gsolver.gms : Compare the actual system with the original solver database
This model compares the solvers and their capabilities on the
actual system with the original solver capability database.
It then runs all combinations with solvers known to the global database
and checks if the return code of a GAMS run is 0.
All exceptions are captured in a compare report. If the report is not empty,
the model will terminate with an execution error.
Reference:
- GAMS Development Corporation, Formulation and Language Example.
Small Model of Type: GAMS
$Title Compare the actual system with the original solver database (GSOLVER,SEQ=311)
$ontext
This model compares the solvers and their capabilities on the
actual system with the original solver capability database.
It then runs all combinations with solvers known to the global database
and checks if the return code of a GAMS run is 0.
All exceptions are captured in a compare report. If the report is not empty,
the model will terminate with an execution error.
$offtext
Sets ModelTypes / system.ModelTypes /
SolverNames / system.SolverNames /
Platforms / system.Platforms /
glbSolverDB(SolverNames,ModelTypes,Platforms) / system.SolverTypePlatformMap /
Set s(SolverNames) Solvers available for this platform
glbSolverCapabilities(SolverNames,ModelTypes) original solver model type map
Parameter comprep compare report;
s(SolverNames) = sum(glbSolverDB(SolverNames,ModelTypes,'%system.platform%'), yes);
glbSolverCapabilities(s,ModelTypes) = sum(glbSolverDB(s,ModelTypes,'%system.platform%'), yes);
* Solver/Capability pairs missing in the actual system
comprep(s,ModelTypes,'missing') = glbSolverCapabilities(s,ModelTypes) and
not SolverCapabilities(s,ModelTypes);
* Additional Solver/Capability pairs in the actual system
comprep(s,ModelTypes,'additional') = not glbSolverCapabilities(s,ModelTypes) and
SolverCapabilities(s,ModelTypes);
$onempty
set skiplist 'list of solvers to skip' /
aecpwrap
alphaecp
decis
oslse
tramp
$if %system.hostplatform% == WEX $goto do64
$if %system.hostplatform% == LEX $goto do64
$goto skip64
$label do64
$if %system.buildcode% == LX3 pathold
$if %system.buildcode% == LX3 milesold
$if %system.buildcode% == VIS pathold
$if %system.buildcode% == VIS milesold
$if %system.buildcode% == VIS osl1
$label skip64
ampl
lingo
decisc
decism
conoptd
lindowrap
lmbigm
lmchull
lmlboa
/;
$offempty
* Produce a GAMS program that will execute and configure the test
* models (shown at the end). For each solver model type combination
* we will execute a program like:
*
* $call =gams m.%gams.scrext% lo=0 --mtype=rmip --solver=conopt
* $if errorlevel 1 $abort "Solver conopt expected to solve rmip";
*
* and record exceptions in the 'fail' column of the report set tuple comprep.
$set mname '"%gams.scrdir%m.%gams.scrext%"'
file fx / rungslv.gms /; fx.lcase=1;
file flog / '' /; flog.ps = 1;
$set singlerun
$set lo lo=0
$if set solver $set singlerun and sameas('%solver%',s) and sameas('%modeltype%',Modeltypes)
$if set solver $set lo lo=3
loop(SolverCapabilities(s,ModelTypes)$([sum{skiplist(s),1}=0] %singlerun%),
putclose fx '$call =gams %mname% %lo% --mtype=' ModelTypes.tl:0 ' --solver=' s.tl:0
/ '$if errorlevel 1 $abort "Solver ' s.tl:0 ' expected to solve ' ModelTypes.tl:0;
put flog '--- Running Solver ' s.tl:0 ' on Model Type ' ModelTypes.tl:0 /
execute '=gams rungslv.gms %lo%';
comprep(s,ModelTypes,'fail')$errorlevel = yes;
);
$if set solver $goto modeldump
file ff / gslvfail.gms /;
loop((s,ModelTypes)$comprep(s,ModelTypes,'fail'),
put ff '$call gams gsolver --Solver ' s.tl:0 ' --ModelType ' ModelTypes.tl:0 /;
);
* list of known failures to ignore: this should be empty, but . . .
$onempty
set ignorelist /
coincbc
/;
$offempty
comprep(ignorelist,modelTypes,'fail') = no;
* Trigger an execution error if the comprep report has entries
abort$card(comprep) comprep;
$label modeldump
* Below is the test program to be executed. Note that we
* copy the model into the scratch directory with the name extension
* .%gams.scrext%. This file will then be removed automatically when gams
* terminates.
$onechoV > %mname%
* A tiny test model for all different model types
* The $setddlist (Double Dash List) defines all
* 'legal' --names.
