Complex expression as intermediate vairable

GAMS
1

Hi,

I have a complex nonlinear expression in my objective function, which occurs several times in the objective function. To make the GAMS formulation more clearer I want to replace it with an intermediate variable say

z(i,j) = f(z)

. In AMPL, I can define this as a variable relation instead of a constraint. However, in GAMS I have to write an equation. I am worried that my solver is considering this as a nonlinear constraint. Is there a way, I can avoid nonlinear constraint?

2

Not that I know of. But,

a- CONOPT in fact encourages this https://gams.com/latest/docs/solvers/conopt/index.html#CONOPT_SIMPLE_EXPRESSIONS
b- You should experiment if it really affects model solving performance. My guess is it shouldn’t in most cases.