To reproduce the slides for the talk:
  1. Start R and do
    > library(gdxrrw)
    > igdx()
    # to verify that gdxrrw is started and has found a GAMS system
    > knit("phoenix.Rnw")
    # this produces phoenix.tex

  2. quit R and run pdflatex on phoenix.tex.  I used MikTex and
  TeXnicCenter.

Another useful thing to do in R is 
> purl("phoenix.Rnw")

This extracts all the R commands to a file phoenix.R.
