Hi,

In an effort to boost myself to the #1 all-time poster on the gamsworld

google group, I’d like to ask another question. This time my question

is about the implementation of conic constraints in gams.

If I try to put a binary variable in a conic constraint, then gams

complains to the effect of…

**** Variables with =C= entries have to be continous

z(1)

**** Variables with =C= entries have to be continous

z(2)

and aborts.

Is this a feature or a bug? I do actually have a ‘real’ model that

requires binaries variables in cone constraints. Of course, I can work

around with w = z, and then put w in the cone constraints.

But Erling asked me to bring this to your attention.

Thanks for all your help.

Cheers,

-Jeff

Jeff,

When GAMS introduced cone constraints, MOSEK did not have the

capability of solving cone models with discrete variables. So GAMS

checked this and rejected such models. MOSEK evolved but the

restriction stayed. So at one time it was a feature, now I would

consider this as a bug. I will check this out and get back to you.

Michael

On May 8, 9:55 am, Jeff Linderoth wrote:

Hi,

In an effort to boost myself to the #1 all-time poster on the gamsworld

google group, I’d like to ask another question. This time my question

is about the implementation of conic constraints in gams.

If I try to put a binary variable in a conic constraint, then gams

complains to the effect of…

**** Variables with =C= entries have to be continous

z(1)

**** Variables with =C= entries have to be continous

z(2)

and aborts.

Is this a feature or a bug? I do actually have a ‘real’ model that

requires binaries variables in cone constraints. Of course, I can work

around with w = z, and then put w in the cone constraints.

But Erling asked me to bring this to your attention.

Thanks for all your help.

## Cheers,

-Jeff

Jeff Linderoth

Assistant Professor

Dept. of Industrial and Systems Engineering

University of Wisconsin-Madison

O: 608-890-1931

–~–~---------~–~----~------------~-------~–~----~

To post to this group, send email to gamsworld@googlegroups.com

To unsubscribe from this group, send email to gamsworld-unsubscribe@googlegroups.com

For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en

-~----------~----~----~----~------~----~------~–~—

\