Release Notes

We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Stefan Boeters, Wolfgang Britz, Alexander Gocht, Josef Kallrath, Erwin Kalvelagen, Todd Munson, Yiqi Zhu.

We are planning to drop the following systems from our next GAMS Distribution 23.0. If you object please submit an email to support@gams.com!

• CONOPT1 and CONOPT 2 (old versions of CONOPT)
• DEA (capability will be offered by a more general scenario framework)
• GAMSBAS
• MPSWRITE
• MILESOLD (old version of MILES)
• MINOS5 (old version of MINOS)
• OSL1 and OSL2 (old versions of OSL)
• PATHOLD (old version of PATH)

• GAMS scratch file extension. Starting with distribution 22.9 the default file extension of intermediate files located in the 225? directories is .dat. The scratch extension is a parameter that can be changed with the GAMS option ScrExt, e.g gams trnsport scrext=tmp. Within GAMS code you get the scratch extension using %gams.scrext%.
• GAMS Parameter ETlim (Elapsed Time limit). A GAMS job will terminate if the elapsed time in seconds exceeds the value of ETlim. The job elapsed time is checked before the execution of a $call, execute or solve statement. The system will terminate with a compilation or execution error if the limit (default INF) is reached.
• GAMS Parameter AppendExpand (short form AE). Allows to control the file opening of the expand file. A value of 0 will open with rewrite, a value of 1, the default, will open with append.
• New solveopt=clear option. A third option has been added to option solveopt=xxx. The related model attribute <model>.solveopt=n has been adjusted to match the new option values. If the model attribute is set to NA (default), the setting of the corresponding option statement will be used to determine the way solutions values are loaded back into the GAMS data space. The possible values are (the numeric value for the model attribute are given in parenthesis):
  • replace (0) all equations appearing in the model list will be completely replaced by the new model results. Variables are only replaced if they appear in the final model.
  • merge (1) the new model results are merged into the existing structures. This is the default.
  • clear (2) similar to the replace option; in addition, variables appearing in the symbolic equations but squeezed out in the final model, are removed.
• New solprint=silent option. A third option has been added to option solprint=xxx. The related model attribute <model>.solprint=n and the GAMS parameter solprint=n have been adjusted to match the new option values. If the model attribute is set to NA (default), the setting of the corresponding option statement will be used to control the printing of model generation and solution information. Note that the GAMS parameter initializes the corresponding option statement values. The possible values are (the numeric value for the model attribute are given in parenthesis):
  • off (0) detailed solution output is suppressed.
  • on (1) the most detailed solution output. This is the default.
  • silent (2) all solve related output is suppressed.
• New model attributes returning elapsed time information of the solution process:
  • ETsolve total elapsed time to execute a solve statement
  • ETsolver elapsed time that can be attributed to the solver only
  • ETalg elapsed time that can be attributed to the core algorithm
• New suffix for abort.noerror. When using the suffix .noerror with the $abort statement, the error count will NOT be increased. When a save file is written, all remaining unexecuted code will be flushed. This allows effective reuse of the save file.
• Added a test and error message to see if a restart file has not been closed yet when we try to use the file.

The GAMS macro facility has been inspired by the GAMS-F preprocessor for function definition developed by Ferris, Rutherford and Starkweather, 1998, 2005. The GAMS macro facility incorporates the major features of the GAMS-F preprocessor into the standard GAMS release. The GAMS macros acts like a standard macro when defined, however, its recognition for expansion is GAMS syntax driven.

Macros are widely used in computer science to define and automate structured text replacements. The GAMS macro processors functions similar to the popular C/C++ macro preprocessor. The definition takes the form

$macro name  macro body
$macro name(arg1,arg3,arg2,..) macro body with tokens arg1,..

The name of the macro has to be unique, similar to other GAMS data types like sets and parameters. A ( following immediately the macro name starts the list of replacement arguments. The macro body is not further analyzed after removing leading and trailing spaces.

The recognition and following expansion is directed by GAMS syntax. The tokens in the macro body to be replaced by the actual macro arguments follow the standard GAMS identifier conventions. For example:

$macro diff(y) system.cosh(y) - cosh(y)
$macro cosh(x) (exp(x) + exp(-x))/2
scalar z; z = diff(2/3); display z;

will expand into:

scalar z; z = system.cosh(2/3) - (exp(2/3) + exp(-2/3))/2; display z;

This expansion takes place in two steps, first GAMS recognizes diff as a macro and changes the input text to:

scalar z; z = system.cosh(2/3) - cosh(2/3); display z;

Gams will continue to process the modified input text. The first occurrence of cosh is not recognized by gams as a macro, only the second reference to cosh(2/3) will result in a second and final expansion.

The recognition of macros and expansion of arguments can further be controlled by the use of ampersands (&) in the macro body. A single ampersand (&) is used as a concatenation or separation symbol to recognize tokens to be replaced. Two ampersands (&&) immediately preceding a token will drop the most outer matching single or double quotes of the replacement argument. For example:

$macro  f(i)  sum(j, x(i,j))
$macro equ(q)  equation equ_&q; equ_&q.. q =e= 0;
equ(f(i))

will expand into:

equation equ_f(i); equ_f(i).. sum(j, x(i,j)) =e= 0;

The first step of the above expansion is shown below. GAMS will then only recognize the third occurrence of f(i) as a macro which will be expanded to give the above result.:

equation equ_f(i); equ_f(i).. f(i) =e= 0;

The actual calling arguments of macros can contain complex expressions and other macro calls. Multiple arguments are separated by commas. Pairs of parenthesis and quotes can be used freely to protect the separating comma.

$macro many(a,b) scalar x; x=a/&&b); display x;
many((3/5),'(mod(3,2)')

Note that the second argument has unbalanced parenthesis and therefor needs to be enclosed in quotes to give the result below.

scalar x; x=(3/5)/(mod(3,2)); display x;

Some macro use can result in an expansion of infinite length. For example:

$macro a  b,a
display a;

will expand into:

display b,b,b,b,b,b,b,b,b,b,b,b,b,b,b,b,b,...

GAMS will eventually refuse to do more substitutions and issue a compilation error.

The use of deeply nested macros may require the use of aliased sets in indexed operations like sum and prod. A minor syntax extension allows the implicit use of aliases. The suffix .local on a controlling set will use an implicit alias within the scope of the indexed operation. For example:

$macro qq(i) sum(i.local, b(i))
c(q) = qq(q);

will expand into:

c(q) = sum(q.local, b(q));

The use of the .local modifier is not limited to macros and can be used in any context.

Another feature motivated by the use of macros is the implicit use of the .l suffix in data manipulation statements. This allows using the same algebra in model definitions and assignment statements. The following code snippet illustrates this feature:

$macro D(s,h) INCOME(h)*alpha[s,h]*sum{s.local, alpha[s,h]*P[s]*
.  .  .
cmkt(s)..    Y(s) =g= sum(h, D(s,h));
. .  .
$onDotL

dl(s,h) = d(s,h); display dl;

where INCOME is another macro which calls a number of other nested macros. D(s,h) is now used to define the equation cmky and is also used in an assignment after the model has been solved. The $ondotl enables the implicit .l suffix for variables. This feature was introduced to make macros more useful and is not limited to be used in macro bodies. Since this a new feature it has to be enabled. The matching $offdotl will disable this feature.

