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GAMS 23.1 发布！ (下载最新试用版) |
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2009-07-16
广州博脉 |
什么是 GAMS ？
请浏览 show_software.aspx?pName=GAMS
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GAMS 23.1 的新特性：
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Acknowledgments
We would like to thank all of our users who have reported problems and made suggestions for improving this release. In particular, we thank Anibal Blanco, Wietse Dol, Arne Drud, Josef Kallrath, Erwin Kalvelagen, Niclas Mattsson, Bruce McCarl, Dominique van der Mensbrugghe, Renger van Nieuwkoop, Stefan Vigerske, and Tongxin Zheng.
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New Platform
(64-Bit) Intel Mac
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GAMS System
GAMS
Default Upper Bound on Integer Variables
The default upper bound on integer variables has changed from 100 to +INF. Since some solve steps in a GAMS applications may inadvertently depend on the previous default value of 100, a the compatibility option, the GAMS parameter PF4=n, has been introduced to control what values will be passed to the solver. If the GAMS parameter PF4 is not used (a value of PF4=1 is assumed) the solve steps will work as in previous releases.
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Pf4=0: The new default upper bound of +INF will be passed to the solver.
Pf4=1: The value of 100 instead of +INF will be passed to the solver. The solvers will operate as with older GAMS versions. In addition messages will be written to the log and listing to report on the number of integer or semi-integer variables which had the new default bound of +INF reset to 100.
PF4=2: The new default values of +INF will be used as with PF4=0. When a solution is returned to GAMS and the level value of an integer variable exceeds the old bound value of 100, a message will be written to the log and listing.
PF4=3: The same as PF4=2 with an additional execution error issued if the solution reports a level value greater than 100 for any integer variable with a default bound of +INF.
Setting PF4 values to 2 and 3 is a convenient way to test if the application relies on the previous default bounds of 100. Future releases may use PF4=0 as the default.
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An historic note: when GAMS was first introduced, some MIP solvers could only handle binary variable and GAMS applied transformations to simulate integers by using a power expansions. In addition, MIP solvers with integer variables imposed different restrictions on the largest upper bound value. Finally, solvers like DICOPT introduced integer cuts during the solution process, needing some finite upper bound on integer variables. What was once a good choice, turned over time into a source of confusion or resulted in unexpected model behavior.
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Default Iteration Limit
The default iteration limit (IterLim) has been increased from 10000 to 2e9. Setting IterLim to INF will not work since it is treated as an integer by GAMS and many solvers. Some solver, e.g. GAMS/Gurobi, recognize 2e9 and set the solver iteration limit to infinity.
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Enhanced Profiling Options
In addition to PROFILE=n and PROFILETOL=r, a new GAMS parameter PROFILEFILE=file has been introduced to write profiling information to a text file with some fixed format which can easily be imported into a spreadsheet for further analysis.
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1 -1 0.000 ExecInit
139 15 0.000 Assignment cnf
139 13 0.000 Assignment cnf
. . . .
. . . .
. . . .
3549 432 0.000 Equation nbal
3621 39489 0.032 Solve Fini wsisn
3621 -1 0.062 GAMS Fini
1 -1 0.000 ExecInit
3621 -1 0.047 Solve Read wsisn
3621 -1 0.000 GAMS Fini
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A summary report of the ten slowest execution steps will be written to the log and listing.
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--- Profile Summary (184 records processed)
0.062 3621 GAMS Fini
0.047 3621 Solve Read wsisn
0.046 3529 Equation divcnlsea (86)
0.032 3621 Solve Fini wsisn (39489)
0.016 3274 Assignment wnr (2502)
0.016 3447 Equation cost (15)
0.016 3475 Equation laborc (180)
0.016 3519 Equation waterbaln (180)
0.016 3546 Equation subirrc (84)
0.015 3030 Assignment gwtsa (273)
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The timing on slow data definitions and gdx loads during compilation will be profiled as well.
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Macros
Added a line continuation character (\) for macro definitions. See test model macro02.
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Other
Faster reading of data statements that are not sorted
Reduced memory usage for projections
GDX handles IEEE special values
GAMS Data Utilities
GDXDIFF
Added FldOnly and DiffOnly parameters to write different formats
Protection against overwriting an input file
GDXVIEWER
Fixed problem with cubed view
GDXXRW
Added RWAIT parameter to specify a delay to open Excel to avoid not ready problems
Added CheckDate option to regenerate output only if input is more recent than output file
SCENRED2
A libinclude file runscenred2 has been added to make the communication with Scenred2 simpler. See example srpchase.
