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Release Notes

GAMS Distribution 22.7   May 1, 2008

Acknowledgements

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

GAMS System

GAMS

Enhanced Data Statements

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

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

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

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

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

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

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

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

The Matching Operator

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

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

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

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

The resulting set tdh will then have the values:

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

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

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

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

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

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

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

Limit on Memory Use - HeapLimit

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

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

Other enhancements

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

Gams Data Exchange (GDX)

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

GDX Utilities

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

GAMSIDE

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

GAMS Model Library

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

GAMS Test Library

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

Documentation

• Updated McCarl GAMS User’s Guide

Solvers

BARON:

New libraries (version 8.1.4)

CPLEX

New libraries (version 11.0.1)

COIN-OR

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

CONOPT

• new option Heaplimit (see also gams option)

EMP - Extended Mathematical Programming

(Experimental) Framework for automated mathematical programming reformulations as

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

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

LOGMIP

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

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

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

• LogMIP Website

MOSEK

New libraries (version 5.0.0.79)

CPLEXD and CONOPTD

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

Solver/Platform Availability Matrix

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

GAMS Distribution 22.6   December 24, 2007

Acknowledgements

New Platforms

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

GAMS System

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

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

• Put Writing Facility
  • .tn attribute

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

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

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

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

• GDXXRW
  • Supports Excel 2007 format xlsx

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

Solvers

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

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

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

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

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

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

• XPRESS:New libraries (version 18.00)

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

GAMS Distribution 22.5   June 1, 2007

Acknowledgements

GAMS System

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

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

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

Solvers

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

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

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

• CONOPT: New libraries (version 3.14r).

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

• CPLEX: New libraries (version 10.20).

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

• MOSEK: New libraries (version 4.0.0.60)

• XPRESS: New libraries (version 17.10.12)

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

GAMS Distribution 22.4   Feb 14, 2007

Acknowledgements

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

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

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)