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Another criterion for including a model in the library is that it illustrates the modeling capabilities GAMS offers. For example, the mathematical specification of cropping patterns can be represented handily in GAMS. A further example of the system's capability is the style for specifying an initial solution as a starting point in the search for the optimal solution of dynamic nonlinear optimization problems.
The testlib model library was developed for testing and quality control, both for the GAMS base module and the many solvers distributed with the GAMS system. As such, it is designed and maintained to be used primarily by GAMS staff and our solver providers. However, users may find it useful as well.
You want all the details on the semantics of MCP models? See what is tested for by browsing and running the MCP models from testlib. Not sure what the convention on the sign of the marginal values is? Check the LP tests where all possible combinations are tested. You can not find an example of how utility XYZ is used? Search testlib: we have tests for most of the utilities we ship. In addition, users can run the GAMS quality tests on their own hardware in case of suspected bugs or system-dependent behavior.
This library of financial optimization models, called FINLIB, contains several of the models described in the book "Practical Financial Optimization: Decision Making for Financial Engineers ", Wiley-Blackwell (May 18, 2007). Additional information is available through the companion volume "Practical Financial Optimization: A library of financial optimization models"(forthcoming), by Andrea Consiglio, Soren S. Nielsen and Stavros A. Zenios.
The models in the FINLIB library range from simple cashflow matching models to several variants of Markowitz mean-variance optimization to advanced models for international asset allocation and currency hedging, corporate bond portfolio management, asset and liability modeling for insurers as well as for individual investors, and the management of indexed funds.
The library "GAMS Data Utilities" contains models that demonstrate various utilities to interface GAMS with other applications.
We are very interested to add your models to one of these libraries, so that other GAMS users can benefit from them. If you are willing to share your models with others please contact webmaster@gams.com.