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GAMS 23.4 发布! (下载最新试用版)
2010-05-30  广州博脉
GAMS (General Algebraic Modeling System) 是一个用于数学规划问题的高级建模系统。它包括一个语言编译器和一套集成的高性能求解器。GAMS 是为复杂的、大型的建模应用度身订造的。它允许你创建能快速适应新情况的大型可维护模型...
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GAMS 详细介绍,请点击:http://www.pomine.com/show_software.aspx?pName=GAMS
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需要下载试用,请填写 产品咨询表
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GAMS 23.3 的新特性:
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GAMS Distribution 23.4 May 24, 2010
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Acknowledgments
Platforms
AIX
Mac PowerPC
GAMS System
GAMS
APIs
Data Utilities
EMP
IDE
Libinclude
Solvers
BARON
Coin-OR
CPLEX
GUROBI
LINDOGLOBAL
MOSEK
XPRESS
In-core communication solver links
Model Libraries
GAMS Data Library
GAMS EMP Library
GAMS Model Library
GAMS Test Library
Solver/Platform Availability Matrix
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 Phil Bishop, Stefan Boeters, Pavel Borisovski, Wolfgang Britz, Michael Ferris, David Grace, Sascha Herrmann, Alexander Mitsos, Sebastian Ritter, and Tom Rutherford. We also thank Marcel Roelofs for helpful and insightful comments and discussions on Hessian computations.
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Platforms
AIX
Now built on AIX 5.3
64 bit
New AIX system no longer supports the following products BARON, CONOPT2, DECIS, OSL3, OSLSE, SCENRED, SCENRED2, and XA
Mac PowerPC
Dropped support of the Macintosh PowerPC GAMS System. Version 23.3 and older are still available for download
GAMS System
GAMS
GridScript
The GAMS parameter gridscript allows to point to a customized grid submission script.
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TryLinear
GAMS checks a model for non-linearities at compile time and requires the user to specify using nlp in the solve statement. At run time these non-linearities might disappear (cancelation, multiplication of non-linear terms with 0, ?), but the using nlp prevented the use of a pure LP solver. The new model attribute .TryLinear = 1 checks at run time whether a nonlinear model has any non-linearities and then calls the default/chosen solver for the resulting model type.
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Depending on the original model type the resulting model type is:
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QCP/DNLP/NLP -> LP
MIQCP/MINLP -> MIP
RMIQCP/RMINLP -> RMIP
An example was added to the Test Library: trylin01 (482)
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Compile Time String Comparison
A compile time equivalent of the sameas function was added. E.g.
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$eval a sameas(xyz,xYz)
$eval b sameas ( 'xyz' , ?xyz? )
$eval c sameas (12-3,12-3)
$eval d sameas (12-3,13-4)
$log %a% %b% %c% %d%
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will yield:
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1 1 1 0
Compile Time Constants
For various GAMS options compile time constants were added in order to ease the reading code if used.
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solprint:
0 %Solprint.Summary%
1 %Solprint.Report%
2 %Solprint.Quiet%
handlestatus:
0 %Handlestatus.Unknown%
1 %Handlestatus.Running%
2 %Handlestatus.Ready%
3 %Handlestatus.Failure%
solvelink:
0 %Solvelink.ChainScript%
1 %Solvelink.CallScript%
2 %Solvelink.CallModule%
3 %Solvelink.AsyncGrid%
4 %Solvelink.AsyncSimulate%
5 %Solvelink.LoadLibrary%
solvestat:
1 %Solvestat.Normal Completion%
2 %Solvestat.Iteration Interrupt%
3 %Solvestat.Resource Interrupt%
4 %Solvestat.Terminated By Solver%
5 %Solvestat.Evaluation Interrupt%
6 %Solvestat.Capability Problems%
7 %Solvestat.Licensing Problems%
8 %Solvestat.User Interrupt%
9 %Solvestat.Setup Failure%
10 %Solvestat.Solver Failure%
11 %Solvestat.Internal Solver Failure%
12 %Solvestat.Solve Processing Skipped%
13 %Solvestat.System Failure%
modelstat:
1 %ModelStat.Optimal%
2 %ModelStat.Locally Optimal%
3 %ModelStat.Unbounded%
4 %ModelStat.Infeasible%
5 %ModelStat.Locally Infeasible%
6 %ModelStat.Intermediate Infeasible%
7 %ModelStat.Intermediate Nonoptimal%
8 %ModelStat.Integer Solution%
9 %ModelStat.Intermediate Non-Integer%
10 %ModelStat.Integer Infeasible%
11 %ModelStat.Licensing Problems%
12 %ModelStat.Error Unknown%
13 %ModelStat.Error No Solution%
14 %ModelStat.No Solution Returned%
15 %ModelStat.Solved Unique%
16 %ModelStat.Solved%
17 %ModelStat.Solved Singular%
18 %ModelStat.Unbounded - No Solution%
19 %ModelStat.Infeasible - No Solution%
E.g. the statments following are the same
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modelname.solvelink=3; modelname.solprint=0;
modelname.solvelink=%solvelink.AsyncGrid%; modelname.solprint=%solprint.Summary%;
The GAMS model libraries were adjusted and now make use of these constants.
