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GAMS Development Corp. GAMS Software GmbH www.gams.com
Recent Enhancements in GAMS
Toni Lastusilta: [email protected]
Content
ALl
Head
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GENERAL ALGEBRAIC MODELING SYSTEM
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Agenda
What is GAMS?
Overview of Enhancements
Paver 2
Youtube Channel: GAMS lessons
Summary
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GENERAL ALGEBRAIC MODELING SYSTEM
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Algebraic Modeling Languages (AML)
1
• High-level computer programming languages
• Formulation of mathematical optimization problems
• Notation similar to algebraic notation
2 • Do not solve problems directly, but offer links to state-of-
the-art algorithms (“solver-links”)
Source: http://en.wikipedia.org/wiki/Algebraic_modeling_language
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GENERAL ALGEBRAIC MODELING SYSTEM
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What does a modeler have to think about?
GAMS makes modeling easier
1. Application
2. Mathematics
3. Programming
4. Performance
5. Scalability
6. Connectivity
7. Deployment
8. Maintenance (Life Cycle)
9. ...
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GENERAL ALGEBRAIC MODELING SYSTEM
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Design Principle
Model
Platform Solver Data Interface
1 • Simple modeling language with a balanced mix of
declarative and procedural elements
2 • Open architecture and interfaces to other systems,
independent layers
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GENERAL ALGEBRAIC MODELING SYSTEM
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Broad User Community and Network
GAMS used in more than 120 countries
25+ Years GAMS Development
0
20000
40000
60000
80000
100000
2010 2011 2012 2013
Number of visits to GAMS download website
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GENERAL ALGEBRAIC MODELING SYSTEM
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Broad Range of Application Areas
Agricultural Economics Applied General Equilibrium
Chemical Engineering Economic Development
Econometrics Energy
Environmental Economics Engineering
Finance Forestry
International Trade Logistics
Macro Economics Military
Management Science/OR Mathematics
Micro Economics Physics
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GENERAL ALGEBRAIC MODELING SYSTEM
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Agenda
What is GAMS?
Overview of Enhancements
Paver 2
Youtube Channel: GAMS lessons
Summary
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GENERAL ALGEBRAIC MODELING SYSTEM
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Enhancements during last year
GAMS System Updates
Solver Updates
New Tools and API Updates
New Model Library Examples
Upcoming release – GAMS 24.3 (estimated release date: August 2014)
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GENERAL ALGEBRAIC MODELING SYSTEM
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Enhancements during last year
CPP function library
• Automatic differentiation
• Multi-variate Normal Distributions
GAMS System Updates
Obfuscate restart file
BARON 14.0.0: Significant advances in the handling of integer programs
CONOPT: New option to control definitional equations.
GUSS/Scenario solver can now be combined with the GAMS Grid Facility.
…
Solver Updates for > 15 solvers
Singleton set
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GENERAL ALGEBRAIC MODELING SYSTEM
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Singleton set
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GENERAL ALGEBRAIC MODELING SYSTEM
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Obfuscate restart file
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GENERAL ALGEBRAIC MODELING SYSTEM
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Enhancements during last year
GDXDUMP: new option SymbolsAsSet - to write the symbol table for a set as data.
New tools and API updates
New Model Library Examples
GDXRENAME: Rename the same unique elements in a GDX file using a mapping given by a second GDX file.
Note: The GAMS System includes also a Practical Financial Optimization Models Library
New examples to:
Model Library = 7
Test Library = 48
Data Utilities = 5
EMP Library = 4
Total > 1250 models
.NET, Java and Python fixes and improvements.
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GENERAL ALGEBRAIC MODELING SYSTEM
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GDXRENAME Tool
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GENERAL ALGEBRAIC MODELING SYSTEM
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SpawnGAMSAccess (Datalib,#87)
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GENERAL ALGEBRAIC MODELING SYSTEM
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SpawnGAMSAccess (Datalib,#87)
From VBA we can write a GDX file either with:
• GDXAPI
• MDB2GMS tool
The Access VBA code is in control
Spawn GAMS . Note that we can also control (stop) the GAMS solver.
We use GDXDUMP to write a text file that is transferred to Access.
Notes.
The GAMS model is saved in an Access Memo field.
A temporary model can be modified in the GAMSIDE and executed from Access.
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GENERAL ALGEBRAIC MODELING SYSTEM
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Agenda
What is GAMS?
Overview of Enhancements
Paver 2
Youtube Channel: GAMS lessons
Summary
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GENERAL ALGEBRAIC MODELING SYSTEM
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GAMS related advances
Paver 2 www.gamsworld.org/ performance/paver2/
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GENERAL ALGEBRAIC MODELING SYSTEM
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PAVER server (Performance Analysis and Visualization for Effortless Reproducibility)
Complete rewrite PAVER 2.0, 2013 (Python)
New functionality:
- Consistency checks
- Comparison against solution database
- Many more metrics
Open source (COIN-OR project)
Paver 2
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GENERAL ALGEBRAIC MODELING SYSTEM
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Paver 2
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GENERAL ALGEBRAIC MODELING SYSTEM
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Paver 2
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GENERAL ALGEBRAIC MODELING SYSTEM
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Paver 2
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GENERAL ALGEBRAIC MODELING SYSTEM
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Agenda
What is GAMS?
Overview of Enhancements
Paver 2
Youtube Channel: GAMS lessons
Summary
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GENERAL ALGEBRAIC MODELING SYSTEM
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GAMS related advances
Youtube Channel: GAMS lessons
www.youtube.com/channel/ UCfTAizXPo4vN54CC-Zs9TTg
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GENERAL ALGEBRAIC MODELING SYSTEM
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Youtube Channel: GAMS lessons
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GENERAL ALGEBRAIC MODELING SYSTEM
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Agenda
What is GAMS?
Overview of Enhancements
Paver 2
Youtube Channel: GAMS lessons
Summary
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GENERAL ALGEBRAIC MODELING SYSTEM
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Summary
GAMS related
advances
Paver 2
Youtube Channel
GAMS 24.3 System
Enhancements
Singleton sets
CPP function library
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GAMS Development Corp. GAMS Software GmbH www.gams.com
Thank You USA
GAMS Development Corp. 1217 Potomac Street, NW Washington, DC 20007
USA Phone: +1 202 342 0180 Fax: +1 202 342 0181
Europe GAMS Software GmbH P.O. Box 40 59 50216 Frechen, Germany Phone: +49 221 949 9170 Fax: +49 221 949 9171 [email protected]