Three more switches are relevant to macros. The $show will list any GAMS macros defined. The $onmacro/$offmacro will enable or disable the expansion of macros; the default is $onmacro. Finally, the $on/offexpand will change the processing of macros appearing in the arguments of a macro call. The default operation is not to expand macros in the arguments. The switch $onexpand enables the recognition and expansion of macros in the macro argument list. $offexpand will restore the default behavior.

Macro definitions are preserved in a save/restart file and are available again when performing a continued compilation.

The GAMS-F preprocessor combines aspects of traditional macros with that of functions and objects. The example 7 from the GAMS-F documentation using macros can be found in the GAMS model library under the name two3mac. Some of the main differences between GAMS macros and the GAMS-F preprocessor are:

• A macro is a new GAMS data type and shares the name space of GAMS symbols, like sets, parameters, variables,etc.
• Instead of using <id> == <body>; to recognize a macro, we use $macro <id> <body> with the $ in position 1.
• Surrounding parenthesis are not automatically added to the macro body when the macro is expanded.
• A macro is recognized and expanded anywhere a proper GAMS identifier can be used. This can be suppressed by $onmacro/offmacro.
• No automatic definition of new aliased sets and their use in controlled index positions. The .local feature has been added to ensure local use and eliminates the need for new alias definitions.
• No automatic equation definitions for MCP models.
• The body of the macro is only used during expansion. Hence, the macro definitions are not order dependent.
• Variables in macro bodies will have an implicit .L when using in assignment statements. This is not a macro expansion feature, but a new GAMS feature that needs to be activated by $onDotL/$offDotL

• The model library open file no longer converts the file name to lowercase
• The ViewClose command for IDECmds now allows closing for any file
• Added option to execute command scripts (.cmd files) from the IDE
• Pressing F3 (search again) after a search/replace will restart the replace dialog
• Output of the put_utility 'title' option will be shown in the process window

• Compute the Cholesky factors of a symmetric positive-definite matrix

• Compute the eigenvalues of a symmetric matrix

• Compute the eigenvalues and eigenvectors of a symmetric matrix

• When we convert a gdx file using the -Replace option, and the file is open in the IDE, the IDE will be signaled to close the file and reopen the file after the conversion is complete.

• Updated documentation.

• Allow resizing of the column width

• Reading an aliased set could return too many elements

• Fixed a problem when we specify a list of identifiers

Scenred2 is an updated and expanded version of the scenred utility for scenario reduction. Scenred2 is intended to be a replacement for the existing scenred, but we have made the newer version available as scenred2 due to some differences in the options used to control scenred's behavior. Having both available also facilitates comparisons between the two.

New features in scenred2 include:

• Tree construction. Scenred could only reduce existing scenario trees, while scenred2 can create trees from collections of independent scenarios (i.e. from scenario "fans").
• Visualization. Scenred2 contains new options to create input files for GNUPLOT.
• Improved metrics. Tree reduction can now be carried out w.r.t. the Fortet-Mourier metric, instead of the upper bounds given by the Monge-Kantorovich metric.

• Updated McCarl GAMS User's Guide

• Semidefinite Programming Solver CSDP available for Windows, Linux and Macintosh on Intel distributions. Some examples are included in the GAMS Model Library:
  • trnssdp (340)
  • gqapsdp (339)
  • maxcut (338)
• Additional Lahey Fortan version of all API files does not depend on a C compiler

• two3mac (341): Simple 2 x 2 x 2 General Equilibrium Model Using Macros
• trnssdp (340): Solving the Transportation LP Problem using SDP
• gqapsdp (339): SDP Convexifications of the Generalized Quadratic Assignment Problem
• maxcut (338): Goemans/Williamson Randomized Approximation Algorithm for MaxCut

• load4 (414): Tests various file opening options for GDX files
• eigvec02 (413): Test Eigenvector/Eigenvalue utilities
• choles02 (412): Test 2 Cholesky utility
• choles01 (411): Test 1 Cholesky utility
• eigvec01 (410): Test Eigenvector utility
• eigval01 (409): Test Eigenvalue utility
• scnred01 (408): Basic Scenred2 test - tree construction
• scensol1 (407): Basic Scenario Solver Test
• gdxmerg2 (406): Bad acronym merge in gdxmerge
• gdx8 (405): Bad acronym mapping
• gdx7 (404): Bad acronym loading
• macro01 (403): Several macro tests
• assign2 (402): Test for bad assignment with .fx
• mcp08 (401): Test MCP that turfs up PATH preprocessing error
• convert6 (400): CONVERT test suite - hessian.gdx

• New libraries
  • Bonmin 0.100
  • Cbc 2.2
  • Glpk 4.32
  • Ipopt 3.5

• Scip 1.1
• Mumps 4.8.3 (used by Ipopt and Bonmin)

• CoinCbc can now use multiple threads (see new option "threads). This option is available for all platforms other than Windows.
• Scip supports special ordered set of type 1 and 2 (SOS1 and SOS2). Further, a new heuristic and a new cutting plane separator has been added, the preprocessing has been improved, the Clp interface revised, and bugs were fixed.

New libraries 11.2

CPLEX 11.2 offers finer control for solution polishing. In previous versions, the only stopping criterion for solution polishing was set by the parameter PolishTime to limit time spent polishing a solution. General stopping criteria, such as the time limit, absolute MIP gap, relative MIP gap, MIP node limit or MIP integer solution limit did not apply to solution polishing.

Now, however, CPLEX 11.2 allows the user to control more finely when solution polishing terminates. In other words, the usual tolerances (EpAGap and EpGapinitalized with GAMS parameters OptCA and OptCr) and limits (IntSolLim, NodeLim and TiLim initialized with GAMS paramter NodLim and ResLim) now apply to solution polishing.

In addition to those existing parameters that now control the termination of solution polishing, there are also new parameters specific to the starting conditions for solution polishing.

