23.1.1 Major release (July 13, 2009)

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.

New Platform

(64-Bit) Intel Mac

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.
- 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.

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.

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.

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.

            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

A summary report of the ten slowest execution steps will be written to the log and listing.

  --- 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)

The timing on slow data definitions and gdx loads during compilation will be profiled as well.

Macros

Added a line continuation character (\) for macro definitions. See test model macro02.

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
- Convex Hull
- BigM
- CPLEX indicators
- Examples
  - 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

KNITRO

New libraries 6.0
- 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

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.

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) [not available anymore]
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

Solver/Platform Availability Matrix

Solver/Platform availability - 23.1 July 13, 2009
	x86 MS Windows	x86_64 MS Windows	x86 Linux	x86_64 Linux	Sun Sparc SOLARIS	Sun Sparc64 SOLARIS	Sun Intel SOLARIS	IBM RS-6000 AIX 4.3	Mac PowerPC Darwin	Mac Intel32 Darwin	Mac x86_64 Darwin	HP 9000 HP-UX 11¹	SGI IRIX²	DEC Alpha Digital Unix 4.0³
ALPHAECP
BARON 8.1		32bit		32bit
BDMLP
COIN
CONOPT 3
CPLEX 11.2												10.0	9.1	8.1
DECIS						32bit
DICOPT
GUROBI 1.1
KNITRO 6.0					5.2	32bit			5.1
LINDOGLOBAL 5.0
LGO
MILES
MINOS
MOSEK 5												3.2
MPSGE
MSNLP						32bit
NLPEC
OQNLP		32bit		32bit
OSL V3		32bit		32bit		32bit						V2	V2
OSLSE		32bit		32bit		32bit
PATH
SBB
SNOPT
XA		32bit				32bit
XPRESS 19.00		32bit		32bit		32bit		18.00				16.10
¹⁾GAMS distribution for HP 9000/HP-UX is 22.1.
²⁾GAMS distribution for SGI IRIX is 22.3.
³⁾GAMS distribution for DEC Alpha is 22.7.

23.1.2 Maintenance release (July 23, 2009)

MPSGE: MPSGE ignored the m.workspace and m.workfactor settings
GAMSCHK: Fixed a problem with the layout of the reports in some models

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