Optimization problems occasionally yield unbounded solutions. To find the cause one can modify the model and solve it to gain information. This is done through the imposition of “artificially” large bounds. Linear programming solvers discover unboundedness when they find a variable which is attractive to make larger, but find that the variable may be increased without limit. In GAMS some solvers return such information but typically only one unbounded variable will be reported, if any and there may be numerous other variables which have not been examined and could be unbounded. Unfortunately, the LST file does not generally give enough information to diagnose and fix the cause of the unboundedness and pre-solves rarely find such problems. Commonly, the solution report contains an instance where a particular item is tagged as unbounded (with the marker UNBND), but there will also be other variables marked as non-optimal (NOPT) which may or may not be unbounded. Finally, note that use of GAMSCHK ANALYSIS and correction of all identified problems and models still can be bounded. Thus, most modelers will occasionally contend with models that are unbounded and will need to discover what is causing that condition.
MIRO Features Conference Report
TIMES is a sophisticated energy model generator implemented in GAMS. It has been published under an open source license in 2019. Recently, GAMS joined forces with experienced TIMES users to develop an open-source TIMES/MIRO App that serves as a frontend to the TIMES model. This was made possible by new features in GAMS MIRO 1.1