With these new parameters, a user can tell CPLEX when to switch from branch & cut to solution polishing. CPLEX is able to switch after it has found a feasible solution and put into place the MIP structures needed for solution polishing. When these two conditions are met (feasible solution and structures in place), CPLEX stops branch & cut and switches to solution polishing whenever the first of these starting conditions is met:

• when CPLEX achieves a specified absolute MIP gap (PolishAfterEpAGap)
• when CPLEX achieves a specified relative MIP gap (PolishAfterEpGap)
• when CPLEX finds a specified number of integer solutions (PolishAfterIntSol)
• when CPLEX processes a specified number of nodes (PolishAfterNode)
• when CPLEX reaches a specified time limit on time spent in optimization (PolishAfterTime)

The new parameters are incompatible with the deprecated option PolishTime. If you use them together in an option file you will see an error like this:

Reading parameter(s) from "C:\tmp\cplex.opt"

>>  polishtime 5
*** Warning line 1: deprecated option "polishtime"; Use option polishafter... for finer solution polishing control.
>>  polishafterintsol 1
Finished reading from "cplex.opt"
CPLEX Error  1807: Incompatible parameters.
polishafterintsol: current = 2100000000, default = 2100000000, minimum = 1, maximum = 2100000000

A few examples with the corresponding GAMS/CPLEX option file:

• As an example of how to manage time spent polishing a feasible solution, suppose the user wants to solve a problem by spending 100 seconds in branch & cut and an additional 200 seconds in polishing:

TiLim 300
PolishAfterTime 100

• Switch to polishing after first feasible solution:

PolishAfterIntSol 1

• For example, the following procedure applies branch & cut until it reaches a 10% gap. Then it starts solution polishing until it narrows the gap to 2%.

PolishAfterEpGap 0.1
EpGap 0.02

New libraries 5.0.1.292 now also for Sun Sparc Solaris

New libraries 4.7.01 fix preprocessing bug for both MCP and NLP front ends

Enhancements and bug fixes for the three experimental in-core communication solver links BDMLPD, CPLEXD and CONOPTD.

Solver/Platform availability - 22.9    December 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 11.2								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 22.8   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

GAMS Distribution 22.7   May 1, 2008

Acknowledgements

GAMS Distribution 22.6   December 24, 2007

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 Anton Eremeev, Michael Ferris, Christian Gilow, Uwe Schneider, Monique Guignard-Spielberg and Stefan Vigerske.

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

We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Christian Gilow and Josef Kallrath.

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.

GAMS Distribution 22.4   Feb 14, 2007

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 Michael Ferris, Gary Goldstein, and Randy Wigle.

GAMS System

• Compressed and Encrypted Input Files: Facilities to create and use encrypted and compressed input files have been added. The three new commands: $compress, $decompress and $encrypt are the respective utilities. For more details consult the User's Guide (Appendix I).

• NonNegative Variable: This new keyword is a synonym for Positive Variable.

• GAMS IDE:
  • Added spelling checker
  • Added search options for gdxviewer

• GAMS model library: new models (cefiles, encrypt) demonstrate the new GAMS feature of compressing and encrypting GAMS input files.

• TESTLIB library: new models to test new features

Solvers

• COIN: new libraries and solver from the GAMSlinks project hosted at COIN-OR.
  • CoinGlpk: New COIN-OR and Glpk 4.9 libraries.
  • CoinCbc: New COIN-OR and Cbc 1.1.0 libraries.
  • CoinIpopt: A new interior point NLP solver from COIN-OR.
  • The GAMSlinks project (announced January 3 by Stefan Vigerske) was created to develop links between GAMS and the COIN-OR solvers.

• CPLEX: New libraries (version 10.1.1).

• KNITRO: New libraries (version 5.1).

• MOSEK: New libraries (version 4.0.0.59)

• XPRESS: New libraries (version 17.10.08)

GAMS Distribution 22.3   November 27, 2006

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 Wolfgang Britz, Michael Ferris, Josef Kallrath, Antti Lehtila, Scott Malcolm, and Renger van Nieuwkoop.

GAMS System

• GAMS Grid Facility: The GAMS language has been extended to take advantage of systems with multiple CPUs and High Performance Computing Grids. New language features facilitate the management of asynchronous submission and collection of model solution tasks in a platform independent fashion. A simple architecture, relying on existing operating system functionality allows for rapid introduction of new environments and provides for an open research architecture. For details please consult our web site at: www.gams.com/docs/gridcomputing.htm

• $LoadDC: Enhanced $load with domain checking. Any domain violations will be reported and flagged as compilation errors. In contrast, $Load ignores all domain violations and loads only data that meets the domain restrictions.

• A new GAMS parameter, WorkSpace allows initializing all modelname.workspace attributes.

• New functions:
  • arccos, arcsin, tan
  • arctan2(y,x): 4-quadrant arctan function, like the atan2(y,x) in the C math library or Matlab, or Mathematica's ArcTan[x,y]
  • binomial(x,y): generalized binomial function, like Mathematica's Binomial[x,y]
  • GamsVersion: returns the current gams version, for example 146 for this release
  • HeapFree: free GAMS heap space in Mbytes
  • HandleStatus, HandleDelete, HandleSubmit, HandleCollect: Grid facility functions, see the grid facility document for details
  • Sleep(sec): suspends GAMS execution for sec seconds, where sec has millisecond resolution.

• GAMS solvers and other processes now inherit their priority from GAMS/Base or GAMSIDE: this is useful on heavily loaded machines where you want GAMS to run with below-normal priority.

• GAMS IDE:
  • Removed size limit for the capacity of the clipboard for .lst viewer
  • Added a shape graph type (rectangle and ellipse) and multi-line parametric graph type
  • Added more context menus
  • Option to open .lst file in editor
  • Switching tabs or switching application will check for files that changed
  • When gamside.ini is not found in the 'My Documents\gamsdir' directory, new directories and an initial project will be created. The IDE will start maximized, and the edit window and process window position and size are initialized.
  • Added a GUI editor for solver option files. The editor also provides access to the solver specific help file.
  • When searching for text in files (Find in Files) the search window remains open to make switching between editor and search results faster.

• File Compression:
  • Every program creating a GDX file (e.g. gdxxrw or gams) will look at the environment variable GDXCOMPRESS; if value is not zero, data will be written compressed.
  • Compressed workfiles can be created with parameter xsave.
  • Decompression of GDX or workfiles is handled automatically.
  • GDX and workfiles can exceed 2GB in size.
  • The new utility gdxcopy allows conversion between different formats. For example, a compressed GDX file can be converted so it is understood by older GAMS systems. Of course, all file formats (GDX and workfile) can be read by a current GAMS system.

• GDXMERGE:
  • Added ability to process named identifiers only (id=id1, id=id2)
  • Added ability to process very large symbols separately by specifying a memory threshold to avoid memory issues.

• GDXXRW: String explanatory text for sets is now quoted. (Text starting with '=' created problems.)

• TESTLIB library: 66 new models, including
  • New solver-specific models/suites: 24 models, 21 suites
  • Tests for new intrinsic functions and utilities

Solvers

• The processing of solver option files has been centralized/standardized. This allows for a uniform way of documenting and working with solver and options. The GAMS IDE provides a utility for visual processing of options.

• BARON: New libraries (version 7.7) with improved range reduction for monomial functions.

• CONOPT: New libraries (version 3.14q) with some minor bug fixes and performance improvements.

• CPLEX: New libraries (version 10.1) with increased performance when solving models with indicator constraints.

• KNITRO: New libraries (version 5.0) with improved efficiency and robustness, especially in the active-set algorithm.

