GAMS/PATH User Guide Version 4.3

More documents

Recommendations

Info

Option Default Explanation convergence tolerance 1e-6 Stopping criterion crash iteration limit 50 Maximum iterations allowed in crash crash merit function fischer Merit function used in crash method crash method pnewton pnewton or none crash minimum dimension 1 Minimum problem dimension to perform crash crash nbchange limit 1 Number of changes to the basis allowed crash perturb yes Perturb the problem using pnewton crash crash searchtype line Searchtype to use in the crash method cumulative iteration limit 10000 Maximum minor iterations allowed gradient searchtype arc Searchtype to use when a gradient step is taken gradient step limit 5 Maximum number of gradient step allowed before restarting interrupt limit 5 Ctrl-C’s required before killing job lemke start automatic Frequency of lemke starts (automatic, first, always) major iteration limit 500 Maximum major iterations allowed merit function fischer Merit function to use (normal or fischer) minor iteration limit 1000 Maximum minor iterations allowed in each major iteration nms yes Allow line searching, watchdoging, and nonmonotone descent nms initial reference factor 20 Controls size of initial reference value nms maximum watchdogs 5 Maximum number of watchdog steps allowed nms memory size 10 Number of reference values kept nms mstep frequency 10 Frequency at which m steps are performed Table 2.3: PATH Options 29
Option Default Explanation nms searchtype line Search type to use (line, or arc) output yes Turn output on or off. If output is turned off, selected parts can be turned back on. output crash iterations yes Output information on crash iterations output crash iterations frequency 1 Frequency at which crash iteration log is printed output errors yes Output error messages output factorization singularities yes Output linearly dependent columns determined by factorization output final degeneracy statistics no Print information regarding degeneracy at the solution output final point no Output final point returned from PATH output final point statistics yes Output information about the point, function, and Jacobian at the final point output final scaling statistics no Display matrix norms on the Jacobian at the final point output final statistics yes Output evaluation of available merit functions at the final point output final summary yes Output summary information output initial point no Output initial point given to PATH output initial point statistics yes Output information about the point, function, and Jacobian at the initial point output initial scaling statistics yes Display matrix norms on the Jacobian at the initial point output initial statistics no Output evaluation of available merit functions at the initial point Table 2.4: PATH Options (cont) 30
Page 1 and 2: GAMS/PATH User Guide Version 4.3 Mi
Page 3 and 4: 3 Advanced Topics 35 3.1 Formal Def
Page 5 and 6: 1.1 Transportation Problem The tran
Page 7 and 8: sets i canning plants, j markets ;
Page 9 and 10: those examples, the resulting compl
Page 11 and 12: $include walras.dat positive variab
Page 13 and 14: In both the above cases, we must no
Page 15 and 16: Code String Meaning 1 Normal comple
Page 17 and 18: the constants on the right hand sid
Page 19 and 20: For example, if we have the optimiz
Page 21 and 22: Chapter 2 PATH Newton’s method, p
Page 23 and 24: --- Starting compilation --- trnsmc
Page 25 and 26: 2.1.1 Diagnostic Information Some d
Page 27 and 28: Code Meaning B A Backtracking searc
Page 29: provides more detailed information.
Page 33 and 34: Similarly if the solver runs out of
Page 35 and 36: where typically, the bounds on z ar
Page 37 and 38: 3.2 Algorithmic Features We now des
Page 39 and 40: is determined to be singular. The v
Page 41 and 42: asis and then recovering from rank
Page 43 and 44: to be the best point for the normal
Page 45 and 46: FINAL STATISTICS Inf-Norm of Comple
Page 47 and 48: FINAL STATISTICS Inf-Norm of Comple
Page 49 and 50: INITIAL POINT STATISTICS Maximum of
Page 51 and 52: that these are what was intended. S
Page 53 and 54: consumer agents in the economy. Eac
Page 55 and 56: 0 ≤ wp ⊥ eP ≥ tcdrxc,r r,c 0
Page 57 and 58: olates the well-established homogen
Page 59 and 60: Bibliography [1] S. C. Billups. Alg
Page 61 and 62: [19] M. C. Ferris and J. S. Pang, e

GAMS/PATH User Guide Version 4.3

Create successful ePaper yourself

Delete template?

Save as template?