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APIs
new C# example using GDX API: apifiles\examples\example1.cs
added C++, C# and VB.net project files to make it easier to compile the examples in Visual Studio
added Delphi Option and Project Configuration Files to make it easier to compile the examples in the Delphi IDE and on the command line
added Java Native Interface libraries
apifiles\common: dropped file gamsglobals.h, use gclgms.h instead
GDXDCLIB API
New entry points:
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gdxOpenAppend To add symbols to an existing GDX container
gdxDataReadRawFast To read data in raw mode using a callback function
Data Utilities
GDX2ACCESS
gdx2access now supports saving the text associated with set entries in the database.
Added parameter to indicate which version of the database should be created (.mdb or .accdb)
GDXXRW
gdxxrw now supports writing an Excel file with filters. Filtering can be switched on/off for the symbols that follow the filter option:
execute 'gdxxrw.exe test.gdx par=A rdim=3 cdim=0 rng=sheet1!a1 filter=1 par=B rdim=3 cdim=0 rng=sheet2!a1';
Added options to write texts and hyperlinks to a spreadsheet.
MDB2GMS
mdb2gms now supports writing of the text associated with set entries.
SQL2GMS
sql2gms now supports writing of the text associated with set entries.
EMP
A new model type EMP was added in order to provide the flexibility required for the extended mathematical programming framework.
The former solver EMP was renamed to JAMS to avoid confusion. JAMS is the default solver for EMP models.
EMP bilevel programming now supports Variational Inequality (VI) followers in addition to maximization/minimization followers. Example: multmpec (25)
EMP now supports equilibrium models. In contrast to bilevel programs these agent-based systems don't require a leader. Example: transeql (45)
Lots of EMP models were added to the GAMS EMP Library.
IDE
Fixed bug with writing a symbol with many elements to a spreadsheet
Opening many .lst files is faster
Libinclude
McCarl's put_toexcel and put_tohtml were added to inclib subdirectory of the GAMS system directory and therefore can be used using $libinclude. These tools allow greater control when writing multi dimensional symbols to Excel or HTML files. More information can be found here
Solvers
BARON
New Libraries 9.0.5
Native 64bit Baron libraries in 64bit windows and linux system
New option ExtNLPsolver allows to call any GAMS NLP Solver available
Dropped support of Baron on platform AIX
Coin-OR
Renaming
of solver links as follows
COINBONMIN -> BONMIN
COINCBC -> CBC
COINCOUENNE -> COUENNE
COINGLPK -> GLPK
COINIPOPT -> IPOPT
COINOS -> OS
COINSCIP -> SCIP
of bare bone solver links as follows
COINCPLEX -> OSICPLEX
COINGUROBI -> OSIGUROBI
COINMOSEK -> OSIMOSEK
COINXPRESS -> OSIXPRESS
For convenience of our users we keep the old names as aliases to the new names for the next distribution.
Note: The temporary names COINBONMIND, COINCBCD, and COINIPOPTD are not available anymore
New libraries
CBC 2.4
Bonmin 1.3
Couenne 0.3
Ipopt 3.8
GLPK 4.43
Mumps 4.9 (used by Ipopt and Bonmin)
OS 2.1
The new BONMIN version brings various new MINLP heuristics (Feasibility pump, diving based heuristics, RINS, local branching).
BONMIN can now use CPLEX as solver for sub-MIPs, see option milp_solver
SCIP now supports convex and nonconvex quadratic constraints (model types QCP, RMIQCP, MIQCP).
BCH has temporarily been disabled for CBC, BONMIN, and SCIP.
The OS link now supports only remote solvers via an Optimization Services Server.
Native CSDP executables were added to the 64bit Windows and Linux system.
CPLEX
Updated threads option allows specification of cores left free for non-CPLEX work
GUROBI
New libraries GUROBI 3.0
New parallel barrier solver
New MIP features include symmetry handling, improved and additional cutting planes, and additional heuristics.
Alternate MIP solutions: retrieve all of the feasible solutions found during the branch-and-cut search
New parameters
AggFill: provides finer-grain control of presolve aggregation.