• MOSEK: New libraries (version 4.0)
  • There is a parallel extension (option MSK_IPAR_INTPNT_NUM_THREADS) for the interior solver. Moreover, it is possible to solve a problem concurrently with several of MOSEK's algorithms. The parallel extension comes free of charge.
  • Warm start capability for the mixed integer optimizer (option MSK_IPAR_MIO_CONSTRUCT_SOL) has been added.
  • A dual simplex optimizer has been added and the overall performance of the Simplex optimizers has been significantly improved. Moreover, an automatic (and transparent) dualizer has been added to the simplex optimizers.
  • The presolve has been improved especially for large stochastic optimization problems.

• PATH: New libraries (version 4.6.07) with some minor bug fixes and performance improvements.

• SNOPT: New libraries (version 7.2-4) with some minor bug fixes and performance improvements.

• XA: New libraries (version 15.07) with improved presolve and new MIP heuristics.

• XPRESS: New libraries (version 17.10)
  • GAMS/XPRESS now supports multiple threads for MIP and Barrier runs.
  • New option (loadmipsol) supports passing an integer feasible point to the MIP solver.
  • Improved factorization speed - yields faster primal and dual algorithms.
  • Improved MIP performance (via presolve and heuristics, e.g.)

Solver/Platform availability - 22.3    November 27, 2006
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	HP 90001 HP-UX 11	DEC Alpha Digital Unix 4.0	IBM RS-6000 AIX 4.3	SGI IRIX	Mac PowerPC Darwin
BARON 7.7		32bit		32bit
BDMLP
COIN
CONOPT 3
CPLEX 10.1						10.0	8.1		9.1
DECIS
DICOPT
KNITRO 5.0		32bit
LGO
MILES
MINOS
MOSEK 4						3.2
MPSGE
MSNLP
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit		V2			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.

Distribution 22.2   Apr 21, 2006

Distribution 22.2 is a maintenance release to correct some performance issues in the GAMS system and include newly available solver libraries.

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 Wolfgang Britz (Bonn University), Paritosh Desai (DemandTec), Michael Ferris (UW-Madison), Edgar Ramirez (at hotmail.com), and Rich Roberts (SRS Technologies).

GAMS System

• The limit on nonlinear instructions in a single block has been raised from 16 million to 64 million instructions.
• Performance improvements for very large and complicated loop structures.
• International characters in file and path names are now handled correctly.
• GAMS IDE:
  • GDX data browser is faster and can sort indices by name vs. entry order
  • A symbol shown in the GDX data browser can be written to an Excel file

Solvers

• CONOPT: New libraries are included which address minor fixes.

• CPLEX: New libraries (version 10.0.1, a maintenance release)

• LGO: New libraries
  • The built-in stochastic searches have been improved.
  • Some internal limits were increased to allow larger models to be solved.

Distribution 22.1   Mar 15, 2006

GAMS System

• Relaxation of discrete variables (.prior=Inf):

  The priority attribute of a discrete variable can be used to relax a specific variable instance. The priority attribute .prior establishes in what order variables are to be fixed to integral values while searching for a solution. Variables with a specific .prior value will remain relaxed until all variables with a lower .prior values have been fixed. Setting the .prior value to +inf will relax this variable permanently. This relaxation is done independent of the model attribute .prioropt.

  This feature is useful in solving difficult discrete models. The Model Library model "Linear Recursive Sequence Optimization Model" (lrs.gms) illustrates the use of this feature that specifies that only the first n variables of k are binary, whereas the remaining ones are fractional. This is simply expressed as follows:

   SET t time horizon /1*350/, f(t) first N steps /1*48/;
   Binary Variable k(t);
   ...
   k.prior(t) = inf; k.prior(f) = 1;
   

• Derived Variable and Equation Attributes (.slacklo,.slackup,.slack,.infeas):

  Calculations involving slacks and infeasibilities have been simplified with four new derived attributes. These attributes are defined on equations and variables as follows:

   x.slacklo = max(x.l-x.lo,0);
   x.slackup = max(x.up-x.l,0);
   x.slack = min(x.slacklo,x.slackup);
   x.infeas = - min(x.l-x.lo,x.lu-x.l,0);
   

  Note that the slacks or infeasibilities will always be zero or positive.

• Enhanced Model List:

  The entries of a model list can now contain previously defined models. For example:

   Model one / e1,e2,e3 /
   two / one, e4 /
   three / two, e5 /;
   

  The model two will now contain equations e1,e2,e3,e4. The model three will contain all of model two plus equation e5.

• New model type: RMPEC: The model type MPEC now allows discrete variables. The Relaxed Mathematical Program with Equilibrium Constraints (RMPEC) model relaxes the discrete variables as with RMIP and MIP models.

• Enhanced $IF/IFI statement: A check for the existence of a directory has been added to the $if statement.

   $IF DEXIST directory command
   $IFI DEXIST directory command
   

• GDX Utilities:
  • GDXDIFF: When a key value pair exists in one file and not in the other we use Eps to determine if the difference should be reported.
  • GDXDUMP: All unique elements in the output are now quoted to avoid problems with reserved words etc.
  • GDXMERGE: New options introduced to merge only specified identifiers, to merge very large data sets, and to read parameters from a file (@filename).
  • GDXXRW: Fixed problem with merging when only the top-left corner of the range was specified.

• GAMS IDE:
  • Added a viewer for lst files. In contrast to the editor, this viewer does not load the complete file in memory.
  • Added a navigation tree for the lst file.
  • Added the option to generate charts using a gdx file.
  • All viewers, except the process window, are now organized as tabbed windows.
  • The gdxviewer remembers that last symbol viewed for a gdx file and will select the symbol when opening the file.
  • Expanded format for library file to use other entries in the library.

• GAMS model library: new models
  • IDE charting facility (chartdat)
  • Cplex option feasopt (feasopt1)

• TESTLIB library: new models
  • Tests for new GAMS intrinsic functions NCPVu***
  • Tests for GDXdiff utility
• McCarl GAMS User's Guide
  • Extensive internal changes to allow better distribution formats
  • Now distributed as a single .chm file and a single .pdf file with fully linked topics

Solvers

• BARON
  • XA can now be used as an LP solver inside BARON.
  • For the LP solvers Cplex and XA the user can specify the LP algorithm (primal/dual simplex, barrier) using the BARON option lpalg.
  • The user can control BARON's node selection scheme with the option nodesel. Available strategies include best bounds, DFS, minimum infeasibilities, and BARON's own mix.

• CONOPT: New libraries (version 3.140)
  • The scaling method has been improved to work better with models with small levels and large derivatives (e.g. sqrt(x) for x close to 0).
  • Minor problems with previous versions corrected.

