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GAMS is fundamentally built to allow exploitation of algebraic features like summation<br />
notation. Specifically suppose xi is defined with three elements<br />
Algebra<br />
∑<br />
i<br />
x<br />
This can be expressed in GAMS as<br />
where<br />
z = SUM(I, X(I));<br />
i<br />
=<br />
x<br />
1<br />
+<br />
x<br />
I is a set in GAMS<br />
z is a scalar or variable<br />
X(I) is a parameter or variable defined over set I<br />
and the sum automatically treats all cases of I.<br />
Such an expression can be included either in a either a model equation .. specification or in an<br />
item to be calculated in the code. Let me now remake the first 2 examples better exploiting the<br />
GAMS algebraic features<br />
2<br />
+<br />
Revised algebra exploiting optimization example<br />
Courtesy of B.A. McCarl, October 2002 24<br />
x<br />
3