OPTIMIZE.. OPT =E= SUM((INT,JNT)$(SAM0(INT,JNT) NE 0),(SAM(INT,JNT))
*(LOG(SAM(INT,JNT)+delta)-LOG(SAM0(INT,JNT)+delta)));
The *-sign is in the first lne, so Gams assumes that it is a comment and not a mutitplcation. Add one space and all is fine.
(you also see this in your editor as the text is greyed out).