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Advanced Basis Usage |
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A substantial amount of the solution time encountered when solving a mathematical programming model involves finding the appropriate variables to be in the solution. Using common mathematical programming terminology – this involves a search for the optimal Basis. Often solution time can be reduced substantially if one can identify what to include a priori by suggesting what is known as an Advanced Basis. Here I discuss how to do that in GAMS. Note that these techniques do not work with MIPs or with the non-simplex based algorithms like Barrier in CPLEX. However, they do work quite well in many LP, NLP, and MCP applications.
Advanced basis formation in GAMS Effect of advanced basis on solution performance |