agricultural Economics

Texas A&M University

Formulation of a Simple Problem

Oce: AGLS 386

For FULL CREDIT use good modeling practices

First Look at GAMS and GAMSIDE

First Look at GAMS and GAMSIDE

First Look at GAMS and GAMSIDE

First Look at GAMS and GAMSIDE

First Look at GAMS and GAMSIDE

Generalized Algebraic Modeling System

A programming language for setting up and solving mathematical

What is GAMS IDE?

Integrated Development Environment

A graphical interface to create, debug, edit and run GAMS les

max 3Xbread + 10Xmeat + 18Xwine

1.5Xbread + 6Xmeat + 8Xwine 20 Money

Xbread , Xmeat , Xwine

Xbread , Xmeat , Xwine

GAMS requires variables

GAMS requires variables

GAMS requires variables

less than or equal

greater than or equal

Model Consumption1 /All/

SOLVE Consumption USING

Heads Up for Semi-colons

*.gpr: GAMS project le

*.gpr: GAMS project le

min 3Xcorn + 4Xhay + 5Xsoybeans

0.01Xcorn + 0.07Xhay + 0.03Xsoybeans 0.05 Protein

Xcorn + Xhay + Xsoybeans

Xcorn , Xhay , Xsoybeans

Set up the model in GAMS and solve it.

Das könnte Ihnen auch gefallen

Oce: AGLS 386

A graphical interface to create, debug, edit and run GAMS les

*.gpr: GAMS project le

*.gpr: GAMS project le