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最新版
GAMS 2.5版 GAMS Distribution 22.9 發布時間2008/11/4
相關軟體
GAMS│Solvers
GAMS以簡單清楚的使用者介面和強健穩定的數值分析能力見長。
GAMS事實上並不代表任何最佳化數值演算法,而是一個高階語言的使用者介面,利用GAMS可以很容易建立、修改、除錯你的最佳化模型輸入檔,而輸入檔經過編譯後,成為較低階的最佳化數值演算法程式所能接受的格式,再加以執行並寫出輸出檔。
數值演算法方面,對線性與非線性規劃問題,GAMS使用由新南威爾斯大學的Murtagh、及史丹福大學的Gill、Marray、Saunders、Wright等人所發展的MINOS
[Murtagh and Saunders, 1983]演算法。MINOS是“Modular In-core Non-linear
Optimization
System”的縮寫,這個演算法綜合了縮減梯度法和準牛頓法,是專門為大型、複雜的線性與非線性問題設計的演算法。對混合整數規劃問題,則採用亞歷桑那大學的Marsten及巴爾第摩大學的Singhal[1987]共同發展的ZOOM(Zero/One
Optimization Method)演算法。
GAMS使用範例說明
如前所述,GAMS本身有非常完整的英文版使用者手冊,GAMS的電腦軟體中也附帶了許多學習範例的檔案。
Introduction
The General Algebraic Modeling System (GAMS) is specifically
designed for modeling linear, nonlinear and mixed integer
optimization problems. The system is especially useful with large,
complex problems. GAMS is available for use on personal computers,
workstations, mainframes and supercomputers.
GAMS allows the user to concentrate on the modeling problem by
making the setup simple. The system takes care of the time-consuming
details of the specific machine and system software implementation.
GAMS is especially useful for handling large, complex, one-of-a-kind
problems which may require many revisions to establish an accurate
model. The system models problems in a highly compact and natural
way. The user can change the formulation quickly and easily, can
change from one solver to another, and can even convert from linear
to nonlinear with little trouble.
System Features
GAMS lets the user concentrate on modeling. By eliminating the need
to think about purely technical machine-specific problems such as
address calculations, storage assignments, subroutine linkage, and
input-output and flow control, GAMS increases the time available for
conceptualizing and running the model, and analyzing the results.
GAMS structures good modeling habits itself by requiring concise and
exact specification of entities and relationships. The GAMS language
is formally similar to commonly used programming languages. It is
therefore familiar to anyone with programming experience.
Using GAMS, data are entered only once in familiar list and table
form. Models are described in concise algebraic statements which are
easy for both humans and machines to read. Whole sets of closely
related constraints are entered in one statement. GAMS automatically
generates each constraint equation, and lets the user make
exceptions in cases where generality is not desired. Statements in
models can be reused without having to change the algebra when other
instances of the same or related problems arise. The location and
type of errors are pinpointed before a solution is attempted. GAMS
handles dynamic models involving time sequences, lags and leads and
treatment of temporal endpoints.
GAMS is flexible and powerful. Models are fully portable from one
computer platform to another when GAMS is loaded to each platform.
GAMS facilitates sensitivity analysis. The user can easily program a
model to solve for different values of an element and then generate
an output report listing the solution characteristics for each case.
Models can be developed and documented simultaneously because GAMS
allows the user to include explanatory text as part of the
definition of any symbol or equation.
Release 2.50
GAMS is being enhanced and expanded on a continuing basis. Release
2.25 contains language extensions such as SOLVE statements within a
loop, INCLUDE statement, IF-ELSE statement, and report writing
capabilities using the PUT statement. Other enhancements included
added system integration features, performance improvements, new
subsystems, and support of additional computer platforms.
The current release 2.50 includes a Windows based Integrated
Developers Environment (IDE) for Intel Windows platforms (95/98/ME
and NT/2K/XP). New distributions of GAMS 2.50 with new language
features and new/updated solvers are published at least four times a
year. Please inspect the release notes.
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GAMS Base
Module (required with all solvers and solver links)
includes: |
Problem
Types |
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GAMS Language Compiler |
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Set of
Manuals, CONVERT tools, UNIX utilities, GDX utilities |
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GAMS/COIN-OR Solvers |
LP/MIP/MINLP/NLP |
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GAMS/MILES |
MCP |
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GAMS/NLPEC |
MPEC |
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All other
solvers in limited versions1) |
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1)300 constraints, 300 variables,
50 discrete variables, 2000 linear non-zeros, and 1000
non-linear non-zeros, Global solvers: 10 constraints, 10
variables |
如需以下任一Solvers,請於詢價單附註
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GAMS/Solvers (for platform
availability check table below) |
Problem
Types |
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GAMS/ALPHAECP
(requires presence of a MIP solver) |
MINLP |
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GAMS/BARON
(requires presence of a GAMS/CPLEX, GAMS/MINOS,
and/or a GAMS/SNOPT license) |
MINLP/NLP |
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GAMS/CONOPT |
NLP |
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GAMS/CPLEX |
LP/QCP/MIP/MIQCP |
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GAMS/DECIS
(requires presence of a GAMS/CPLEX or a GAMS/MINOS
license) |
LP |
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GAMS/DICOPT
(requires presence of a MIP and an NLP
solver) |
MINLP |
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GAMS/KNITRO |
NLP |
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GAMS/LGO2) |
NLP |
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GAMS/LINDOGLOBAL2)
(requires presence of a GAMS/CONOPT license) |
MINLP/NLP |
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GAMS/MINOS
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NLP |
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GAMS/MOSEK |
LP/QCP/NLP |
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add MIP module |
MIP/MIQCP |
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GAMS/MPSGE |
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GAMS/MSNLP
(includes NLP solver LSGRG2) |
NLP |
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GAMS/OQNLP
(includes NLP solver LSGRG2 and solver GAMS/MSNLP) |
MINLP/NLP |
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GAMS/OSL
(includes Stochastic Extension) |
LP/MIP |
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GAMS/PATH
(includes NLP solver PATHNLP) |
MCP/NLP |
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GAMS/SBB
(requires presence of an NLP solver)
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MINLP |
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GAMS/SNOPT |
NLP |
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GAMS/XA
(includes parallel MIP under Windows) |
LP/MIP |
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GAMS/XPRESS |
LP/QCP/MIP |
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GAMS/Solver Links (NO license for solvers
included, require an appropriate callable library license) |
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GAMS/CPLEX Link |
LP/QCP/MIP/MIQCP |
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GAMS/MOSEK
Link |
LP/QCP/NLP/MIP/MIQCP |
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GAMS/OSL Link |
LP/MIP |
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GAMS/XPRESS
Link |
LP/QCP/MIP |
| 2)Maximum
model size: 2000 constraints, 3000 variables |
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