Nested loop solves with dynamic sets: can I clear solutions between loops?

GAMS
1

Hello.
I have a discrete time problem for which I have some hourly variables and some daily variables that depend on dynamic sets which change in every iteration, depending on two sets: k and r. I made a code that has the following structure:

sets  
i days /1*100/
t hours /1*1000/
ii(i) dynamic set of i
tt(t) dynamic set of t
k independent iterations  /1*5/
r dependent iterations within k /1*10/;

scalars
d initial day;

variables;
*My variables depend on the dynamic sets
equations
*I have equations blocks that depend on my dynamic sets
eq1(tt)..;
eq2(ii)..;
etc..;

model cycle_days /all/;
options mip = cplex;

*Merge solutions:
cycle_days.solveopt = 1;

*Use file with starting solution:
cycle_days.optfile = 1;

loop(k,
d = ord(k)-1;

loop(r,

loop(t,
tt(t) = no;
tt(t) = yes$(ord(t) ge (ord(r)+d)*24-23 and ord(t) le 24*(ord(r)+d));
*for d=0, r=1, tt will be yes between 1 and 24
*for d=0, r=2, tt will be yes between 25 and 48
*for d=1, r=1, tt will be yes between 25 and 48
);

loop(i,
ii(i) = no;
ii(i) = yes$(ord(d) gt ord(r)+d and ord(d) le card(r)+d);
*for d=0, r=1, ii will be yes between 2 and 10
*for d=0, r=2, ii will be yes between 3 and 10
*for d=1, r=1, ii will be yes between 3 and 11
);

solve cycle_days using mip minimizing objective

*All variables that have tt=no or ii=no are set to zero by GAMS

*Now I create a feasible solution for the next r

);
*Put merged solution to excel file

*I would like here, to somehow erase the previous solution values (not set them to 0)
*so, cplex can find an initial feasible solution automatically, but I cannot use .optfile=0 in a loop
);

While I want the solver to read initial solutions while iterating over r, I want to erase everything when I iterate over k (or not read initial solution from the previous iteration). I was thinking of using option clear for every variable, but I have too many of them (plus I think it does not do what I want).

For example, before I created the loop of k, I manually changed my scalar d and pressed the run GAMS button on top, and it ran just fine. How can I make this process automated?

Thanks in advance for your help, and sorry for the long post.

Best,
Petros

2

Petros,

There is no single command that clears all the variables.

Since you solve a MIP you don’t have to worry at all. For MIPs the GAMS variable/equation levels/marginals are not provided to Cplex (because Cplex and other MIP solvers can’t take advantage of a good basis because the MIP presolve will destroy this in most cases) unless you set option mipStart<>0.

For other model types I like to make a separate “reference solve” and store this solution using the savePoint facility. Then in the loop I load this reference point via execute_loadpoint:

...
* Create mymodel_p.gdx
mymodel.savePoint = 1;
solve mymodel us lp min obj;
mymodel.savePoint = 0;
loop(i,
   ...
   execute_load 'mymodel_p.gdx';
   solve mymodel us lp min obj;
   ...
);
...

Hope this helps,
-Michael

3

Hi Michael,

Thanks a lot for your answer. Can I use the .savepoint facility inside a loop as well? Also, in case my original question was confusing:

Before i decided to use nested loop solves, i manually set a value of my scalar “d” and pressed run (for example: d /0/, press run, then d /1/, press run again, etc.). Now I just want to do this process in a loop, but the previous solutions interact with the new iteration. Will your “reference solve” approach work for this problem?

Thanks again,
Petros

4

Yes, savepoint can be used inside the loop, but I would noit understand the use of it in your case. And yes, the reference solution should work for the described case.

-Michael