• CPLEX: New libraries (version 10.0)
  • Dropped Platforms: ILOG dropped support for CPLEX 10.0 on the SGI platforms. Also support for Linux with glibc2.2 was dropped but will hopefully be available when GAMS 22.1 will be released. GAMS 22.1 for dropped platforms ships older versions of CPLEX.
  • Solution Polishing: Solution Polishing is appropriate for finding the best solutions to complex and difficult MIP models within a specified time. Solution Polishing is used to improve the best solution at the end of the branch-and-cut process if optimality has not been proven.
  • MIP Starts: The advanced restart capabilities of CPLEX have been improved to utilize initial solutions, partial solutions and partially correct solutions. If the user specifies values for only a portion of the discrete variables, CPLEX 10.0 will attempt to fill in the missing values or correct the wrong values in a way that leads to an integer-feasible solution, potentially reducing the time to solve the problem.
  • Infeasibility analysis tool: CPLEX provides an automatic approach to find the best feasible alternative to an infeasible model. This approach is turned on by an option called FeasOpt (for feasible optimization). With the FeasOpt option CPLEX accepts an infeasible model and selectively relaxes the bounds and constraints in a way that minimizes a weighted penalty function. In essence, the feasible relaxation tries to suggest the least change that would achieve feasibility. It returns an infeasible solution to GAMS and marks the relaxations of bounds and constraints with the INFES marker in the solution section.
  • For details check the GAMS/CPLEX 10 Release Notes.

• DICOPT
  • New option infeasder: It allows for linearization of infeasible NLP subproblems.

• Examiner
  • Default behavior changed: if no action is chosen, Examiner prints a warning message and defaults to "examineInitPoint yes"
  • Adjusted to handle new RMPEC model type. Currently MPEC models are not allowed.
  • Report format for examination of points changed:
    • better labeling of the point being examined - consistent with the naming scheme and options used to choose the examination
    • use GAMS notation (e.g. x.l(seattle,topeka), f.m(supply)) to specify rows/columns
    • add option 'showSlacks' to print slacks/differences explicitly when the difference is small compared to the values themselves

• XPRESS: New libraries (version 16.10.03)
  • The dual pricing algorithm has been improved. For some difficult LP problems this has resulted in an order of magnitude speed improvement.
  • The speed and stability of the simplex factorization has been improved.
  • The barrier algorithm now requires less memory.
  • The cut generation has been improved.

GAMS Distribution 22.0   August 1, 2005

New platforms supported

• 64 bit Windows (aka Windows 64-Extended, Windows EM64T) version introduced. Windows licensing includes both 32 and 64 bit systems at a single platform cost. Some solvers exist only in 32 bit mode and are included as such on the 64 bit version. See the solver platform matrix.

Updated build for the Linux platform

• Previous 32-bit Linux GAMS Distributions (e.g. 21.X) were built using only an older Linux machine with version 2.2 of the GNU C Library. This distribution is compatible with both older and newer Linux systems. The installer for this software is located in the systems/lnx/lnx2.2 directory of the CD. The build code for this software is LXI (displayed on the solver audit lines, etc). This build is included in the current CD as it was before.
• This distribution includes a new 32-bit Linux build (build code LX3) that parallels the previously-existing LXI build. The LX3 system is built on a newer Linux machine with version 2.3 of the GNU C Library, and is not compatible with older systems using GNU LIBC 2.2. The installer for this software is located in the systems/lnx/lnx2.3 directory of the CD.
• Consider the following when choosing which Linux build to install:
  • Most Linux users will be using a system with GNU LIBC 2.3 and should use the newer build. You can check your LIBC version by running it. On my machine, I do "/lib/libc.so.6" but be aware your version number may vary.
  • These are builds of the same source, using different compilers. The "older" build uses older compilers, not older source. In cases where different vendor libraries are required, the same comment applies.
  • The different builds use a common GAMS license file.
  • While there is no scheduled end-of-life for the older build we expect that our algorithm vendors will stop supporting it at some point. When this happens, we can only ship updated versions of the new build.
  • If you wish to install both versions, install them in separate directories.

GAMS System

• GDX Utilities:
  • GDXDIFF: Modified the comparison routine that determines if two numbers are equal wrt. an absolute or relative tolerance.

• GAMS IDE:
  • Added option to save a file in Unix format.
  • Added option to save and email the current file.
  • Added option to launch Windows Explorer showing directory of the current file with the current file selected.
  • gamsdir is now a sub-directory of 'My documents'. gamside.ini file now stored in the gamsdir directory.
  • Reload file now also works for GDX files and RefFiles (in addition to regular source files).
  • When starting the IDE or opening a project, a scan is made for GAMS temporary directories which can be deleted. This option was also added under the Utilities menu.
  • Pressing F1 for help was broken.
  • $ONECHO/$OFFECHO work now like $OFFTEXT/$ONTEXT for syntax coloring.

Solvers

• CPLEX: New libraries (version 9.1)
  • Option mipstart: It is no longer necessary to provide a compete integer solution as the starting point.
  • Option fraccuts: Settings of 1 or 2 will cause Gomory cuts to be generated for MIQCP models.
  • New Option lbheur: When set to 1 (default is 0), CPLEX will use a local branching heuristic to try to improve new incumbents.

• KNITRO: New libraries are included which address minor fixes.

• XA: New libraries are included which address minor fixes.

• XPRESS: New libraries are included which address minor fixes.

Distribution 21.7   April 1, 2005

Acknowledgements

We would like to thank all of the users who have reported bugs or made suggestions in improving this release.

New platforms supported

• 64 bit x86_64 (Linux) version introduced. Linux licensing includes both 32 and 64 bit at a single platform cost. Some solvers exist only in 32 bit mode and are included as 32 bit on the 64 bit version. See the solver platform matrix below.

• Macintosh PowerPC (Darwin) version introduced.

See our sales page for available solvers by platform.

GAMS System

• MODEL LIBRARY:
  • Several new models have been added. See the GAMS Model Library for details.

• NEW WORKFILE FORMAT:
  • now a single file (G00 file extension). Files can be read that were created on different platforms. File is packed and only approx 50% of previous file size. Read and write is also substantially quicker.

• TESTLIB LIBRARY:
  • Updates to quality model
    • take advantage of solver updates & fixes
    • added --QUICK=1 option to skip slow tests
    • test all solvers, using system.solverNames and filter list
    • allow skips of models in solver-specific test suites
  • New models
    • convert solver test suite
    • new cmex & MIP tests, test new workfile format save/restart
    See the testlib library for details.

Solvers

• BARON: New libraries (version 7.2.5) which address minor bug fixes and enhancements.

• BENCH: promoted from beta solver.

• GAMS/AMPL Link: a GAMS/AMPL link has been introduced.

• GAMS/LINGO Link: a GAMS/LINGO link has been introduced.

• MOSEK: New libraries (version 3.2) which address minor bug fixes and enhancements.

