Need Help for Equation Defi nition

GAMS
1

I’m new in Gams world then I have a question about Equation definition.

I want to insert > (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)


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2

Hi Mohsen



How do you define ’strictly’? Is 1.000001 strictly greater than 1 or do you need 1.00000000001?



All theory on optimization is based on closed sets, i.e. the edge is part of the feasible set.



Strict inequalities only make sense if you have integer numbers.



Regards



Arne


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Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

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



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of mohsen
Sent: Wednesday, October 29, 2014 11:32 AM
To: gamsworld@googlegroups.com
Subject: Need Help for Equation Defi
nition




I’m new in Gams world then I have a question about Equation definition.

I want to insert > (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)

\

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3

Reply-to: gamsworld@googlegroups.com

you mean we can’t define > and (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)

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4

Reply-to: gamsworld@googlegroups.com


no one know about that?

maybe it is a problem in GAMS !

I have some constraints with > ( not >=) but I can’t define it in GAMS!




is it possible to use

On Wednesday, October 29, 2014 6:23:46 PM UTC+3:30, mohsen wrote:

you mean we can’t define > and (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)

\

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5

Reply-to: gamsworld@googlegroups.com

Hi Mohsen,

I don’t know which solver you are using, the solution I suggest below is for CPLEX solver. I believe you can do similar thing for other solver.

You can work around this issue by adding the value of feasibility tolerance to your RHS value.
For example, by default this feasibility tolerance is 1e-6 in CPLEX.
To model the constraint Ax + By > RHS
you can model it in GAMS as Ax + By >= RHS + 1e-6

Hope this help.
Cheers
Tuong Nguyen
Feasibility tolerance. This specifies the degree to which a problem’s basic variables may violate their bounds. This tolerance influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You may also wish to lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, Cplex may falsely conclude that a problem is infeasible.
Range: [1e-009,0.1]
(default = 1e-006)



On Friday, October 31, 2014 5:16 AM, mohsen wrote:



no one know about that?

maybe it is a problem in GAMS !

I have some constraints with > ( not >=) but I can’t define it in GAMS!




is it possible to use

On Wednesday, October 29, 2014 6:23:46 PM UTC+3:30, mohsen wrote:

you mean we can’t define > and (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)

\

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6

Hi mohsen,

May be you can try this:

x =l= y-eps ;

where eps is a scalar, you can set its value to be very small, such as 0.000001, so that x is less than or equal to y-eps, though it does not really make x strictly less than y.

Regards,

Dylan

在 2014年10月29日星期三UTC+8下午6时32分03秒，mohsen写道：


I’m new in Gams world then I have a question about Equation definition.

I want to insert > (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)


\

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7

Reply-to: gamsworld@googlegroups.com

thanks for answering

On Friday, October 31, 2014 11:36:56 AM UTC+3:30, manhtuong wrote:

Hi Mohsen,

I don’t know which solver you are using, the solution I suggest below is for CPLEX solver. I believe you can do similar thing for other solver.

You can work around this issue by adding the value of feasibility tolerance to your RHS value.
For example, by default this feasibility tolerance is 1e-6 in CPLEX.
To model the constraint Ax + By > RHS
you can model it in GAMS as Ax + By >= RHS + 1e-6

Hope this help.
Cheers
Tuong Nguyen
Feasibility tolerance. This specifies the degree to which a problem’s basic variables may violate their bounds. This tolerance influences the selection of an optimal basis and can be reset to a higher value when a problem is having difficulty maintaining feasibility during optimization. You may also wish to lower this tolerance after finding an optimal solution if there is any doubt that the solution is truly optimal. If the feasibility tolerance is set too low, Cplex may falsely conclude that a problem is infeasible.
Range: [1e-009,0.1]
(default = 1e-006)



On Friday, October 31, 2014 5:16 AM, mohsen wrote:



no one know about that?

maybe it is a problem in GAMS !

I have some constraints with > ( not >=) but I can’t define it in GAMS!




is it possible to use

On Wednesday, October 29, 2014 6:23:46 PM UTC+3:30, mohsen wrote:

you mean we can’t define > and (strictly greater than) and =
=l= instead of (strictly greater than) and < (strictly less than)

\

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