$if NOT set mtype $error --mtype=xxxx missing
$if NOT set solver $error --solver=xxxx missing
$setddlist mtype solver
Variable z;
Positive Variables w, x, y; x.up = 200;
Integer Variables xi, yi;
Equation lpe1, nlpe1, dnlpe1, mipe1, minlpe1, lpo, qcpo, nlpo, mipo, miqcpo, minlpo
cnse1, cnse2, mcpe1, mpeco, dece1, deco;
* LP QCP NLP MIP MIQCP MINLP
lpe1.. x + y =l= 2.2;
nlpe1.. exp(x+y) =l= 4.1;
dnlpe1.. abs(x*y) =l= 4.1;
mipe1.. xi + yi =l= 3.5;
minlpe1.. exp(xi*yi) =l= 4.6;
lpo.. z =e= -3*x - 4*y;
qcpo.. z =e= 2*sqr(x - 3.4) + 3*sqr(y - 2.9);
nlpo.. z =e= exp(3*x + 2*y);
mipo.. z =e= -3*xi - 4*yi;
miqcpo.. z =e= 2*sqr(xi - 3.4) + 3*sqr(yi - 2.9);
minlpo.. z =e= exp(3*xi + 2*yi);
* CNS
cnse1.. sqr(x-3) + sqrt(y+4) =e= 3.7;
cnse2.. x + 3.1*y =e= 3.5;
* MPEC and MCP
mcpe1.. 0.5*x + 2*y =g= 100;
mpeco.. z =e= 0.5*sqr(x) + 0.5*x*y - 95*x;
* DECIS
dece1.. x =e= y + w;
deco.. z =e= 24*y -2.49*x - 4*w;
model m_lp / lpe1, lpo /
m_qcp / lpe1, qcpo /
m_nlp / nlpe1, nlpo /
m_dnlp / dnlpe1, nlpo /
m_rmip / mipe1, mipo /
m_mip / mipe1, mipo /
m_rmiqcp / mipe1, miqcpo /
m_miqcp / mipe1, miqcpo /
m_rminlp / minlpe1, minlpo /
m_minlp / minlpe1, minlpo /
m_cns / cnse1, cnse2 /
m_mpec / mcpe1.y, mpeco /
m_rmpec / mcpe1.y, mpeco /
m_mcp / mcpe1.y /
m_decis / dece1, deco /;
option %mtype%=%solver%, optcr=0;
* Special handling for model types that do not have an objective
$ifi %mtype% == cns $goto CNS
$ifi %mtype% == mcp $goto MCP
* Special handling of solvers with special requirements
$ifi %solver% == decisc $goto DECIS
$ifi %solver% == decism $goto DECIS
$ifi %solver% == oslse $goto OSLSE
$ifi %solver% == dea $goto DEA
$ifi %solver% == ls $goto LS
solve m_%mtype% using %mtype% min z;
abort$(m_%mtype%.solvestat <> 1) 'solver return not normal';
$exit
$label CNS
solve m_cns using cns;
abort$(m_cns.solvestat <> 1) 'solver return not normal';
$exit
$label MCP
x.fx=200; solve m_mcp using mcp;
abort$(m_mcp.solvestat <> 1) 'solver return not normal';
$exit
$label DECIS
y.up = 160;
x.stage=1;
dece1.stage=2;
y.stage=2;
file fx / MODEL.STG /
fy / MINOS.SPC /;
putclose fx 'BLOCKS DISCRETE'
/ 'BL BLOCK1 PERIOD2 0.25'
/ 'UP BND y 150'
/ 'BL BLOCK1 PERIOD2 0.75'
/ 'UP BND y 160';
putclose fy 'begin'
/ 'rows 250'
/ 'columns 250'
/ 'elements 10000'
/ 'end';
solve m_decis using %mtype% max z;
abort$(m_decis.solvestat <> 1) 'solver return not normal';
$exit
$label OSLSE
set
n nodes / r, 1, 2 /, leaf(n) / 1, 2 /, root(n) / r /
Variables sex(n)
Equations seo, seg(n), sef(n);
seo.. sum (leaf, sex(leaf)) =e= z;
sef(root).. sex(root) =l= 1;
seg(leaf).. sex(leaf) =e= sex('r') + 1;
model m_oslse / sef, seg, seo /;
solve m_oslse using %mtype% max z;
abort$(m_oslse.solvestat <> 1) 'solver return not normal';
$exit
$label DEA
Sets i / d1*d2 /, j / i1, o1 /, ji(j) / i1 /, jo(j) / o1 /;
Parameter d(i,j) / d1.i1 3, d1.o1 5, d2.i1 2.5, d2.o1 4.5 /;
Positive variables v(ji), u(jo);
alias (slice,i);
Equations deao(slice), deae1(slice), deae2(i);
deao(i).. z =e= sum(jo, u(jo)*d(i,jo));
deae1(i).. sum(ji, v(ji)*d(i,ji)) =e= 1;
deae2(i).. sum(jo, u(jo)*d(i,jo)) =l= sum(ji, v(ji)*d(i,ji));
model m_dea /deao, deae1, deae2/;
solve m_dea using %mtype% max z;
abort$(m_dea.solvestat <> 1) 'solver return not normal';
$exit
$label LS
set i 'cases' /i1*i4/;
set p 'coefficients' / p0, p1 /;
Scalars d;
parameters
ls_b_(p) / p0 1, p1 1 /
ls_y(i), ls_x(i)
se_(p) 'Standard errors' /
'p0' 0.295803989154981
'p1' 0.158113883008419
/
se(p) 'Standard errors'
;
ls_x(i) = ord(i)-1;
ls_y(i) = ls_b_('p0') + ls_x(i) * ls_b_('p1')
+ 0.25$[sameas(i,'i1') or sameas(i,'i4')]
- 0.25$[sameas(i,'i2') or sameas(i,'i3')];
variables
ls_b(p)
sse 'sum of squared errors'
;
equation
fit(i) 'equation to fit'
sumsq
;
sumsq.. sse =n= 0;
fit(i).. ls_y(i) =e= ls_b('p0') + ls_x(i) * ls_b('p1');
option lp = ls;
model leastsq /fit,sumsq/;
solve leastsq using lp minimizing sse;
abort$(leastsq.solvestat <> 1) 'solver return not normal';
d = smax{p, abs(ls_b.l(p)-ls_b_(p))};
abort$[d > 1e-8] 'bad solution ls_b.l', ls_b.l, ls_b_, d;
execute_load 'ls', se;
abort$[execerror > 0] 'Could not load statistics from GDX';
d = smax{p, abs(se_(p) - se(p))};
abort$[d > 1e-8] 'bad standard error', se_, se, d;
$exit
$offecho