• NLPEC:
  • Relaxed the test for complementarity of the solution proposed by the reformulated model to work better for poorly-scaled models

• XA:
  • update to documentation (nodelimit, log output)
  • numerous library updates to fix outstanding issues
  • improved handling of solver status 4=TERMINATED BY SOLVER

• XPRESS:
  • deal with "recoverable errors" on return from barrier method
  • minor improvements and workarounds for library quirks in link

Solver/Platform availability - 21.7
	Intel MS Windows	x86_64 Linux	Intel Linux	Sun Sparc SOLARIS	HP 9000 HP-UX 11	DEC Alpha Digital Unix 4.0	IBM RS-6000 AIX 4.3	SGI IRIX	Mac PowerPC Darwin
BARON 7.2		32bit
BDMLP
COIN
CONOPT 3
CPLEX 9.0						8.1
DECIS
DICOPT
KNITRO 4.0		32bit
LGO
MILES
MINOS
MOSEK 3.2
MPSGE
MSNLP
OQNLP		32bit
OSL V3		32bit			V2			V2
OSLSE		32bit
PATH
SBB
SNOPT
XA		32bit
XPRESS 15.25		32bit			15.20		15.20

Distribution 21.6   January 26, 2005

Distribution 21.6 is a maintenance release to include newly available solver libraries.

Acknowledgments

We would like to thank all of the users, particularly Josef Kallrath, who have reported bugs or made suggestions in improving this release.

Solvers

• BARON: New libraries are included. Several new features which are documented in the BARON solver manual.

• CONVERT:
  • New model instance format CoinFML, Coin style XML model file.
  • LINGO format updated to include Version 9 features

• COIN:
  • CoinGlpk: New COIN and GlpK 4.7 libraries.
  • CoinSbb: This is now called CoinCbc (Coin Branch & Cut). The name CoinSbb will remain for this and the next distribution.
  • Three new cuts classes: Clique, Flow Cover, Mixed Integer Rounding and all new libraries.

• KNITRO: New libraries are included which address minor fixes.

• XPRESS: New libraries are included which address minor fixes.

GAMS System

• Model Library:
  • licememo: Generate your own license memorandum and solver matrix with this model.
  • deploy: Generate a minimal deployment GAMS system with necessary components only.

• Testlib: 26 new quality assurance tests have been added to the suite.

• Minor enhancements:
  • $onecho and $onput have new variants to specify verbatim or substitutions. The new names are: $onechoV, $onechoS, $onputV, $onputS.
  • Manipulation of system environment variables and prefixing of the search path:

     $SetEnv name value
     $DropEnv name
     $PrefixPath value
    
     %SysEnv.name%
    
     $if SetEnv name
     

• fml2gms: converts a CoinFML style XML file into GAMS (courtesy of Leo Lopes, University of Arizona). An example showing how to convert from GAMS to CoinFML format and back to GAMS is shown below:

   > gamslib trnsport
   > echo coinfml > convert.opt
   > gams trnsport optfile=1 lp=convert
   > fml2gms coinfml.xml
   > gams fml2gms.gms
   

Documentation

• Bruce McCarl User's Guide:
  • accessing the guide through the GAMS/IDE, will now launch the PDF file directly instead of through a web browser. This is due to possible incompatibility issues with Windows XP Service Pack 2 (securtiy settings). To launch via the web, users can go to File > Options and check the box "Launch docs using Explorer."

Distribution 21.5   November 11, 2004

Distribution 21.5 is a maintenance release to include newly available solver libraries and minor enhancements in the GAMS system, as well as introduce the interior-point NLP solver KNITRO from Ziena Optimization.

Acknowledgements

We would like to thank all of the users who have reported bugs or made suggestions in improving this release, especially Richard Roberts for catching an IDE bug.

Solvers

• CONOPT
  • New libraries (14e) are included which address minor fixes.

• CPLEX
  • New libraries (9.0.2) are included which address minor fixes.

• KNITRO
  • New interior-point nonlinear programming solver added to the GAMS NLP solver portfolio.

• MOSEK
  • New libraries (3.1) are included which address minor fixes.

• XA
  • New libraries are included which address minor fixes.

• XPRESS
  • New libraries are included which address minor fixes.

GAMS System

• Model Library
  • A model showing a successive recalibration algorithm for solving general equilibrium models has been added (decomphh.gms).
  • A model illustrating numerical integration using trapezoidal approximations for Herves (transposable element) activity calculations is included (herves.gms).

• Testlib
  • 27 new quality check models have been added. See the Testlib page for details.

• New functions:
  • sinh, cosh, tanh

• $ Dollar control options:
  • $on/offVerbatim
    • The $on/offVerbatim commands are used in conjunction with the GAMS parameter DUMPOPT to suppress the input preprocessing for input lines that are copied to the dmp file. This feature is mainly used to maintain different versions of related models in a central environment.

      The $on/offVerbatim commands are only recognized for DUMPOPT >= 10 and apply only to lines in the file the commands appeared.

      The use of $goto and $on/offVerbatim are incompatible and may produce unexpected results.

  • $on/offPut
    • This option simplifies the writing of put statements that copy text. Previously, to copy text into a put file one may have to write many lines similar to the ones below:

      put 'text A with a double quote "' "text A with a single quote '" /
      put 'text B with a double quote "' "text B with a single quote '" /
      put 'text C with a double quote "' "text C with a single quote '" /
       

      This may be cumbersome. The use of $on/offPut will result in the same text written to the put file without having to specify the 'put' explicitly for each line and allows you to specify mixed quotes in a single statement. Consider the following example:

       
      file fx;
      put fx 'text with " and ' "' required a split of the text" /
      $onput
      With the new on/off put we can freely
      mix and match ' and " characters.
      $offput
      ;
       

      It also works outside of the put statement:

      $onput
      It even works outisde the put statement,
      as long as a put file is assigned.
      $offput
       

  • $setDDlist
    • This statement catches misspelled 'double dash' GAMS parameters. For example, in the program below (ein.gms), the only 'double dash' options are 'one', 'two', 'three' and 'four' (note the use of the string macro for %two% automatically makes it part of the allowed list of double dash parameters):

      $if NOT set one $set one default value
      display '%two%';
      $setddlist three four
      

      The following GAMS invocation will cause an error since --five is not a valid 'double dash' option.

      > gams ein.gms --two=twovalue --five=20
      
      1 Display 'twovalue' 
      **** --five=20 
      
      3 $setddlist three four $620
      

• Other new features:
  • alias(*,u1,u2,..)
    • The universe is assumed to be ordered and ordered operators like lag, leads and ORD can be applied.
  • Faster execution of GAMS statements using set(s) containing a single element.
  • SortedUels(*,*)
    • A new predefined tuple to report sets in sorted order. For example, to write in sorted order:

      >
      alias(*,u);
      loop(SortedUels(u,i),
       put / i.tl i.te(i) );
       

Distribution 21.4   September 6, 2004

Acknowledgements

We would like to thank all of the users who have reported bugs or made suggestions in improving this release.

