I have had a (somewhat) functional program and just by small adjustments (decreasing the amount of inputs) I started getting exit code = 3. The only comment that comes with it is “matrix error the objective variable has vanished from the model”. I can’t find anything about what it could be caused by. Do you have thoughts on that? Could you share them, please?
I am attaching my code just in case it could help finding out whats wrong. It is a simple DEA model using expected return and cvar. Thanks for any help! jednoduche_DEA.gms (3.45 KB)
Your objective variable theta occurs only once with coefficient pcvar=0. Hence, theta disappears with the current value of pcvar, so GAMS does not know what to optimize. If GAMS would generate this model, the solver could make theta very very negative (model would be unbounded).