BarConvTol: barrier convergence tolerance.
BarCorrectors: controls central corrections in barrier.
BarIterLimit: limits the number of barrier iterations.
BarOrder: controls the fill-reducing ordering in barrier.
PreDepRow: controls the presolve dependent row reduction.
Crossover: controls barrier crossover.
CrossoverBasis: controls the generation of the initial crossover basis.
MIPFocus: allows you to modify the MIP solution strategy to better suit the needs of different model types.
MIPGapAbs: absolute MIP termination tolerance (GAMS OptCA)
NetworkCuts: controls the generation of network cutting planes.
PreDual: determines whether presolve should form the dual of the input model.
PrePasses: controls the number of passes performed by presolve.
PumpPasses: controls the feasibility pump heuristic.
RINS: controls the RINS heuristic.
Symmetry: controls the new MIP symmetry handling.
SubMIPCuts: controls the generation of sub-MIP cutting planes.
Threads: allows specification of how many cores to use.
LINDOGLOBAL
New libraries Lindo 6.0.1.406
Now also available on Solaris on x64
Significant improved performance with some models when Mosek is licensed as well
MOSEK
New libraries MOSEK 6 rev 71
XPRESS
New libraries XPRESS 20.00
In-core communication solver links
All Coin-OR solvers are now supported as in-core communication solvers.
Model Libraries
GAMS Data Library
tsvngdx (75): Support GDX Files with TortoiseSVN diff
GAMS EMP Library
jointc1 (22): Educational bilevel model
jointc2 (23): Educational bilevel model
ferris43 (24): Educational embedded complementarity system model
multmpec (25): Educational bilevel model with VI followers
transbp (26): Transportation model with variable demand function using bilevel programming
flds911 (27): Princeton Bilevel Optimization Example 9.1.1
flds912 (28): Princeton Bilevel Optimization Example 9.1.2
flds913 (29): Princeton Bilevel Optimization Example 9.1.3
flds914 (30): Princeton Bilevel Optimization Example 9.1.4
flds915 (31): Princeton Bilevel Optimization Example 9.1.5
flds916 (32): Princeton Bilevel Optimization Example 9.1.6
flds917 (33): Princeton Bilevel Optimization Example 9.1.7
flds918 (34): Princeton Bilevel Optimization Example 9.1.8
flds919 (35): Princeton Bilevel Optimization Example 9.1.9
flds921 (36): Princeton Bilevel Optimization Example 9.2.1
flds922 (37): Princeton Bilevel Optimization Example 9.2.2
flds923 (38): Princeton Bilevel Optimization Example 9.2.3
flds924 (39): Princeton Bilevel Optimization Example 9.2.4
flds925 (40): Princeton Bilevel Optimization Example 9.2.5
flds926 (41): Princeton Bilevel Optimization Example 9.2.6
flds927 (42): Princeton Bilevel Optimization Example 9.2.7
flds928 (43): Princeton Bilevel Optimization Example 9.2.8
flds929 (44): Princeton Bilevel Optimization Example 9.2.9
transeql (45): Transportation model as equilibrium problem
simplevi (46): Simple Variational Inequality
simplevi2 (47): Simple Nonlinear Variational Inequality
affinevi (48): Affine Variational Inequality
simpequil (49): Simple Equilibrium
GAMS Model Library
trnspwl (351) : A Transportation Problem with discretized economies of scale
food (352) : Food Manufacturing Problem - Blending of oils
GAMS Test Library
examin04 (464) : EXAMINER test suite - test returnGamsPoint option and QCP
empbp04 (465) : Bilevel model with and without explicitly defined objective equation
empbp05 (466) : Bilevel model with MIN follower vs. VI follower
eval05 (467) : constant expression test for ceil,floor,trunc,frac
eval06 (468) : matching operators in a column spec
emp06 (469) : Test of EMP based on trnsport model
emp07 (470) : Test of EMP based on trnsport model
emp08 (471) : Test of EMP based on trnsport model
pgams01 (472) : Test procdir deletion in pgams
pgams02 (473) : Test procdir deletion in pgams
tabsubst (474) : Tab and string substitution for long line
eval07 (475) : Test evaluation of real constants - string2Double conversion
dumpsol (476) : Gurobi Alternate Solutions for a Simple Facility Location Problem
ifthen5 (477) : $ifthen false without sameline
ifthen6 (478) : $ifthen/elseif false without sameline
utils02 (479) : test MPS2GMS - it had range problems
utils03 (480) : test MPS2GMS for reading the second range entry on a line
mpsge11 (481) : MPSGE test - multiple fixed income levels
trylin01 (482) : Test model attribute tryLinear
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