$ operator

GAMS
1

Hello everyone!!

I recently have write my model in Gams but due to computational time I am trying to simplify some constraints. These constraints are using binary variables that I want to exclude of the mode. So my idea was to do something like:

eq1(j,t)(pt(j,t) not eq 0).. prod(utt(ord(utt)<=UT(j)), pt(j,t++ord(utt))) =n= 0;
eq2(j,t)(pt(j,t) eq 0).. sum(utt(ord(utt)<=DT(j)), pt(j,t++ord(utt))) =e= 0;

The problem is that in first $ operator, pt(j,t) is a variable and for what I understood, Gams gives error because of that.

Can someone give me an idea how to solve my problem?

Cheers
Sérgio

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2

Hi Sergio, this is not a gams error but a conceptual optimization issue.

Having different constrains according to a variable’s current value, turns a problem into what is called a disjunctive programming problem.
There are several strategies for solving these (including the use of binary variables, turning them into a minlp or a milp, which is what you probably had).

Research any advanced optimization text for this and more :slight_smile:

Hope to be helpful
Claudio
El sep 16, 2013 7:39 a.m., “Sérgio” escribió:

Hello everyone!!

I recently have write my model in Gams but due to computational time I am trying to simplify some constraints. These constraints are using binary variables that I want to exclude of the mode. So my idea was to do something like:

eq1(j,t)(pt(j,t) not eq 0).. prod(utt(ord(utt)<=UT(j)), pt(j,t++ord(utt))) =n= 0;
eq2(j,t)(pt(j,t) eq 0).. sum(utt(ord(utt)<=DT(j)), pt(j,t++ord(utt))) =e= 0;

The problem is that in first $ operator, pt(j,t) is a variable and for what I understood, Gams gives error because of that.

Can someone give me an idea how to solve my problem?

Cheers
Sérgio

–
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3

Hi Claudio,



Thanks for your help.



Cheers

Sérgio



De: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] Em nome de Claudio Delpino
Enviada: segunda-feira, 16 de Setembro de 2013 21:42
Para: gamsworld@googlegroups.com
Assunto: Re: $ operator



Hi Sergio, this is not a gams error but a conceptual optimization issue.

Having different constrains according to a variable’s current value, turns a problem into what is called a disjunctive programming problem.
There are several strategies for solving these (including the use of binary variables, turning them into a minlp or a milp, which is what you probably had).

Research any advanced optimization text for this and more :slight_smile:

Hope to be helpful
Claudio

El sep 16, 2013 7:39 a.m., “Sérgio” escribió:

Hello everyone!!

I recently have write my model in Gams but due to computational time I am trying to simplify some constraints. These constraints are using binary variables that I want to exclude of the mode. So my idea was to do something like:

eq1(j,t)(pt(j,t) not eq 0).. prod(utt(ord(utt)<=UT(j)), pt(j,t++ord(utt))) =n= 0;
eq2(j,t)(pt(j,t) eq 0).. sum(utt(ord(utt)<=DT(j)), pt(j,t++ord(utt))) =e= 0;

The problem is that in first $ operator, pt(j,t) is a variable and for what I understood, Gams gives error because of that.

Can someone give me an idea how to solve my problem?

Cheers
Sérgio

–
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