GAMS IDE
Changed the interface for dealing with tabs
Tabs expanded to spaces will mark the file as modified
Added command to select text from current position to a text marker
Added checks to see if IDE is visible on the monitor
Move and Size are available on TaskBar icon
Documentation
Updated McCarl GAMS User's Guide
Solvers
AlphaECP
New libraries 1.75.03
Coin-OR
New solver CoinCouenne
CoinCouenne is a global optimization solver for non-convex mixed integer non-linear programs, similar to the commercial solvers BARON and LindoGlobal. The solver is still in an experimental phase and is hidden in the GAMS system.
New libraries
Cbc 2.3
Glpk 4.37
Ipopt 3.6
Scip now uses Clp 1.10
EMP
Disjunctive programs can be solved via the following alternative automated reformulations without changes to the model
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Convex Hull
BigM
CPLEX indicators
Examples
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EMP Library sequence (20): Sequencing on a single machine
Model Library bilinear (346): Convexification of bilinear term binary times x
GUROBI
New libraries 1.1
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KNITRO
New libraries 6.0
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Introduces MINLP capability: binary and integer variables are supported. Two algorithms are available, a non-linear branch and bound method and an implementation of the hybrid Quesada-Grossman method for convex MINLP. The Knitro MINLP code is designed for convex mixed integer programming and is a heuristic for nonconvex problems.
General performance improvements for both the active-set and interior-point/barrier solvers
Reorganized options into groups: general, barrier and MINLP.
MOSEK
New libraries 5.0 rev 127
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In-core communication solver links
Support of COINBONMIND, COINCBCD, COINIPOPTD and LGOD as in-core communication solvers.
Where a traditional link already exists, the newer in-core link version has a “D†appended to the name (D for DLL). These in-core links are very similar to their traditional predecessors. They may lack some functionality but offer in-core communication between GAMS and the solver, making potentially large model scratch files unnecessary. This can save time if you solve many models in your GAMS program.
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Model Libraries
GAMS Data Library
Portfolio (68): Determines an efficient frontier in Excel, using the GDX DLL (vba API) and the GAMS executable
Sudoku (69): Solve a Sudoku in Excel, using the GDX DLL (vba API) and the GAMS executable
Samurai (70): Solve a Samurai Sudoku in Excel, using the GDX DLL (vba API) and the GAMS executable
Samurai2 (71): Solve a Samurai Sudoku in Excel, using the GDX and GAMSX DLL (vba API)
CHP (72): Optimize combined heat and power generation in Excel, using vba API (gamsx and opt) and GDXXRW
CHP2 (73): Optimize combined heat and power generation in Excel, using vba API (gamsx, opt and gdx)
GAMS EMP Library
zerofunc (18): Match unmatched vars with zero functions in VI
traffic2 (19): Traffic Assignment Model
sequence (20): Sequencing on a single machine
GAMS Model Library
secure (343): Secure Work Files - Example 2
srpchase (344): Scenario Tree Construction Example
tsp5 (345): Traveling Salesman Problem - Five
bilinear (346): Convexification of bilinear term binary times x
solveopt (347): option solveopt explained
GAMS Test Library
minos01 (433) : MINOS test suite - anti-cycling via expand frequency
scnred02 (434) : Scenred2 test - tree reduction and zero values
empvi05 (435) : Test for EMP's treatment of an odd variable
nlcode3 (436) : Wrong NL code generation for odd case
set8 (437) : Test the set.id set#id #id data macros
nlcode4 (438) : More NL testing when code is deleted
compile7 (439) : Test and document some system.XXX macros
mcp09 (440) : Test inequalities with infinite bounds
empadj01 (441) : Test for EMPs AdjustEqu/NYslp option
emp05 (442) : Test for handling of constant equations
examin03 (443) : EXAMINER test suite - test returnInitPoint option
compile8 (444) : Test for a mapping error
sl4mip01 (445) : Test for known XPRESS bug, with solvelink=1,2,4,5
macro02 (446) : Multi-line macro test
put10 (447) : $on/offput inserted outside the loop
set9 (448) : fast shifting of set elements
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