Global or local optimization in GAMS

GAMS
1

Dear All,

I want to know GAMS Solver do global or local optimization?


Regards

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2

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
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3

Dear Arne,

Thanks for your reply.

Regarsd



On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
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4

Dear Arne,

Please,let me know DICOPT and SBB is global or local optimization solver?

Many Thanks




On Thu, Nov 28, 2013 at 6:57 PM, Mehrdad Tahmasebi wrote:

Dear Arne,

Thanks for your reply.

Regarsd



On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
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5

Hi Mehrdad:



Both solvers use a sub-solver for NLP sub-models. This sub-solver will usually be a local solver and the overall solver will therefore become local.



If you would use a global solver as a sub-solver you could as well use the global solver for the overall MINLP.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 12:44 PM
To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Dear Arne,



Please,let me know DICOPT and SBB is global or local optimization solver?



Many Thanks







On Thu, Nov 28, 2013 at 6:57 PM, Mehrdad Tahmasebi wrote:

Dear Arne,



Thanks for your reply.



Regarsd





On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
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6

Hi Arne,

Thank you very much for your guide.

I must be maximize my objective with Global Solver,My model is MINLP. Please,guide me how can chose the global optimizer solver.I write this for solving my model :


model revenue / all / ;
option minlp=dicopt;
solve revenue using minlp maximizing cost;


This is solve my model in global optimizer or local ?


Thank You again for your Guide.

Regards
MEHRDAD









On Thu, Nov 28, 2013 at 8:57 PM, Arne Stolbjerg Drud wrote:

Hi Mehrdad:



Both solvers use a sub-solver for NLP sub-models. This sub-solver will usually be a local solver and the overall solver will therefore become local.



If you would use a global solver as a sub-solver you could as well use the global solver for the overall MINLP.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 12:44 PM
To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Dear Arne,



Please,let me know DICOPT and SBB is global or local optimization solver?



Many Thanks







On Thu, Nov 28, 2013 at 6:57 PM, Mehrdad Tahmasebi wrote:

Dear Arne,



Thanks for your reply.



Regarsd





On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at http://groups.google.com/group/gamsworld.
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7

Mehrdad:



You say nothing about the size and complexity of your model. Global solvers can in general not handle very large models (meaning that they may give you solutions without proving global optimality) although special cases may work well…



Some of the solvers that can handle MINLP globally are AlphaECP, ANTIGONE, BARON and LINDOGLOBAL. You will need a license if your model is more than tiny.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 2:12 PM
To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Hi Arne,



Thank you very much for your guide.



I must be maximize my objective with Global Solver,My model is MINLP. Please,guide me how can chose the global optimizer solver.I write this for solving my model :





model revenue / all / ;

option minlp=dicopt;

solve revenue using minlp maximizing cost;





This is solve my model in global optimizer or local ?





Thank You again for your Guide.



Regards

MEHRDAD

















On Thu, Nov 28, 2013 at 8:57 PM, Arne Stolbjerg Drud wrote:

Hi Mehrdad:



Both solvers use a sub-solver for NLP sub-models. This sub-solver will usually be a local solver and the overall solver will therefore become local.



If you would use a global solver as a sub-solver you could as well use the global solver for the overall MINLP.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 12:44 PM
To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Dear Arne,



Please,let me know DICOPT and SBB is global or local optimization solver?



Many Thanks







On Thu, Nov 28, 2013 at 6:57 PM, Mehrdad Tahmasebi wrote:

Dear Arne,



Thanks for your reply.



Regarsd





On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
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8

Dear Arne ,

Thnak you very much.

Regards
MEHRDAD


On Thu, Nov 28, 2013 at 9:23 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



You say nothing about the size and complexity of your model. Global solvers can in general not handle very large models (meaning that they may give you solutions without proving global optimality) although special cases may work well…



Some of the solvers that can handle MINLP globally are AlphaECP, ANTIGONE, BARON and LINDOGLOBAL. You will need a license if your model is more than tiny.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 2:12 PM

To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Hi Arne,



Thank you very much for your guide.



I must be maximize my objective with Global Solver,My model is MINLP. Please,guide me how can chose the global optimizer solver.I write this for solving my model :





model revenue / all / ;

option minlp=dicopt;

solve revenue using minlp maximizing cost;





This is solve my model in global optimizer or local ?





Thank You again for your Guide.



Regards

MEHRDAD

















On Thu, Nov 28, 2013 at 8:57 PM, Arne Stolbjerg Drud wrote:

Hi Mehrdad:



Both solvers use a sub-solver for NLP sub-models. This sub-solver will usually be a local solver and the overall solver will therefore become local.



If you would use a global solver as a sub-solver you could as well use the global solver for the overall MINLP.



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 12:44 PM
To: gamsworld@googlegroups.com
Subject: Re: Global or local optimization in GAMS



Dear Arne,



Please,let me know DICOPT and SBB is global or local optimization solver?



Many Thanks







On Thu, Nov 28, 2013 at 6:57 PM, Mehrdad Tahmasebi wrote:

Dear Arne,



Thanks for your reply.



Regarsd





On Thu, Nov 28, 2013 at 5:12 PM, Arne Stolbjerg Drud wrote:

Mehrdad:



It depends on the solver. It is usually described on the first solver manual page for each solver.



Regards



Arne

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Mehrdad Tahmasebi
Sent: Thursday, November 28, 2013 3:06 AM
To: gamsworld@googlegroups.com
Subject: Global or local optimization in GAMS



Dear All,



I want to know GAMS Solver do global or local optimization?





Regards

–
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