GAMS System

• Model Library
  • The model library keeps on growing! A model that implements a column generation scheme for the cutting stock problem (cutstock) has been added. There are two examples that demonstrate the multiple solution feature in BARON (mhw4dxx and bchfcnet).
  • The model library also has the new category "GAMS Tools". Models in this category show how to use tools designed to help modelers in their daily work. Three models (awkqap, seders, and awktsp) demonstrate the routine process to take a raw file from a web site and manipulate the text file into a format suitable to be read by GAMS using Unix-style tools SED & AWK.
  • Five new models (mingamma, quantum, procmean, mlbeta, and mlgamma) have been added to demonstrate the new statistical functions (discussed below).

• Testlib
  • 33 new models were added to the test library.
  • Addition of solver-specific test suites. The models in a test suite are run not for all solvers but for the set of solvers associated with that particular suite.
  • Most of the new models test features in GAMS/Base.
  • A series of new models tests MCP syntax and matching rules.

• Windows Setup.exe
  • A new Windows setup.exe installation program for GAMS is used adding new functionality and a more user friendly interface.
  • The McCarl GAMS User Guide is now part of the Windows installation (for UNIX platforms this must still be installed manually).

• GDX Utilities:
  • GDXrank, a standalone sorting utility for GDX files, is now part of the distribution (all platforms)
  • A wrapper for GDXrank, called rank.gms, written by Tom Rutherford, is included with the distribution and can be called using the $LIBINCLUDE directive.

• GAMS IDE
  • The IDE recognizes https as www string
  • The menu Help | About shows current license file
  • If there is a GAMS license file on the ClipBoard, selecting Help | About will prompt to write the ClipBoard to a license file.
  • Library files can now have multiple files with a numeric extension; previously,it was the first file only.
  • A library file can have have an extension of '.ignore' which will be removed so we can protect '.zip' files.
  • After running gdxdiff, an empty difference file will not be shown.

• Additional functions:
  • gMilliSec(DayTime): milli seconds of a DayTime number
  • MaxExecError: a read/write access to the ExecError values
  • TimeElapsed: elapsed time in seconds since the start of a GAMS run
  • Gamma(a): Gamma function (DNLP)
  • LogGamma(a): Log Gamma function
  • GammaReg(x,a): Regularized gamma function
  • Beta(a,b): Beta function (DNLP)
  • LogBeta(a,b): Log Beta function
  • BetaReg(x,a,b): Regularized Beta function

    The definitions and notation for incomplete and regularized gamma and beta functions are not consistent, For example, note the differences with the definitions used in Mathematica:

     GAMS Mathematica
    
     Gamma(a) Gamma[a]
     LogGamma(a) LogGamma[a]
     GammaReg(x,a) GammaRegularized[a,0,x]
     Beta(a,b) Beta[a,b]
     LogBeta(a,b) Log[Beta[a,b]]
     BetaReg(x,a,b) BetaRegularized[x,a,b]
     

• Speed-up for expressions containing constant indices or indices that are not in the natural order
  • The option sys11 controls this new feature. When we use option sys11=1, GAMS will execute without speedup features as in previous versions; using option sys11=0 will cause GAMS to use procedures that execute some statements faster at the cost of increased memory use (This is now the default value). The following GAMS code illustrates some of the speedups.

     
     Sets i / i1*i700 /
     j / j1*j700 /
     k / k1*k500 /
     ik(i,k);
     
     Parameters aij(i,j) bji(j,i), cjk(j,k), dij(i,j);
     
     ik(i,k)$(uniform(0,1) < 0.01) = yes;
     aij(i,j) = uniform(0,1);
     
     bji(j,i) = aij(i,j);
    
     cjk(j,k) = sum(ik(i,k), aij(i,j));
     dij(i,j) $(aij(i,'j700') > 0.5) = bji(j, 'i700')
     

    A comparison of the execution times in seconds:

     Assignment sys11=1 sys11=0
     Bji 2.7 0.36
     Cjk 25.0 2.38
     Dij 4.7 0.39
     

  • Faster execution of lag / lead operators. This improvement is visible for large sets only as illustrated in the following GAMS code:

     Set i /i1*i2000/,
     j /j1*j20000/;
    
     Parameter Ai(i),Bj(j);
     Ai(i - 1) = Ord(i);
     Bj(j - 1) = Ord(j);
     

    A comparison of execution times in seconds:

     Assignment previous current
     Ai 0.02 0.0
     Bj 3.2 0.0
     

• Embedded set text and parameter values
  • The $on/offembedded option enables the use of embedded values in parameter and set data statements. For sets, the final text is concatenated with blank separators. For example, the element texts for the set and j will be identical:

     Set i(k,l) / a.a 'aaaa cccc dddd', b.a 'bbbb cccc dddd' /
     $onembedded
     Set j(k,l) / (a aaaa, b bbbb).(a cccc) dddd /
     

    For parameters, the final value will be the product of the embedded values. If no value is specified, a value of 1 is assumed. For example, the values for x and y will be the same:

     Parameter x(k,l) / a.a 24, b.a 12, c.a 4, c.b 4, d.a 6, d.b 6 /
     $onembedded
     Parameter y(k,l) / (a 2, b).(a 3) 4, (c 2,d 3).((a,b) 2) /
     

• New suffixes for functions
  • New suffixes Grad and Hess have been introduced to get exact point derivatives from any function. These function suffixes are mainly intended for future testing of functions and cannot be used in equations.
  • The first argument gives the position of the element of the Hessian or gradient element desired in the form i or i:j, where i is the row element and j the column element.
  • The symbol ':' is used to separate the element position specification from the function argument list.
  • For example, the following will return the second derivative for the second and fourth argument, where 1,2,3,4,5 are the normal function arguments:

     h = EDist.hess(2:4:1,2,3,4,5);
     

    If the needed element position index is one, we can drop the argument as shown below:

     g = exp.grad(1:5) or g = exp.grad(5);
     h = log.hess(1:1:3) or h = log.hess(3);
    
     hess(i,j) = betareg.hess(ord(i):ord(j):expr1,expr2,expr3);
     

• Some new minor and exotic features:
  • New %system.xxx% and system.xxx for put statements
    • system.date1: different date format: Feb 04, 2004
    • system.tab: inserst a tab character
  • New File attribute
    • file.silent: will suppress the logging of put files
  • New $IF option allows testing for existing solver at compile time
    • $IF SOLVER command
    • $if NOT solver baron $goto nobaron
  • Underflow Control
    • Release 21.0 introduced new math routines that work over a much wider numerical range than the older systems. The pre 21.0 systems rounded small function return values (less than 1e-30) to zero.
    • Some older models may use this rounding to zero feature and will now give slightly different results.
    • The new GAMS parameter ZeroRes=real allows you to change the threshold value for internal rounding in the GAMS calculation and the GAMS parameter ZeroResRep=1 will cause GAMS to issue warnings whenever such a rounding occurs.

Pricing

• Global Packages
  • Similar to the NLP Packages (NLP-1 and NLP-2), GAMS now offers Global Packages: If you buy at least two of the Global solvers BARON, LGO, and MSNLP, the prices are reduced by 25%. Please check our pricelist or contact sales@gams.com.

