Problem with equations

GAMS
1

Hi
I have a problem with my equations

in the work file I wrote :
risk… sqrt(sum(i,sum(h, x(i) * x(h) * correlation_total_fix(i,h) * risk_fix(i)*risk_fix(h))) + sum(i,sum(h,(sum(j,g(i,j))) * (sum(j,g(h,j))) * correlation_total_var(i,h) * risk_variable(i) * risk_variable(h))) ) =l= 0.5 ;
but in the results, I get this one :

risk… (0)*x(1) + (0)*x(2) + (0)*x(3) + (0)*x(4) + (0)*x(5) + (0)*g(1,1)

  • (0)*g(1,2) + (0)*g(1,3) + (0)*g(1,4) + (0)*g(1,5) + (0)*g(1,6)

  • (0)*g(1,7) + (0)*g(1,8) + (0)*g(1,9) + (0)*g(1,10) + (0)*g(1,11)

  • (0)*g(2,1) + (0)*g(2,2) + (0)*g(2,3) + (0)*g(2,4) + (0)*g(2,5)

  • (0)*g(2,6) + (0)*g(2,7) + (0)*g(2,8) + (0)*g(2,9) + (0)*g(2,10)

  • (0)*g(2,11) + (0)*g(3,1) + (0)*g(3,2) + (0)*g(3,3) + (0)*g(3,4)

  • (0)*g(3,5) + (0)*g(3,6) + (0)*g(3,7) + (0)*g(3,8) + (0)*g(3,9)

  • (0)*g(3,10) + (0)*g(3,11) + (0)*g(4,1) + (0)*g(4,2) + (0)*g(4,3)

  • (0)*g(4,4) + (0)*g(4,5) + (0)*g(4,6) + (0)*g(4,7) + (0)*g(4,8)

  • (0)*g(4,9) + (0)*g(4,10) + (0)*g(4,11) + (0)*g(5,1) + (0)*g(5,2)

  • (0)*g(5,3) + (0)*g(5,4) + (0)*g(5,5) + (0)*g(5,6) + (0)*g(5,7)

  • (0)*g(5,8) + (0)*g(5,9) + (0)*g(5,10) + (0)*g(5,11) =L= 0.5 ; (LHS = 0)



    What are theses zeroes?
    I’ve attached the gams file

–
gams.txt (4.42 KB)

2

Hi Bahman

The equation listing block shows the linearized form of the equation at the starting point. This part of the listing can help you sometimes to debug your model.

As you did not initialize your variables, Gams assumes they are all zero.

This is therefore not the solution, but the starting point with all variables set to 0.

Cheers

Renger





From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Bahman Alipour
Sent: Mittwoch, 30. Juli 2014 20:26
To: gamsworld@googlegroups.com
Subject: Problem with equations



Hi

I have a problem with my equations



in the work file I wrote :

risk… sqrt(sum(i,sum(h, x(i) * x(h) * correlation_total_fix(i,h) * risk_fix(i)*risk_fix(h))) + sum(i,sum(h,(sum(j,g(i,j))) * (sum(j,g(h,j))) * correlation_total_var(i,h) * risk_variable(i) * risk_variable(h))) ) =l= 0.5 ;

but in the results, I get this one :



risk… (0)*x(1) + (0)*x(2) + (0)*x(3) + (0)*x(4) + (0)*x(5) + (0)*g(1,1)


\

  • (0)*g(1,2) + (0)*g(1,3) + (0)*g(1,4) + (0)*g(1,5) + (0)*g(1,6)


    \
  • (0)*g(1,7) + (0)*g(1,8) + (0)*g(1,9) + (0)*g(1,10) + (0)*g(1,11)


    \
  • (0)*g(2,1) + (0)*g(2,2) + (0)*g(2,3) + (0)*g(2,4) + (0)*g(2,5)


    \
  • (0)*g(2,6) + (0)*g(2,7) + (0)*g(2,8) + (0)*g(2,9) + (0)*g(2,10)


    \
  • (0)*g(2,11) + (0)*g(3,1) + (0)*g(3,2) + (0)*g(3,3) + (0)*g(3,4)


    \
  • (0)*g(3,5) + (0)*g(3,6) + (0)*g(3,7) + (0)*g(3,8) + (0)*g(3,9)


    \
  • (0)*g(3,10) + (0)*g(3,11) + (0)*g(4,1) + (0)*g(4,2) + (0)*g(4,3)


    \
  • (0)*g(4,4) + (0)*g(4,5) + (0)*g(4,6) + (0)*g(4,7) + (0)*g(4,8)


    \
  • (0)*g(4,9) + (0)*g(4,10) + (0)*g(4,11) + (0)*g(5,1) + (0)*g(5,2)


    \
  • (0)*g(5,3) + (0)*g(5,4) + (0)*g(5,5) + (0)*g(5,6) + (0)*g(5,7)


    \
  • (0)*g(5,8) + (0)*g(5,9) + (0)*g(5,10) + (0)*g(5,11) =L= 0.5 ; (LHS = 0)







    What are theses zeroes?

