GAMS, a user's guide

Brook, Anthony; Kendrick, David A.; Meeraus, Alexander

doi:10.1145/58859.58863

Cited by 2,238 publications

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“…Cuts and presolve were deactivated in Gurobi for all linear instances. The algorithm and models were implemented in GAMS [41] and solved in an Intel(R) Core(TM) i7 CPU 2.93 GHz and 4 GB of RAM.…”

Section: Resultsmentioning

confidence: 99%

Algorithmic Approach for Improved Mixed-Integer Reformulations of Convex Generalized Disjunctive Programs

Trespalacios

Grossmann

2015

INFORMS Journal on Computing

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In this work, we propose an algorithmic approach to improve mixed-integer models that are originally formulated as convex Generalized Disjunctive Programs (GDP). The algorithm seeks to obtain an improved continuous relaxation of the MILP/MINLP reformulation of the GDP, while limiting the growth in the problem size. There are three main stages that form the basis of the algorithm. The first one is a pre-solve, consequence of the logic nature of GDP, which allows us to reduce the problem size, find good relaxation bounds and identify properties that help us determine where to apply a basic step. The second stage is the iterative application of basic steps, selecting where to apply them, and monitoring the improvement of the formulation. Finally, we use a hybrid reformulation of GDP that seeks to exploit both of the advantages attributed to the two common GDP-to-MILP/MINLP transformations, the Big-M and Hull reformulation. We illustrate the application of this algorithm with several examples. The results show the improvement in the problem formulations by generating models with improved relaxed solutions and relatively small growth in the number of continuous variables and constraints. The algorithm generally leads to reduction in the solution times.

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Section: Resultsmentioning

confidence: 99%

Algorithmic Approach for Improved Mixed-Integer Reformulations of Convex Generalized Disjunctive Programs

Trespalacios

Grossmann

2015

INFORMS Journal on Computing

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“…As the backstop energy sector covers mainly electric energy, we assume a higher substitutability and set σ 4 = 12. 12 The optimization problems as defined by (16) and (19) form a non-linear program (NLP) which is solved numerically with GAMS (Brooke et al, 2005). All parameters of the model are listed in Appendix C. Additional figures with several model results can also be found in the supplementary material.…”

Section: Calibration and Implementation Of The Modelmentioning

confidence: 99%

Learning or lock-in: Optimal technology policies to support mitigation

Kalkuhl

Edenhofer

Lessmann

2012

Resource and Energy Economics

172

141

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. We investigate conditions that aggravate market failures in energy innovations, and suggest optimal policy instruments to address them. Using an intertemporal general equilibrium model we show that "small" market imperfections may trigger a several decades lasting dominance of an incumbent energy technology over a dynamically more efficient competitor, given that the technologies are very good substitutes. Such a "lock-in" into an inferior technology causes significantly higher welfare losses than market failure alone, notably under ambitious mitigation targets. More than other innovative industries, energy markets are prone to these lock-ins because electricity from different technologies is an almost perfect substitute. To guide government intervention, we compare welfare-maximizing technology policies in addition to carbon pricing with regard to their efficiency, effectivity, and robustness. Technology quotas and feed-in-tariffs turn out to be only insignificantly less efficient than first-best subsidies and seem to be more robust against small perturbations. Terms of use: Documents inJEL-Code: O380, Q400, Q540, Q550.

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“…Após a definição das dimensões e parâmetros do estudo de caso, foi efetuado o processamento computacional (Microcomputador com processador marca Intel e capacidade de um giga hertz). Este caso foi implementado utilizando-se como linguagem de manipulação algébrica o GAMS 2.50 (Brooke et al, 1997) e o ILOG CPLEX 7.0 como solver (tempo de processamento de 2,5h por cenário). O emprego do GAMS facilita a codificação do modelo e das suas diversas instâncias ou cenários e o uso do ILOG CPLEX é recomendado para problemas combinatórios de médio/grande porte (Hino, 1999).…”

Section: Implementação E Resultadosunclassified

Estudo e aplicação de transporte colaborativo para cargas de grande volume

2006

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ResumoEsta pesquisa objetiva realizar um estudo de "Transporte Colaborativo" para grandes volumes, especificamente para conjugação de cargas no transporte rodoviário. A proposta é desenvolver uma metodologia capaz de conciliar e flexibilizar as restrições impostas pelas janelas de tempo, de modo a interferir nos níveis hierárquicos de decisão, minimizando gastos em fretes e consolidando os conceitos de transporte colaborativo em uma aplicação real. No nível estratégico: contribuir no planejamento dos locais de armazenagem; no nível tático: determinar o momento e origem da retirada; e no nível operacional: tratar especificamente a execução da conjugação das cargas. A aplicação ocorre suportada por um banco de dados com 411.852 registros, utilizando modelagem matemática para um caso no agronegócio brasileiro. Os resultados obtidos são muito satisfatórios e projetarão redução no frete rodoviário da ordem de R$ 12,7 milhões por ano, na base de dados coletada, se a metodologia aqui proposta for implantada em sua plenitude.Palavras-chave: transporte rodoviário; colaboração; logística colaborativa. AbstractThis research proposes to carry out a study of Collaboration Transportation of large volumes, especially for conjugation of cargoes in the trucking transportation. This work presents a capable methodology to reconcile the needs of the transport with the imposed time windows restraints, coming to help in those restraints to interfere in hierarchy the decision levels. The interface in the strategic level is to contribute in the planning time of storage; the tactical planning level is to determination of the time windows and origin; the operational level is the specific operation from the conjugation of the shipments. The available primary database for the application to this case possesses 411.852 that support the application study in using a mathematical model. The results obtained were very satisfactory. Those results project a freight reduction about R$ 12,7 million per year, in the database available, if the methodology will be totally established.

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GAMS, a user's guide

Cited by 2,238 publications

References 0 publications

Algorithmic Approach for Improved Mixed-Integer Reformulations of Convex Generalized Disjunctive Programs

Algorithmic Approach for Improved Mixed-Integer Reformulations of Convex Generalized Disjunctive Programs

Learning or lock-in: Optimal technology policies to support mitigation

Estudo e aplicação de transporte colaborativo para cargas de grande volume

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