Optimizing compilation time in GAMS

Hi everyone,

I’ve run into a rather frustrating problem with the speed of constraint generation in my GAMS model. To put it simply, I have a constraint that, when I apply it to a large dataset, literally explodes the compilation time. Like, is there any way to make this more efficient without necessarily sacrificing too much precision? Are there any tricks or techniques to improve this, like manipulating the sets or pre-computing some stuff?

Hi,

Here are some hints on how to reduce execution time.
You could also share your code and data here, such that others can reproduce the issue and hopefully come up with suggestions how to speed things up.

Best,
Fred