Hi everyone,

first of all: I am new to GAMS and have only worked with OPL/CPLEX before but was not required to switch languages due to preferences of my professor.

I am currently dealing with the task of implementing a cutting plane approach for solving an LP. This means that I

- solve a subproblem
- evaluate the results
- add a cutting plane (i.e. a constraint) to my problem
- loop until an ending condition is met.

I was able to implement a few simpler problems on my own, but am now struggling with this task. The problem is that I do not know how to define a parameter step by step.

I have defined a set

```
Set
j
/j1 * j3/
```

parameter

```
Parameter all_g(*, j);
```

that has two dimensions: the first dimensions is the number of the current iteration and the second dimension is the number of dimensions that my parameter that I compute in every iteration has. In every iteration I compute one

```
Parameter g(j) Subgradient
```

like this and count up the number of iterations passed in a variable, say

```
Scalar k /1/;
```

and this scalar is incremented by 1 in each iteration.

What I need to do now is to add the computed single parameter g(j) to the “set of parameters” all_g(*,j) so what I’d like to do is something like

```
all_g(k, j) = g(j);
```

in each iteration. However, I do not manage to get this kind of expression running, there’s always a ton of errors turning up and the documentation is not really helpful at all.

Can anybody tell me what my mistake is or how I might implement such an iterative approach in GAMS?

Thanks in advance!