Solvers

• BARON
  • New libraries (version 7.2)
  • Branch-and-cut implementation (available only when using CPLEX as the LP solver)
  • Automatic exploitation of convexity
  • Modeling construct permits user to supply convexity information to the solver
  • Modeling construct permits user to have relaxation-only constraints
  • Improved local search implementation for large-scale models
  • GDX dumps can be used to provide output for the K best solutions
  • Several algorithmic fixes and improvements

• COIN
  • GAMS has added a link to the Computational Infrastructure Operations Research (COIN-OR). The COIN-OR project is an initiative to spur the development of open-source software for the operations research community.
  • The GAMS/COIN-OR link allows GAMS users to connect their customized solution approaches using the COIN-OR Open Solver Interface (OSI) in a seamless manner.
  • The GAMS/COIN-OR Link for LP and MIP problems is available in source and free of charge to any licensed GAMS system.
  • Potentially all solvers connected to the COIN-OR/OSI can be made available through the GAMS/COIN-OR link. Currently,
    • CoinGlpk: Gnu Linear Programming Kit
    • CoinSbb: simple branch and bound, a branch and cut code
    are included in the latest Windows and Linux distributions. Please visit the GAMS/COIN web page at http://www.gams.com/gamscoin for details.

• CONOPT
  • New libraries are included which address minor fixes and improvements.

• MINOS
  • New libraries (MINOS 5.51 June 2004)
  • Fixed issues with scaled/unscaled infeasibilities/nonoptimal

• MSNLP
  • MSNLP (Multi-Start NLP) is another stochastic search algorithm from Optimal Methods, Inc for global optimization problems. Like it's bigger brother OQNLP, MSNLP uses a point generator to create candidate starting points for a local NLP solver. Algorithm performance depends strongly on the starting point generator. MSNLP implements a generator creating uniformly distributed points and the Smart Random Generator. This generator uses an initial coarse search to define a promising region within which random starting points are concentrated. Two variants of Smart Random are currently implemented, one using univariate normal distributions, the other using triangular distributions. MSNLP also comes with the local NLP solver LSGRG. MSNLP is available in the Global Packages.

• NLPEC
  • NLPEC has been promoted from beta solver status and has a write up in the solver documents.
  • The NLPEC solver for MPECs automates the process of model reformulation. NLPEC reformulates the original MPEC as an NLP (using one of 23 different reformulation strategies), solves the resulting NLP, and translates the results back for return as an MPEC solution.

• PATHNLP
  • PATHNLP has been promoted from beta solver status. The PATHNLP solver suitable is for NLP programs. PATHNLP solves an NLP by internally constructing the Karush-Kuhn-Tucker (KKT) system of first-order optimality conditions associated with the NLP and solving this system using the PATH solver for complementarity problems.
  • Some improvements from the beta version include:
    • In some cases where PATHNLP fails to find a solution, it can now return a feasible point where before it would return no solution information whatsoever.
    • Information about the Hessian and it's inverse is now available.

• OQNLP
  • OQNLP's merit and distance filters, which are respondible for starting the NLP solver at a small fraction of the candidate starting points, while still finding the global solution to most problems, have been improved. The dynamic merit filter logic and the basin overlap fix provide mechanisms for decreasing the radii of some attraction basins, focusing on those which reject points most often and those which overlap. These dynamic filters lead to a substantial improvement in OQNLP's ability to obtain a global optimum, with some increase in the number of solver calls. The OptQuest point generator has been supplemented by two new point generators (see MSNLP).

• XPRESS
  • Updated to use XPRESS 2004 libraries - highlights include:
    • MIP heuristics
    • Lift-and-project cuts to give improved bound information
    • Strong branching
    • Extensive benchmarking & resultant performance improvements

Distribution 21.3   January 19, 2004

GAMS System

• Model Library
  • Models from the "Handbook of Computible General Equilibrium Modeling", University of Tokyo Press, Tokyo (to appear) have been added to the model library.
  • Several QCP models have been added
  • A series of models that illustrate the BCH (Branch-and-Cut-and-Heuristic) Facility have been added

• TESTLIB
  • New library of models developed for testing and quality control:
    • Solver correctness
    • Base module features
    • Performance
  • Designed for use by GAMS staff and our solver providers
  • Allows any user to reproduce our tests
  • To retrieve models from testlib: >testlib ....

• GAMS IDE
  • The tabs showing the file names in the editor are maintainded in sorted order using the full path name.
  • Support for regular expressions in search, search and replace and search in files
  • When searching text using Ctrl-F, the word under the cursor will be used as the text to search for.
  • Added a viewer for reference files. A reference file is created using the rf option in the gams call. The IDE assumes that the file extension for the reference file is '.ref'
  • An option was added to emulate a subset of the Epsilon keyboard mapping.

• GDX Utilities
  GDXMerge added; a utility to combine multiple gdx files into a single gdx file.
  GDX2Veda added; a utility to export GAMS data into the VErsatile Data Analyst (VEDA).

• GAMS Branch-and-Cut-and-Heuristic (BCH) facility
  The GAMS Branch-and-Cut-and-Heuristic (BCH) facility allows GAMS users to interact with a running MIP/MINLP solver by supplying specialized GAMS programs to generate cutting planes and good integer feasible solutions. This allows GAMS users to apply complex solution stragies without having to have intimate knowledge about the inner workings of a specific MIP system. BCH strategies can now be implemented rapidly and reliably within a matter of days rather than weeks. Details and examples can be found here

• Quadratically Constrained Program Types QCP, MIQCP and RMIQCP
  New model types for quadratically constrained problems are:
  • QCP: Quadratically Constrained Programs
  • MIQCP: Mixed Integer Quadratically Constrained Programs
  • RMIQCP: Relaxed Mixed Integer Quadratically Constrained Programs
  These model types are like NLP, MINLP and RMINLP with nonlinearities restricted to be quadratic forms. QCP problems can be solved with existing nonlinear solvers and large-scale LP solvers that offer quadratic extensions. For examples, look at the models qalan, qcp1, qdemo7, and qsambal in the model library.

• Solver Link Options SOLVELINK
  This new option allows you to control the way solver's or subsystems are invoked. This may be helpful when solving a large number of models that are relatively small compared to the size of the overall database. The new options values are:
  • 0: Make an automatic save/restart for each solve (default - old behavior)
  • 1: Calls the subsystem using the shell method
  • 2: Call the subsystem using the spawn method
  This option can be specified as a gams parameter (>gams ... solvelink=n), as part of an option statement (option solvelink=n;) or specified as a model attribute (mymodel.solvelink=n;)

• Some demo limits removed
  The demo version size restriction on the number of symbols and number of unique set elements has been removed. Previously, the demo/student versions were limited to 2000 symbols.

• Save Point Options SAVEPOINT

  This new option directs GAMS to write solutions to GDX files for later use in the same or other programs. This may be helpful in cases when we want to provide good starting points or pro