Scaling GAMS Models

Model solutions within GAMS frequently require manipulation of large matrices and many computations.  The heart of most solvers includes a many numerical procedures such as a sparse matrix inverter and sets of convergence and infeasibility tolerances.  Numerical problems often arise within such procedures.  Poorly scaled models can cause excessive time to be taken in solving or can cause the solver to fail.  GAMS can assist the user in scaling as discussed here.

Basics

Theory of scaling

Simultaneous equation and variable scaling

Scaling of GAMS models

Using GAMS scaling assistance

Effect of scaling on GAMS output

How do you know how much to scale?

A caution when scaling – runaway cases

User defined data scaling

Nonlinear scaling