Dear all:

I have a question regarding coding in GAMS.

How could I code in GAMS in order to solve the optimization problem incrementally?

For example, I have a optimization problem with both the equality and inequality constraints.

What I would like to do is that I first solve the optimization problem with just equality constraints.

After that, I test the solution for the inequality constraints, if no inequality constraints is violated, exit and get the solution.

However, if any of the inequality constraints is violated. I may add the violated inequality constraints to the problem and

solve the problem again, the starting point would be the solution from the last problem. This process will repeat until no inequality

constraints is violated.

The reason that I would like to do this implementation is that the number of inequality in my problem is large but the number of binding

inequality is very small.

Thank you very much for your suggestions.

regards,

Xiaohu

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