Hello GAMS pro’s!

I am currently working on a model which includes a big M notation (–> big M is variable, based on input parameters).

I faced the problem, that some instances were not able to solve (infeasible/unbounded), but I know the model is right.

So I found out that GAMS/CPLEX sometimes cannot handle big M formulations appropriately. The models then solved when I adapted big M manually. But it needs to work automated, as I want to solve several instances.

I tried indicator variables, as described in http://www.gams.com/solvers/cpxindic.htm.

Now the problem:

my constraint reads like follows: constraint5(t,i)… x(t,i)*bigM =g= sum(h, z(t,h,i))

So I first reformulated it as x(t,i) =e= sum((i), z(t,h,i)) with the following in the option file: indic constraint5(t,i)$z(t,h,j) 0 which gave the error “uncontroled set for h”. The reformulation indic constraint5(t,i)$sum((h), z(t,h,i) 0 also delivered an error. I guess the summation is not possible in the indicator file.

So I tried to circumvent that by introducing an additional variable and constraint, which assignes “h(t,i)” the value of “sum((i), z(t,h,i))”

Rewriting the constraint then as x(t,i) =e= h(t,i) with the following in the option file: indic constraint5(t,i)$h(t,i) 0 provides me with the system error “gmsgennx.exe has encountered a problem and needs to close. We are sorry for the inconvenience”

Can anyone help on that?

Thanks a lot!

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