Software Tutorial
Pete Steacy PSteacy@gams.com
GAMS Development Corp.
www.gams.com
Huntington Beach, CA April 2012
Agenda
What is GAMS?
What is new?
Agenda
What is GAMS?
GAMS at a Glance
A simple Example
Interfacing with other Applications
What does this modeler
have to think about?
Application
Mathematics
Computer Code
GAMS eases the transitions
between these domains.
GAMS Development / Software at a Glance
Roots: World Bank, 1976
Went commercial in 1987
GAMS Development Corp. (US)
GAMS Software GmbH (Europe)
Technical tool provider (Software)
Broad academic & commercial user
community and network
GAMS is used in more than 120
countries
Half of licenses commercially
used
Broad Academic and Commercial Network
Downloads (March 2012)
Total: 495 GB ~ 5,500 monthly downloads
Agenda
What is GAMS?
GAMS at a Glance
A simple Example
Interfacing with other Applications
GAMS at a Glance
Balanced mix of declarative and procedural elements
Platform independence
Hassle-free switch of solution methods
Open architecture and interfaces to other systems
Independent layers
GAMS at a Glance: Balanced mix..
Balanced mix of declarative and procedural elements
Algebra (Expressions): model equations
Relational Algebra (SQL) for data manipulation
Mathematical Notation
10
Notation in GAMS
GAMS at a Glance: Balanced Mix..
Balanced mix of declarative and procedural elements
For
Loop/If
While
Macros
User defined function libraries
11
GAMS at a Glance
Balanced mix of
declarative and procedural
elements
10+ Supported Platforms
Sola
ris 6
Open architecture and
interfaces to other
systems
Independent Layers
12
AXU
Windows
64
Solaris
Sparc
Linux 64
Linux 32
Hassle-free switch of
solution methods
AIX
Windows 32
Mac
Platform independence
HP
GAMS at a Glance
CP
13
XA
COIN-OR
PT
O
C
DI
BDMLP
JAMS
XPRESS
T
CONOP
OS
BARON
MIN
LINDOGLOBAL
EK
Hassle-free switch of
solution methods
Open architecture and
interfaces to other
systems
Independent Layers
GLOMIQO
MOS
H AE
Platform independence
28+ Integrated Solvers
ALP
Balanced mix of
declarative and procedural
elements
GUROBI
CPLEX
SCIP
LINDO
GAMS at a Glance
Balanced mix of
declarative and procedural
elements
Platform independence
Hassle-free switch of
solution methods
Open architecture and
interfaces to other
systems
Independent Layers
14
ASCII
Gams Data eXchange (Binary)
MS Excel, Access
Databases
.
APIs
Component Libraries
.NET Integration
GAMS at a Glance
Independence of
Model and data
Model and solution methods (solver)
Model and operating system
Model and user interface
Interface
Data
Model
Models benefit from
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Advancing hardware
Enhanced / new solver technology
Improved / upcoming interfaces to other systems
Solver
GAMS at a Glance: Development Environm.
GAMS IDE
Project management
Editor / Syntax coloring / Spell checking
Launching and monitoring of (multiple) GAMS processes
Listing file / Tree view / Syntax-error navigation
Solver selection / Option selection
GDX viewer
Data cube
Data export (e.g. to MS Excel)
Charting facilities
Model libraries
Documentation
16
Agenda
What is new?
GAMS System
Platforms
Solvers
Interfaces
Stochastic Programming
17
What is new: GAMS System
Support for user-defined
Macros
Function libraries
External equations
Asynchronous execution
Extended Mathematical Programming (EMP)
More and further details: http://www.gams.com/docs/
release/release.htm
18
What is new: Asynchronous Execution
$Call / Execute / put_utility 'Exec':
Start jobs from GAMS
Start Job
Wait
Start Job
Wait
Three ways to start a job asynchronously,
at compile time (CT):
$Call.ASync
at execution time (ET):
Execute.Async '';
put_utility 'Exec.ASync' / '';
19
What is new: Platforms
Support for MAC OS X
Cross- platform licenses
Wine (Linux, Mac)
20
What is new: Solvers
GloMIQO: Branch-and-bound global optimization
for mixed-integer quadratic models
Lindo: Global and stochastic optimization
Gather-Update-Solve-Scatter
(Stochastic) EMP
21
What is new: Gather-Update-Solve-Scatter
Setting
cost..
Solve time (secs)
z=e=sum((i,j),f*d(i,j)/1000*x(i,j));
set dict / s.scenario.''
Solvelink=0 (default)
40.297
d.param
.dd
f.param
.ff
Solvelink=%Solvelink.LoadLibrary%
03.625
x.level
.xx /
GUSS
00.797 lp scenario dict;
solve mymodel min z using
Updates model data instead of matrix coefficients/rhs
Hot start (keeps the model hot inside the solver and uses
solvers best update mechanism)
Saves model generation and solver setup time
Model unchanged from scenario to scenario
A priori knowledge of all scenario data
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What is new: Solving Data Related Models
The common way:
GAMS generates model
and writes it to hd
GAMS writes database to
scratch files on hd
GAMS calls solver and
vacates memory
After solver is done:
GAMS restarts and swaps
database
23
What is new: Solving Data Related Models
The new way:
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What is new: Interfaces
APIs for various programming
languages (C, Fortran, Delphi)
Component libraries
Better integration into Python
25
What is new: Distributed GAMS APIs
Component Libraries
GAMS
GDX
Option
Supported languages
C, C++, C#
Delphi
Fortran
Java
VBA, VB.Net
Python
Examples/Documentation
26
What is new: GAMS Component Libraries
27
What is new: Calling GAMS from Python
Creating Input for GAMS Model
Callout to GAMS
Reading Solution from GAMS Model
28
What is new: .Net Integration
29
Agenda
What is new?
GAMS System
Platforms
Solvers
Interfaces
Stochastic Programming
30
Stochastic Programming Claims and Facts
Lots of application areas (Finance, Energy,
Telecommunication)
Mature field (Dantzig 55)
Variety of SP problem classes with specialized
solution algorithms (e.g. Benders Decomposition)
Small fraction compared to deterministic
mathematical programming (NEOS)
Few commercially supported solvers for SP
Various frustrations with industrial SP projects
31
Extended Mathematical Programming
Embedded Complementarity Systems
Disjunctive Programs
Bilevel Programs
Extended Nonlinear Programs
Stochastic Programming
Breakouts of traditional MP classes
No conventional syntax
Limited support with common model representation
Incomplete/experimental solution approaches
Lack of reliable/any software
32
Thank You !
33
USA
Europe
GAMS Development Corp.
1217 Potomac Street, NW
Washington, DC 20007
USA
GAMS Software GmbH
Eupener Str. 135-137
50933 Cologne
Germany
Phone: +1 202 342 0180
Fax:
+1 202 342 0181
Phone: +49 221 949 9170
Fax:
+49 221 949 9171
http://www.gams.com
sales@gams.com
support@gams.com
http://www.gams.com
info@gams.de
support@gams.com