I’ve attached the gams file

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3

Dear Renger
My variable are x(i) and g(i,j) , I’ve defined correlation_total_fix and correlation_total_var and … in the model, But GAMS has assumed that they are all zeroes.which are not
somehow GAMS omitted my constraint







On Wednesday, July 30, 2014 10:55:54 PM UTC+4:30, Bahman Alipour wrote:

Hi
I have a problem with my equations

in the work file I wrote :
risk… sqrt(sum(i,sum(h, x(i) * x(h) * correlation_total_fix(i,h) * risk_fix(i)*risk_fix(h))) + sum(i,sum(h,(sum(j,g(i,j))) * (sum(j,g(h,j))) * correlation_total_var(i,h) * risk_variable(i) * risk_variable(h))) ) =l= 0.5 ;
but in the results, I get this one :

risk… (0)*x(1) + (0)*x(2) + (0)*x(3) + (0)*x(4) + (0)*x(5) + (0)*g(1,1)

  • (0)*g(1,2) + (0)*g(1,3) + (0)*g(1,4) + (0)*g(1,5) + (0)*g(1,6)

  • (0)*g(1,7) + (0)*g(1,8) + (0)*g(1,9) + (0)*g(1,10) + (0)*g(1,11)

  • (0)*g(2,1) + (0)*g(2,2) + (0)*g(2,3) + (0)*g(2,4) + (0)*g(2,5)

  • (0)*g(2,6) + (0)*g(2,7) + (0)*g(2,8) + (0)*g(2,9) + (0)*g(2,10)

  • (0)*g(2,11) + (0)*g(3,1) + (0)*g(3,2) + (0)*g(3,3) + (0)*g(3,4)

  • (0)*g(3,5) + (0)*g(3,6) + (0)*g(3,7) + (0)*g(3,8) + (0)*g(3,9)

  • (0)*g(3,10) + (0)*g(3,11) + (0)*g(4,1) + (0)*g(4,2) + (0)*g(4,3)

  • (0)*g(4,4) + (0)*g(4,5) + (0)*g(4,6) + (0)*g(4,7) + (0)*g(4,8)

  • (0)*g(4,9) + (0)*g(4,10) + (0)*g(4,11) + (0)*g(5,1) + (0)*g(5,2)

  • (0)*g(5,3) + (0)*g(5,4) + (0)*g(5,5) + (0)*g(5,6) + (0)*g(5,7)

  • (0)*g(5,8) + (0)*g(5,9) + (0)*g(5,10) + (0)*g(5,11) =L= 0.5 ; (LHS = 0)



    What are theses zeroes?
    I’ve attached the gams file

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4

Gams doesn’t drop variables or omits constraints. If you plug in the results, you will see that every equation is fine, so it is an optimal solution.

I suppose, your model isn’t doing what you want it to do, so you should check your model.



Renger



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Bahman Alipour
Sent: Freitag, 1. August 2014 12:39
To: gamsworld@googlegroups.com
Subject: Re: Problem with equations



Dear Renger

My variable are x(i) and g(i,j) , I’ve defined correlation_total_fix and correlation_total_var and … in the model, But GAMS has assumed that they are all zeroes.which are not

somehow GAMS omitted my constraint













On Wednesday, July 30, 2014 10:55:54 PM UTC+4:30, Bahman Alipour wrote:

Hi

I have a problem with my equations



in the work file I wrote :

risk… sqrt(sum(i,sum(h, x(i) * x(h) * correlation_total_fix(i,h) * risk_fix(i)*risk_fix(h))) + sum(i,sum(h,(sum(j,g(i,j))) * (sum(j,g(h,j))) * correlation_total_var(i,h) * risk_variable(i) * risk_variable(h))) ) =l= 0.5 ;

but in the results, I get this one :



risk… (0)*x(1) + (0)*x(2) + (0)*x(3) + (0)*x(4) + (0)*x(5) + (0)*g(1,1)


\

  • (0)*g(1,2) + (0)*g(1,3) + (0)*g(1,4) + (0)*g(1,5) + (0)*g(1,6)


    \
  • (0)*g(1,7) + (0)*g(1,8) + (0)*g(1,9) + (0)*g(1,10) + (0)*g(1,11)


    \
  • (0)*g(2,1) + (0)*g(2,2) + (0)*g(2,3) + (0)*g(2,4) + (0)*g(2,5)


    \
  • (0)*g(2,6) + (0)*g(2,7) + (0)*g(2,8) + (0)*g(2,9) + (0)*g(2,10)


    \
  • (0)*g(2,11) + (0)*g(3,1) + (0)*g(3,2) + (0)*g(3,3) + (0)*g(3,4)


    \
  • (0)*g(3,5) + (0)*g(3,6) + (0)*g(3,7) + (0)*g(3,8) + (0)*g(3,9)


    \
  • (0)*g(3,10) + (0)*g(3,11) + (0)*g(4,1) + (0)*g(4,2) + (0)*g(4,3)


    \
  • (0)*g(4,4) + (0)*g(4,5) + (0)*g(4,6) + (0)*g(4,7) + (0)*g(4,8)


    \
  • (0)*g(4,9) + (0)*g(4,10) + (0)*g(4,11) + (0)*g(5,1) + (0)*g(5,2)


    \
  • (0)*g(5,3) + (0)*g(5,4) + (0)*g(5,5) + (0)*g(5,6) + (0)*g(5,7)


    \
  • (0)*g(5,8) + (0)*g(5,9) + (0)*g(5,10) + (0)*g(5,11) =L= 0.5 ; (LHS = 0)







    What are theses zeroes?

I’ve attached the gams file

–
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